It depends what you mean by intensive - several hours of lesson every day, or just "a" lesson every day?
The Better Leisure centres in Lambeth (Clapham Manor, Brixton, Streatham) do intensive courses at most levels. They involve half an hour every day for a week. It doesn't look much, but they don't waste a single second, and my children have learned a lot.
The Wandsworth pools (Balham, Latchmere, Tooting) seem to require direct enquiry using a form, so you may wish to ask them as well.