Change order for the 2nd order derivative tensors

[jlperla]

The storage order for the A_2 and C_2 3-tensors should be reversed. This shoudl be done in conjunction with SciML/DifferenceEquations.jl#54

Instead of a 3-tensor, the natural datastructure is a vector of matrices, which will make the calculation of likelihoods/etc. and simulatino much more convenient. Basically we want to have the transformation of the current structure from C_2 to C_2_new and then get rid of the old C_2.

C_2_new = [C_2[i, :, :] for i in 1:size(C_2, 1)] 

To do this,

• Change the cache C_2 in https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/v0.4.19/src/types.jl#L223 to be C_2::Union{Nothing,Vector{Array{Float64,2}}} or something like that.
• Same with the C_2_p, A_2, and A_2_p where the _p become vectors of vectors of matrices.
• Find all usage for C_2 and change to use the new datstrcuture. For example, inhttps://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/v0.4.19/src/generate_perturbation.jl#L365-L370

        fill!(c.C_2, zero(eltype(c.C_2)))  # reset as we need to use `+=`
        for i in 1:n_z
            for j in 1:n_y
                c.C_2[i, :, :] += 0.5 * c.Q[i, j] * c.g_xx[j, :, :]
            end
        end

becomes something like

        fill!.(c.C_2, Ref(zero(eltype(c.C_2[1])))  # reset as we need to use `+=`
        for i in 1:n_z
            for j in 1:n_y
                c.C_2[i]+= 0.5 * c.Q[i, j] * c.g_xx[j, :, :]
            end
        end

• Same sort of thing for all uses of C_2, C_2_p, A_2, A_2_p etc.
  • Don't forget the custom rrule which will use https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/main/src/generate_perturbation_derivatives.jl#L502-L505
• The A_2 and C_2 in https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/main/src/types.jl#L454-L496 need to change to the Vector{<:AbstractMatrix} or something like that. instead, which should then work with the constructor
• Make sure that the unit tests pass as well. Some (e.g. https://github.com/HighDimensionalEconLab/DifferentiableStateSpaceModels.jl/blob/main/test/second_order_perturbation.jl#L367 will need to be adjusted as well).

After this is done, SciML/DifferenceEquations.jl#54 can then be sync'd up - which might be required for the full unit tests to pass.