KLApproxDiagonalInferenceMethod (the third KL method)

@karlnapf 
Take a look at this.
Note that it may have similar issues you mentioned in other KL methods.
I will correct all of them tomorrow.
Just have it run to ensure everything work well.
see the reference result from GPML 3.4 and GPML 2.x
https://github.com/yorkerlin/approxKLVB/blob/master/README.md

Note that `approxDiagonalWithLBFGS` is a special case of `approxCholeskyWithLBFGS`