BUG make take_nd support readonly arrays
This is a tentative fix for #10043. I have not run any benchmark yet. I think we should do that before considering merging this PR. Any recommended way to do it?

@ogrisel perf looks fine. I ran a full benchmark and nothing out of line.
 normally I wouldn't suggest this as its not a good idea to modify external state, but can this be done in a context manager? e.g.

```
with context:
    arr.flags.write=True
    result = take_.......(arr)
    arr.flags.write=False
    return result
```
 @jreback I am not sure I understand. Do you mean for the tests or for the implementation?

For the implementation it would not work:
- it's not thread safe
- some arrays cannot be made writeable, for instance readonly `np.memmap` instances.
 @ogrisel I know its not thread-safe, though to be fair most of pandas is not.
your 2nd point I didn't know.
 BTW I confirm that this branch fixes the original issue reported in #10043.

I agree that the templating code is not very easy to follow though.
 @ogrisel ok, your soln looks good. I just had to make a minor correction (the indexer was being passed as a `ndarray` into the memview function (I think maybe from the original code), and was showing some cython warnings. Making it a memory view worked as well. And added some more tests.

As soon as this passes will merge. We are going to release 0.16.1 soon, so this will make it in.

https://github.com/jreback/pandas/tree/ogrisel-readonly-take_nd

thanks!

FYI I tried to change this to general 2 separate cython function and disambiguate at a higher level, but then I had to fix more stuff....so this is a nice work-around.
 Great! But before merging you might want to consider @richardhansen's comment at https://github.com/pydata/pandas/issues/10043#issuecomment-99659064. We should check whether this alternative solution can work on read-only `np.memmap` instances.

> FYI I tried to change this to general 2 separate cython function and disambiguate at a higher level, but then I had to fix more stuff....so this is a nice work-around.

I tried that as well initially but rolled back my changes why I saw the amount of code to edit on the Python side.
 Actually I find @richardhansen's solution not necessarily simpler to understand than my templating hack. Let me know what you think.
 @ogrisel so options are to defer this to next version to investigate 
cc @richardhansen comment a bit more, or to merge this soln (which works, is performant, adds a bit to code complexity though)
 One thing to consider --- if the original memview indexing code was put in to increase indexing performance, @richardhandsen's solution (which, if I understand correctly, would permit using memviews in all cases) might also offer better indexing performance on read-only arrays .
 @artemyk 

do you want to experiment with @richardhandsen soln?

It might be simpler (e.g. less code-generation). I don't think perf is really a big deal on read-only arrays. They are not found too much in the wild (as evidenced that this issue is just coming up but this memview changes was made several years ago).
 @jreback Probably won't have time in the next few days, though next week I can try to take a look.  Would not hold back merging into 0.16.1 though (unless someone wants to play w. it sooner)
 @artemyk ok gr8. Will merge this, can always revert if a better soln is found.
 merged via https://github.com/pydata/pandas/commit/be2a9f8bbe4d42b8111db0cbcc466f619b0cce3a

thanks!
 sweet!
 Thanks!
