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.
the first KL method
https://github.com/yorkerlin/approxKLVB/blob/master/approxLogKLWithLBFGS.m
the second one
https://github.com/yorkerlin/approxKLVB/blob/master/approxCholeskyWithLBFGS.m
the third one
https://github.com/yorkerlin/approxKLVB/blob/master/approxDiagonalWithLBFGS.m