Use FiniteHorizonGramians.jl

[nathanaelbosch]

Use FiniteHorizonGramians.jl to compute transition matrices in a numerically more stable manner - and hopefully also more efficiently!

Fixes #256

Left to do:

• Remove unneccessary allocations in FiniteHorizonGramians with this PR: Remove unneccessary allocations by using @. filtron/FiniteHorizonGramians.jl#9
• Get FiniteHorizonGramians.jl registered? EDIT: See Register the package? filtron/FiniteHorizonGramians.jl#12
• Add some way to pre-allocate all the temporary matrices so that we only need to allocate them once before at the start. EDIT: See https//github.com/Second try: Add a way to preallocate memory filtron/FiniteHorizonGramians.jl#16
• FastBroadcast.jl? Octavian.jl? Check if these make a difference. But first do the other things above.
• Benchmark the change! E.g. Rosenbrock-type probabilistic exponential integrator before and after? Would be great to see an improvement! So we shoul also create some benchmark first where this appears.

[codecov]

Codecov Report

Attention: 3 lines in your changes are missing coverage. Please review.

Comparison is base (ee6cc36) 93.78% compared to head (59b219c) 92.34%.

❗ Current head 59b219c differs from pull request most recent head 53b7eef. Consider uploading reports for the commit 53b7eef to get more accurate results

Files	Patch %	Lines
src/priors/ltisde.jl	85.71%	3 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #268      +/-   ##
==========================================
- Coverage   93.78%   92.34%   -1.45%     
==========================================
  Files          36       36              
  Lines        1576     1593      +17     
==========================================
- Hits         1478     1471       -7     
- Misses         98      122      +24     

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