[MRG] check for ndim exceeding two in utils.check_arrays 

PR for issue #1597.

The check has been added in utils.check_arrays, and the unit tests in utils/test/test_validation.py were expanded to include a raise assert when check_arrays is called with an array of dimension three.

Pep8 returns no outputs for utils/validation.py and utils/test/test_validation.py.

The make returns the following

----------------------------------------------------------------------
Ran 35 tests in 35.188s

OK (SKIP=2)