Support more input types for categorical data. (#7220)

* Support more input types for categorical data.

* Shorten the type name from "categorical" to "c".
* Tests for np/cp array and scipy csr/csc/coo.
* Specify the type for feature info.

tests/python/test_with_pandas.py

@@ -128,7 +128,7 @@ class TestPandas:
         X = pd.DataFrame({'f0': X})
         y = rng.randn(rows)
         m = xgb.DMatrix(X, y, enable_categorical=True)
-        assert m.feature_types[0] == 'categorical'
+        assert m.feature_types[0] == 'c'
 
     def test_pandas_sparse(self):
         import pandas as pd