Cleanup set info. (#10139)

- Use the array interface internally.
- Deprecate `XGDMatrixSetDenseInfo`.
- Deprecate `XGDMatrixSetUIntInfo`.
- Move the handling of `DataType` into the deprecated C function.

---------

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

tests/cpp/metric/test_elementwise_metric.h

@@ -5,10 +5,9 @@
 #include <xgboost/json.h>
 #include <xgboost/metric.h>
 
-#include <map>
 #include <memory>
+#include <numeric>  // for iota
 
-#include "../../../src/common/linalg_op.h"
 #include "../helpers.h"
 
 namespace xgboost::metric {