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[Consistency] Default behaviour of SVD vs QR #214

@lezcano

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@lezcano

Problem
The current default behaviour of linalg.svd computes the full decomposition by setting full_matrices=True by default. On the other hand, the default behaviour of linalg.qr specifies mode="reduced" by default.

Proposal
Change de default to full_matrices=False in linalg.svd. In most cases the reduced SVD is good enough. Even more, it’s better to do less work by default and just make the more expensive operation opt-in.

cc @rgommers @mruberry

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    API changeChanges to existing functions or objects in the API.topic: Linear AlgebraLinear algebra.

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