Add tests for unequal-length inputs

[simsurace]

To test whether kernelmatrix_diag gives the same output as diag ∘ kernelmatrix for two inputs of different lengths, c.f. question in #552.

If tests pass, we could in principle decide to remove the comment in the docstring and make that part of the public API.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (c97a246) 90.88% compared to head (a2902be) 42.19%.

Additional details and impacted files

@@             Coverage Diff             @@
##           master     #553       +/-   ##
===========================================
- Coverage   90.88%   42.19%   -48.69%     
===========================================
  Files          52       52               
  Lines        1459     1448       -11     
===========================================
- Hits         1326      611      -715     
- Misses        133      837      +704     

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[willtebbutt]

I'm not hugely opposed to this, but I would like to know if you can think of a good use-case for getting an off-diagonal of the kernel matrix. If there's not a good reason to include it in the interface, I'd rather not start having to support it.

[simsurace]

Well, it actually does not seem to work for many kernels and mainly because of the calls to Distances.jl.
I don't have a specific use case but simply noted the discrepancy with LinearAlgebra.diag and that it tends to work for the scalar inputs.

[willtebbutt]

Okay. Shall we just leave this then?

[simsurace]

Yeah, let's close this for now.