Scope of improvements in EnsembleGPUKernel about diffeqgpu.jl

[ChrisRackauckas]

Possible workaround: Leave it to the user to convert to CPU Arrays if it needs to index the solution.

We can make that be an option (with a val type). But we can also

The probs creation within the DiffEqGPU seems to be necessary, but maybe it could be pulled out of DiffEqGPU? Currently, it was done to adhere to the DiffEqGPU way of handling it. This was not coming in the previous benchmarks because ps was being built separately and passed to the vectorized_solve.

I think for that, we can have a documented lower level API for people who really want to pull as much speed out as possible. On that note, we should make some real docs.

[utkarsh530]

Sounds good to me. I will start writing some documentation for it. I can help setting up docs page for it, something aligned with SciMLDocs.