Merge pull request #2212 from dengemann/ica_memory

WIP/ENH: improve ICA memory profile by 40%
DOC/FIX affinity_propagation damping default value.
Merge pull request #2213 from cmd-ntrf/master

DOC/FIX affinity_propagation damping default value.
FIX missing class attribute in ICA. Common test was failing
ENH: directly call BLAS to further improve ICA memory