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.
Result from the first KL method
K =

    4.0000    2.5759    2.6816    3.2229    3.0980
    2.5759    4.0000    2.6419    3.7605    3.7153
    2.6816    2.6419    4.0000    3.2955    2.2812
    3.2229    3.7605    3.2955    4.0000    3.6244
    3.0980    3.7153    2.2812    3.6244    4.0000


alpha =

    0.4610
   -0.2721
    0.4321
   -0.3693
   -0.2929


sW =

    0.4362
    0.4009
    0.4315
    0.4384
    0.4093


L =

    1.3271    0.3395    0.3804    0.4645    0.4168
         0    1.2360    0.2653    0.4072    0.3788
         0         0    1.2368    0.2739    0.1163
         0         0         0    1.1456    0.2363
         0         0         0         0    1.1329


nlZ =

    3.6869


dnlZ =

    0.6462
    0.0924