[SPARK-3701][MLLIB] update python linalg api and small fixes

1. doc updates
2. simple checks on vector dimensions
3. use column major for matrices

davies jkbradley

Author: Xiangrui Meng <meng@databricks.com>

Closes #2548 from mengxr/mllib-py-clean and squashes the following commits:

6dce2df [Xiangrui Meng] address comments
116b5db [Xiangrui Meng] use np.dot instead of array.dot
75f2fcc [Xiangrui Meng] fix python style
fefce00 [Xiangrui Meng] better check of vector size with more tests
067ef71 [Xiangrui Meng] majored -> major
ef853f9 [Xiangrui Meng] update python linalg api and small fixes