Use full_matrices=False

[TomA106]

on line 80 you've got

self.P, self.s, self.Q = svd(product)

If you change it to

self.P, self.s, self.Q = svd(product, full_matrices=False)

It's faster and can handle much larger datasets

[esafak]

That breaks the tests. Disabling full_matrices changes the size of the returned matrices, so there must be other things that need to be changed too. Please markup #24 with the necessary changes.