API: Deprecate __index__ for ndim > 0

For example NumPy indexing treats np.ones(()) very differently from
np.ones((1,)). It seems a bad idea to allow __index__ for arrays that
are not 0-d, as they cannot always be safely interpreted as integers.
MAINT: Remove non-integer deprecations which are now in PyIntAsIntp

Also removed old (commented) macro, the use of PyNumber_Index is
now actually implemented in PyIntAsIntp and not necessary here.

Removes PyIndex_Check compatibility macros, since we do not support
python < 2.5 anymore.

Change integer conversion error to IndexError, previously these
fell through and eventually became an IndexError.
TST: Rework test_deprecations.py and add new tests.
STY: style and small doc fixes for integer deprecations
MAINT: Create new function PyArray_IntpFromIndexSequence

This function uses npy_intp to in principle support larger then
int sequence lengths.
ENH: linalg: Add the `axis` keyword to linalg.norm.

Also fixed a bug that occurred with integer arrays and negative ord.  For example,
norm([1, 3], -1) returned 1.0, but the correct value is 0.75.
MAINT: linalg: removed unused imports from linalg.py
DOC: linalg: Improve the docstring of the new norm function.
BUG: fix typo on npy_config.h include guard

Was overlooked as loops.c.src where np.isnan lives includes it directly.
Now all isnan calls in numpy profit from the improvement.
Merge pull request #3394 from juliantaylor/incl-guard-fix

BUG: fix typo on npy_config.h include guard
DOC: add to HOWTO_RELEASE to check that the benchmark suite runs.
DOC: Clarify and add C-compatible integer types to list of dtypes

Also mention np.intp, which at least personally I think is not an
unimportant type.
ENH: linalg: allow the 'axis' argument of linalg.norm to be a 2-tuple, in which case matrix norms of the collection of 2-D matrices are computed.
STY: linalg: some PEP8 clean up.
TST: linalg: loosen the requirements of some tests in test_blasdot.py.  Addresses part of gh-3399.
DOC: remove module index from reference guide.

It was broken, and after fixing it looked quite useless.
Update in conf.py is because `html_use_modindex` is deprecated.
DOC: add missing release notes to the reference guide.
Merge pull request #3401 from rgommers/remove-module-index

Remove module index from docs, add missing release notes.
Merge pull request #3400 from WarrenWeckesser/test-blasdot-failure

TST: linalg: loosen the requirements of some tests in test_blasdot.py.  ...
MAINT: linalg: simplify the computation of the svd-based matrix norms, and tweak the norm function's docstring.