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.
Problem with those things is that they are not within Shogun's parameter framework.
I suggest you precompute the factorisation, and store the triangular matrix rather than the m_ldlt object. You can then do triangular solves from the matrix. Here is some code

```
L.triangularView<Lower>().solve(b);
```