Improve initialization of categories for matrix spaces

[nthiery]

This is a followup to #119000. Here is an extract of the documentation of sage/matrix/matrix_space.py there:

            Add instead an optional argument to :func:`MatrixSpace` to
            temporarily disable the category initialization in those
            special cases where speed is critical::

                sage: MS = MatrixSpace(QQ,7, init_category=False) # todo: not implemented
                sage: TestSuite(MS).run()                         # todo: not implemented
                Traceback (most recent call last):
                ...
                AssertionError: category of self improperly initialized

            until someone recreates explicitly the same matrix space
            without that optional argument::

                sage: MS = MatrixSpace(QQ,7)                      # todo: not implemented
                sage: TestSuite(MS).run()                         # todo: not implemented