ENH: add `mdot`: fast dot with multiple arguments.

This is not ready to be merged!

`mdot` makes it easy to chain `dot`. Think of `mdot` as this:

    def mdot(*args): return reduce(np.dot, args)

However, `mdot` uses the fact that matrix multiplication is associative and
finds the optimal order of multiplications with dynamic programing before
doing the mutiplication. This can speed up the multiplication quite a bit.

The algorithm follows:
Cormen, "Introduction to Algorithms", Chapter 15.2, p. 370-378

Note: currently `mdot` only works with arrays which have `ndim == 2` to avoid
ambiguities of `dot`. Also see the discussion in #4311.

TODO:
- [ ] Decide if `ndim != 2` should be ok
- [x] Add unittests
- [ ] decide on name. possible names are:
  - `mdot`: think "multi dot"
  - `multidot`: as above :)
  - `chain_dot`
  - `fdot`: think "fast dot" (should the parameter optimize be optional then? I don't think so.)
  - `ddot`: think "multiple d for multiple dot"
  - `cdot`: think "chain dot"
  - `odot`: think "optimal do

Just happened across this: would suggest to always use `asanyarray` rather than `asarray`, since there would seem to be no reason here not to preserve a possible subclass.