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* run cpp tests at CI

* Update docs/Installation-Guide.rst
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update chunked_array.hpp

* Update ChunkedArray_API_extensions.i

* Update StringArray.i

* apply cpplint to cpp tests

* Update test_chunked_array to please cpplint (#4121)

* Update test_chunked_array to please cpplint

* Simplify var name

* Add comment
Co-authored-by: Alberto Ferreira <AlbertoEAF@users.noreply.github.com>

* [feature] Add ChunkedArray to SWIG

* Add ChunkedArray
* Add ChunkedArray_API_extensions.i
* Add SWIG class wrappers

* Address some review comments

* Fix linting issues

* Move test to tests/test_ChunkedArray_manually.cpp

* Add test note

* Move ChunkedArray to include/LightGBM/utils/

* Declare more explicit types of ChunkedArray in the SWIG API.

* Port ChunkedArray tests to googletest

* Please C++ linter

* Address StrikerRUS' review comments

* Update SWIG doc & disable ChunkedArray<int64_t>

* Use CHECK_EQ instead of assert

* Change include order (linting)

* Rename ChunkedArray -> chunked_array files

* Change header guards

* Address last comments from StrikerRUS