Updating docs and error message: half precision not available on CPU

[lillekemiker]

What does this PR do?

This PR addresses a mistake in the documentation and also changes an error message to be more informative.
Specifically, the docs used to state that half precision is available when running on CPU, which is not true.
The exception raised when attempting to do so was a bit cryptic for anyone unfamiliar with the backends used in pytorch. This change should make it clear to the end user that the exception is being raised because they are attempting to use half-precision on CPU and this is not supported.

Fixes issue# N/A (discussed in slack only)

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[codecov]

Codecov Report

Merging #7384 (2b420e2) into master (6ad05d3) will decrease coverage by 4%.
The diff coverage is 50%.

@@           Coverage Diff           @@
##           master   #7384    +/-   ##
=======================================
- Coverage      92%     87%    -4%     
=======================================
  Files         200     200            
  Lines       12982   12982            
=======================================
- Hits        11908   11357   -551     
- Misses       1074    1625   +551     

[Borda]

pls update the following test which matches the message https://github.com/PyTorchLightning/pytorch-lightning/blob/aaccbeea2beb3b903428643d2ee520d2dd05b348/tests/accelerators/test_cpu.py#L21

[awaelchli]

thanks for updating my messages :)

made a small commit

LGTM. ready for merge?