* Copy `block_diag` and support functions from `pymc.math`

* Evaluate output in sphinx code example
Co-authored-by: Ricardo Vieira <28983449+ricardoV94@users.noreply.github.com>

* Test type equivalence with `isinstance` instead of `==`
Co-authored-by: Ricardo Vieira <28983449+ricardoV94@users.noreply.github.com>

* Typo in test function

* Split `block_diag` into sparse and dense version

Closely follow scipy function signature for `block_diag`

* Use `as_sparse_or_tensor_variable` in `SparseBlockDiagonalMatrix` to allow sparse matrix inputs to `pytensor.sparse.block_diag`

* Test sparse and dense inputs to `pytensor.sparse.block_diag`

* Add numba overload for `pytensor.tensor.slinalg.block_diag`

* add jax overload for `pytensor.tensor.slinalg.block_diag`

* Move stand-alone `block_diag_grad` function into `grad` method

* Add `format` prop to `SparseBlockDiagonalMatrix`

* Use `compare_numba_and_py` in `numba\test_slinalg.py::test_block_diag`

* Add support for Blockwise to `slinalg.block_diag`

* Add gradient test

Remove `Matrix` from `BlockDiagonal` and `SparseBlockDiagonal` `Op` names

Correct errors in docstrings

Move input validation to a shared class method

* Remove `gufunc_signature` from `__props__`
Co-authored-by: Ricardo Vieira <28983449+ricardoV94@users.noreply.github.com>

* Implement correct `__props__` for subclasses of `BaseBlockMatrix`

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Co-authored-by: Ricardo Vieira <28983449+ricardoV94@users.noreply.github.com>