add unit tests for pl.utilities.grads

[awaelchli]

What does this PR do?

Adds tests and coverage for pytorch_lightning.utilities.grads.grad_norm function.
Found an edge case where L0 "norm" (p=0) does not yield the correct result for the total norm. This is because the implementation of the total norm there only works for proper norms (the L0 is not a real norm).

Option A: special case the L0 norm computation
Option B: don't support norm_type=0

Related PR: #9742

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[codecov]

Codecov Report

Merging #9765 (428055b) into master (a002f87) will increase coverage by 0%.
The diff coverage is 100%.

@@          Coverage Diff           @@
##           master   #9765   +/-   ##
======================================
  Coverage      93%     93%           
======================================
  Files         179     179           
  Lines       15803   15805    +2     
======================================
+ Hits        14647   14649    +2     
  Misses       1156    1156           

[tchaton]

LGTM ! Good catch !