def Kdiag(self,X,target):
        foo = np.zeros((X.shape[0],X.shape[0]))
        self.K(X,X,foo)
        target += np.diag(foo)
Compute the diagonal of the covariance matrix associated to X.
dataset/ETHPy150Open SheffieldML/GPy/GPy/kern/src/todo/symmetric.py/Symmetric.Kdiag