Unnecessary dynamic memory allocation for matrices

[iosonofabio]

Describe the bug During #529 @szhorvat noticed matrices are allocated dynamically in a few places where a static allocation would do and reduce the risk of memory leaks.

@ntamas found it in a few instances throughout, <10.

Let's fix that - I can make a PR after the UMAP one is merged

[stale[bot]]

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[ntamas]

I think this has been done; a quick grep for malloc and calloc revealed only a few places where we use dynamic allocations and they make sense in that context.