[R-package] [ci] Manually install 'Matrix' (fixes #6433)

[jameslamb]

fixes #6433

R 4.4.0 was released 4 days ago. In that same timeframe, the latest version of {Matrix} was released with a floor of Depends: R (>=4.4.0).

As a result, running install.packages("Matrix") on any version of R older than v4.4.0 fails to install {Matrix}. {lightgbm} tries to maintain compatibility with R >= 3.6, so this broke most of this project's CI jobs 🙃

This PR tries to fix it by manually installing {Matrix} from old sources, as recommended in "Writing R Extensions" (see links in #6433).

Notes for Reviewers

Maybe this will be fixed in the future?

I'm not really understanding this discussion on R-devel about it: https://stat.ethz.ch/pipermail/r-devel/2024-April/083383.html.

But there's a suggestion there that maybe in the near future install.packages("Matrix") will select an older version when run on versions of R prior to v4.4.0.

According to this post on r-pkg-devel from 3 weeks ago, this choice of >=4.4.0 for the new {Matrix} was intentional, but the authors expected that R's tooling would hide that version from older R users: https://stat.ethz.ch/pipermail/r-package-devel/2024q2/010640.html.

Matrix 1.7-0 has been on CRAN now for while (i.e. 'March' has remained as announced), but
because of the ABI change and the problem it can cause for some users
we have made it 'Depends: R (>= 4.4.0)'
i.e., you 'see' the new Matrix only once you use R 4.4.0

[borchero]

Thanks!

[sdettle]

I don't know if this is the right place to put this, but I was having trouble using R in an anaconda env (only supports r-base 4.3, and reticulate needs matrix. The complete fix was this.

install.packages('lattice')
install.packages('https://cran.r-project.org/src/contrib/Archive/Matrix/Matrix_1.6-5.tar.gz')
install.packages("reticulate")

This is all documented above, but here it is concisely put.