[MRG] FIX normalize to unit variance in [sparse_]center_data

Had been normalizing to unit/n_samples variance since 295dc3c

At master:
```python
>>> X1 = np.random.normal(size=(1000, 1))
>>> X2 = np.random.normal(size=(10000, 1))
>>> center_data(X1, np.zeros(X1.shape[0]), True, True)[0].std()
0.031622776601683784
>>> center_data(X2, np.zeros(X1.shape[0]), True, True)[0].std()
0.0099999999999999794
```

This also deletes `sparse_std`, cleans up and tests the centering code.