DOC: sparse: don't recommend lil_matrix

Constructing a lil_matrix can easily take quadratic time, while a
dok_matrix should always take linear time except if the CPython folks
decide to implement a particularly bad hash function. Given that sparse
matrices are intended to handle very large datasets, recommending the
quadratic time algorithm is a bad idea.
Merge pull request #2873 from larsmans/dont-recommend-lil-matrix

DOC: sparse: don't recommend lil_matrix