Use catch_warnings(record=True) instead of simplefilter('ignore')

There is a test that fails in the presence of simplefilter('ignore')
(test_warnings.py). catch_warnings(record=True) seems to be a way to get the
same behavior without failing the test.

numpy/_pytesttester.py

@@ -144,11 +144,11 @@ def __call__(self, label='fast', verbose=1, extra_argv=None,
             # so fetch module for suppression here.
             from numpy.distutils import cpuinfo
 
+        with warnings.catch_warnings(record=True):
             # Ignore the warning from importing the array_api submodule. This
             # warning is done on import, so it would break pytest collection,
             # but importing it early here prevents the warning from being
             # issued when it imported again.
-            warnings.simplefilter("ignore")
             import numpy.array_api
 
         # Filter out annoying import messages. Want these in both develop and