Simplify case where cov matrix is effectively diagonal.
Simplify case where cov matrix is effectively diagonal.

This amounts to the case where, for varX <> var Y,
 cov < sqrt( DBL_EPSILON ) * | varX - varY | / 2

aashish24/VTK-old,spthaolt/VTK,aashish24/VTK-old,demarle/VTK,SimVascular/VTK,sankhesh/VTK,msmolens/VTK,sumedhasingla/VTK,aashish24/VTK-old,biddisco/VTK,collects/VTK,candy7393/VTK,spthaolt/VTK,mspark93/VTK,demarle/VTK,daviddoria/PointGraphsPhase1,biddisco/VTK,demarle/VTK,spthaolt/VTK,cjh1/VTK,SimVascular/VTK,spthaolt/VTK,berendkleinhaneveld/VTK,ashray/VTK-EVM,ashray/VTK-EVM,johnkit/vtk-dev,berendkleinhaneveld/VTK,SimVascular/VTK,hendradarwin/VTK,berendkleinhaneveld/VTK,demarle/VTK,mspark93/VTK,spthaolt/VTK,mspark93/VTK,sankhesh/VTK,candy7393/VTK,aashish24/VTK-old,spthaolt/VTK,keithroe/vtkoptix,demarle/VTK,collects/VTK,hendradarwin/VTK,SimVascular/VTK,collects/VTK,ashray/VTK-EVM,daviddoria/PointGraphsPhase1,mspark93/VTK,mspark93/VTK,keithroe/vtkoptix,ashray/VTK-EVM,cjh1/VTK,demarle/VTK,daviddoria/PointGraphsPhase1,demarle/VTK,berendkleinhaneveld/VTK,johnkit/vtk-dev,ashray/VTK-EVM,candy7393/VTK,biddisco/VTK,sumedhasingla/VTK,msmolens/VTK,candy7393/VTK,cjh1/VTK,ashray/VTK-EVM,daviddoria/PointGraphsPhase1,sumedhasingla/VTK,johnkit/vtk-dev,sankhesh/VTK,candy7393/VTK,keithroe/vtkoptix,collects/VTK,berendkleinhaneveld/VTK,keithroe/vtkoptix,msmolens/VTK,sankhesh/VTK,SimVascular/VTK,johnkit/vtk-dev,candy7393/VTK,biddisco/VTK,jmerkow/VTK,sumedhasingla/VTK,gram526/VTK,ashray/VTK-EVM,candy7393/VTK,SimVascular/VTK,hendradarwin/VTK,ashray/VTK-EVM,msmolens/VTK,keithroe/vtkoptix,demarle/VTK,candy7393/VTK,berendkleinhaneveld/VTK,sankhesh/VTK,johnkit/vtk-dev,johnkit/vtk-dev,mspark93/VTK,jmerkow/VTK,msmolens/VTK,msmolens/VTK,jmerkow/VTK,sankhesh/VTK,gram526/VTK,hendradarwin/VTK,spthaolt/VTK,johnkit/vtk-dev,collects/VTK,aashish24/VTK-old,gram526/VTK,jmerkow/VTK,cjh1/VTK,gram526/VTK,hendradarwin/VTK,hendradarwin/VTK,keithroe/vtkoptix,mspark93/VTK,gram526/VTK,gram526/VTK,gram526/VTK,jmerkow/VTK,biddisco/VTK,berendkleinhaneveld/VTK,jmerkow/VTK,msmolens/VTK,SimVascular/VTK,daviddoria/PointGraphsPhase1,mspark93/VTK,cjh1/VTK,aashish24/VTK-old,jmerkow/VTK,sumedhasingla/VTK,SimVascular/VTK,jmerkow/VTK,sankhesh/VTK,keithroe/vtkoptix,msmolens/VTK,sumedhasingla/VTK,sumedhasingla/VTK,biddisco/VTK,keithroe/vtkoptix,collects/VTK,sankhesh/VTK,biddisco/VTK,daviddoria/PointGraphsPhase1,gram526/VTK,sumedhasingla/VTK,cjh1/VTK,hendradarwin/VTK