yeah, pls rather do a small example and just add the subset, no need to do the checks (thats what unit tests are for) its just about demonstrating API, you can add a comment that now the custom_kernel_matrix is the permuted version of the gaussian_kernel_matrix.
Also, pls do a real subset, i.e. the matrices will have different sizes. Just to make clear that this is also possible.
A small matrix (say 3x3 and submatrix 2x2) is ok