Add Positive Definate Woodbury

[oxinabox]

First commit.
First commit is just the old close-source code.

Only real change is to use ChainRulesCore rather than Zygote to make non-differnetiable.
Some updates to the tests.

Particular fiddly was realising that their was a breaking change in Distributions 0.23.8->0.23.9 that snuck though.
JuliaStats/Distributions.jl#1160

[codecov-io]

Codecov Report

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The diff coverage is n/a.

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  Coverage          ?   62.82%           
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  Lines             ?       78           
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  Hits              ?       49           
  Misses            ?       29           
  Partials          ?        0           

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[rofinn]

LGTM, just a couple minor suggestions.

[oxinabox]

CI is only failing on nightly, because Zygote doesn't work on nightly