Problems with last release of scipy (1.9)

[luisfpereira]

scipy 1.9 introduces some problems in our codebase.

It looks to be related to np.vectorize in combination with scipy.linalg.expm.

An example coming from test running (with github actions):

tests/tests_geomstats/test_backends2.py:62: in <module>
    class TestBackends(TestCase, metaclass=Parametrizer):
tests/conftest.py:[22](https://github.com/geomstats/geomstats/runs/7686708451?check_suite_focus=true#step:6:23)0: in __new__
    test_data = _get_test_data(
tests/conftest.py:305: in _get_test_data
    test_data_ = getattr(testing_data, data_fn_str)()
tests/data/backends_data.py:91: in unary_op_like_np_test_data
    dict(func_name="linalg.cholesky", a=SPDMatrices(3).random_point()),
geomstats/geometry/spd_matrices.py:101: in random_point
    spd_mat = GeneralLinear.exp(Matrices.to_symmetric(mat))
geomstats/geometry/lie_group.py:226: in exp
    return expm(tangent_vec)
geomstats/_backend/numpy/linalg.py:27: in expm
    return _np.vectorize(_scipy.linalg.expm, signature="(n,m)->(n,m)")(x)
/opt/hostedtoolcache/Python/3.8.13/x64/lib/python3.8/site-packages/numpy/lib/function_base.py:[23](https://github.com/geomstats/geomstats/runs/7686708451?check_suite_focus=true#step:6:24)28: in __call__
    return self._vectorize_call(func=func, args=vargs)
/opt/hostedtoolcache/Python/3.8.13/x64/lib/python3.8/site-packages/numpy/lib/function_base.py:[24](https://github.com/geomstats/geomstats/runs/7686708451?check_suite_focus=true#step:6:25)02: in _vectorize_call
    res = self._vectorize_call_with_signature(func, args)
/opt/hostedtoolcache/Python/3.8.13/x64/lib/python3.8/site-packages/numpy/lib/function_base.py:2442: in _vectorize_call_with_signature
    results = func(*(arg[index] for arg in args))
/opt/hostedtoolcache/Python/3.8.13/x64/lib/python3.8/site-packages/scipy/linalg/_matfuncs.py:[33](https://github.com/geomstats/geomstats/runs/7686708451?check_suite_focus=true#step:6:34)5: in expm
    lu = bandwidth(aw)
_cythonized_array_utils.pyx:104: in scipy.linalg._cythonized_array_utils.bandwidth
    ???
_cythonized_array_utils.pyx:114: in scipy.linalg._cythonized_array_utils.bandwidth_c
    ???
stringsource:660: in View.MemoryView.memoryview_cwrapper
    ???
stringsource:[35](https://github.com/geomstats/geomstats/runs/7686708451?check_suite_focus=true#step:6:36)0: in View.MemoryView.memoryview.__cinit__
    ???

see also #1619.