ENH/CLN: Add factorize to IndexOpsMixin

[sinhrks]

As pointed in #7041, I prepared a PR to add factorize to IndexOpsMixin.

As a side benefit, Multiindex.from_arrays can preserve original DatetimeIndex.freq and tz. (Related to #3950 and #6606. These issues are not solved yet because these use different methods to create MultiIndex).

I would like to confirm following points before adding more tests.

• What Index.factorize and Series.factorize should return as unique values, ndarray or Index? I think it should return Index to preserve DatetimeIndex attributes (freq and tz).
• Is this should be added to api.rst?

[jreback]

this seems reasonable; factorize for a Index/Series should return an Index (of course using it on an ndarray just returns an ndarray). So the api is preservered. You can add it to the api.rst for completeness.

[jreback]

rebase 1 more time (I think just rlease notes conflict then good to go)

[jreback]

@sinhrks thanks!

[sinhrks]

@jreback Thanks to merge. Added more tests and added descriptions to api.rst