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.
As said often before, please put all the reference into the doxygen. Nobody will read them if they are just in the code. Reference paper, reference code, etc!