Describe your change:

• Add an algorithm?
• Fix a bug or typo in an existing algorithm?
• Documentation change?

Checklist:

• I have read CONTRIBUTING.md.
• This pull request is all my own work -- I have not plagiarized.
• I know that pull requests will not be merged if they fail the automated tests.
• This PR only changes one algorithm file. To ease review, please open separate PRs for separate algorithms.
• All new Python files are placed inside an existing directory.
• All filenames are in all lowercase characters with no spaces or dashes.
• All functions and variable names follow Python naming conventions.
• All function parameters and return values are annotated with Python type hints.
• All functions have doctests that pass the automated testing.
• All new algorithms have a URL in its comments that points to Wikipedia or other similar explanation.
• If this pull request resolves one or more open issues then the commit message contains Fixes: #{$ISSUE_NO}.

initial_grid = [
    [3, 0, 6, 5, 0, 8, 4, 0, 0],
    [5, 2, 0, 0, 0, 0, 0, 0, 0],
    [0, 8, 7, 0, 0, 0, 0, 3, 1],
    [0, 0, 3, 0, 1, 0, 0, 8, 0],
    [9, 0, 0, 8, 6, 3, 0, 0, 5],
    [0, 5, 0, 0, 9, 0, 6, 0, 0],
    [1, 3, 0, 0, 0, 0, 2, 5, 0],
    [0, 0, 0, 0, 0, 0, 0, 7, 4],
    [0, 0, 5, 2, 0, 6, 3, 0, 0],
]

In the previous code, if you change 9 at the fifth line to 5, the program will give you a solution. But the output does not conform to the definition of sudoku. It means the program is not checking the input at all. So I add some validation of the input, specifying the grid to be 9*9 2D-list of 0-9.