Construct the projection matrices

Projection matrix for observation locations:

# event locations
A.y <- inla.spde.make.A(mesh = mesh, loc = coo)
# mesh vertices
A.mesh <- Diagonal(nmesh, rep(1, nmesh))
# all observations
A.obs <- rbind(A.mesh, A.y)
dim(A.obs)

## [1] 2242 1975

nmesh

## [1] 1975

nmesh + n

## [1] 2242