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.
yes.
CKLApproxDiagonalInferenceMethod::update_chol()
CKLApproxDiagonalInferenceMethod::get_derivative_related_cov(MatrixXd eigen_dK)
will use it.