title: MemoryError from numpy.linalg.svd for large matrices
body: <p>The following command will fail on my machine, with Windows 7 ultimate SP1 x64, Python 3.3.3 x64, numpy 1.8.0, and 16GB memory, which seems sufficient for the task. And it also fails on a cluster.</p>
  
  <pre><code>python -c "import numpy as np;np.linalg.svd(np.random.random((25000,10000)))"
  </code></pre>
  
  <p>Any ideas about the reason? Thanks.</p>