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Improve AD system, clear memory explosions, add dmnormAD and PDinverse_logdet #1260

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Job	Run time
ubuntu-24.04 (release)	32m 21s
ubuntu-24.04 (release)	1h 20m 58s
ubuntu-24.04 (release)	1h 19m 57s
ubuntu-24.04 (release)	1h 42m 53s
windows-latest (4.4)	1h 57m 37s
ubuntu-24.04 (release)	1h 44m 2s
ubuntu-24.04 (devel)	1h 45m 43s
macOS-latest (release)	47m 42s
	11h 11m 13s