MAINT: Chain exceptions and use NameError in np.bmat - #16215

>>> import numpy as np
>>> np.bmat("A")
Traceback (most recent call last):
  File "C:\Users\wiese\AppData\Local\Programs\Python\Python38\lib\site-packages\numpy\matrixlib\defmatrix.py", line 1025, in _from_string
    thismat = ldict[col]
KeyError: 'A'

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "C:\Users\wiese\AppData\Local\Programs\Python\Python38\lib\site-packages\numpy\matrixlib\defmatrix.py", line 1028, in _from_string
    thismat = gdict[col]
KeyError: 'A'

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "C:\Users\wiese\AppData\Local\Programs\Python\Python38\lib\site-packages\numpy\matrixlib\defmatrix.py", line 1101, in bmat
    return matrix(_from_string(obj, glob_dict, loc_dict))
  File "C:\Users\wiese\AppData\Local\Programs\Python\Python38\lib\site-packages\numpy\matrixlib\defmatrix.py", line 1030, in _from_string
    raise KeyError("%s not found" % (col,))
KeyError: 'A not found'