[R-package] use C++ compiler for pre-compile checks on Windows (#4504)
* [R-package] use C++ compiler for pre-compile checks on Windows
* install Matrix in valgrind test
* Add {Matrix} in more places in CI and docs
* use CXX11
* use flags specific to C++11
* missing backtick
Co-authored-by:
Nikita Titov <nekit94-12@hotmail.com>
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