Add the DiagonalEK1

[nathanaelbosch]

This PR adds the DiagonalEK1 solver that has been proposed in this paper: https://proceedings.mlr.press/v162/kramer22b.html

Things still to do:

• Implement the proper logic for which solver using which factorization
• Make sure the diffusion is actually handled correctly. For example, a diagonal diffusion should be fine with this factorization, but is almost surely not handled properly yet
• On the above: change the diffusion object to a dxd matrix, and handle that one properly
• Visualize the scaling with ODE dimension and check that the result is actually O(d) and not accidentally O(d^2) (at least if we use an EK0 with this factorization; the jacobian could be more expensive)
• Add actual tests
• Remove the BlockDiagonal type piracy by defining my own BlockDiagonal type

EDIT [16.02.2024]: There are still quite a few open threads, so maybe secondorderodes should be left for a future PR. I'll create an issue once I'm finalizing this.

[codecov]

Codecov Report

Attention: 44 lines in your changes are missing coverage. Please review.

Comparison is base (a333661) 93.01% compared to head (5f75325) 92.96%.

Files	Patch %	Lines
src/blockdiagonals.jl	88.20%	25 Missing ⚠️
src/diffusions/calibration.jl	92.18%	5 Missing ⚠️
src/integrator_utils.jl	76.92%	3 Missing ⚠️
src/diffusions/apply_diffusion.jl	94.44%	2 Missing ⚠️
src/filtering/markov_kernel.jl	92.59%	2 Missing ⚠️
src/algorithms.jl	96.66%	1 Missing ⚠️
src/caches.jl	88.88%	1 Missing ⚠️
src/callbacks/dataupdate.jl	95.00%	1 Missing ⚠️
src/derivative_utils.jl	87.50%	1 Missing ⚠️
src/diffusions/typedefs.jl	96.55%	1 Missing ⚠️
... and 2 more

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #301      +/-   ##
==========================================
- Coverage   93.01%   92.96%   -0.06%     
==========================================
  Files          40       44       +4     
  Lines        1819     2190     +371     
==========================================
+ Hits         1692     2036     +344     
- Misses        127      154      +27     

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