Let $X$ be a regular $k-$variety (i.e. all of its local rings are regular) of pure dimension $d$. Then I would like to show that the diagonal morphism $X\rightarrow X\times_k X$ is a regular embedding of codimension $d$, to be able to prove exercise $12.2.M$ in Ravi Vakil's "Foundations of Algebraic Geometry".
The preceding exercise shows that any closed embedding $Y \rightarrow Z$ with $Y$ regular and $Z$ regular at all points in the image of $Y$ is a regular embedding. I'd like to use this (particularly because Vakil lists $12.2.M$ as a consequence of the preceding exercise), only I'm having trouble proving that $X \times_k X$ is regular at points on the diagonal. Thus what I would really like to know is:
Let $X$ be a regular $k-$variety. Then $X \times_k X$ is regular at points on the diagonal.
Since $X$ is finite type, I can explicitly describe the local rings of $X$ as quotients of local rings of affine space, and use the kernels involved to explicitly describe the local rings of $X \times_k X$ as quotients of the local rings of $X$, but I can't then do very much with this, and I'm not sure that this is even the right approach.
Edit: Some of the answers suggest that regularity is not enough to show that the diagonal is a regular embedding. One provides an example of a regular scheme $W$ where $W \times W$ isn't regular at the diagonal, so the approach taken in this question is certainly flawed.
Without some hypothesis on $k$ I don't think it's true that the diagonal embedding $X \to X \times_k X$ is regular. Like take everybody's favorite regular but non-smooth scheme over the non-perfect field $k:= \Bbb{F}_p(t)$. Namely, the scheme $\operatorname{Spec} \Bbb{F}_p(t)[x]/(x^p - t)$. We first compute the tensor product
$$\begin{eqnarray*} \Bbb{F}_p(t)[x]/(x^p - t) \otimes_{\Bbb{F}_p(t)} \Bbb{F}_p(t)[y]/(y^p - t) &\cong& \Bbb{F}_p(t)[x,y]/(x^p - t, y^p - t) \\ &\cong& L[y]/(y-\alpha)^p \end{eqnarray*}$$ where $L := \Bbb{F}_p(t)[x]/(x^p-t)$ and $\alpha$ is the image of $x$ in $L$.
We see that the tensor product is a local non-reduced of dimension $0$. Hence the diagonal $X \to X \times_k X$ is a map from a point to a fat point and so is not regular.
Edit: Ravi told me via email that there is indeed an error in the notes with regards to this question.