I originally modeled this data structure on SpecialJoinInfo, but after
commit acfcd45c that looks like a pretty poor decision.
All we really need is relid sets identifying laterally-referenced rels;
and most of the time, what we want to know about includes indirect lateral
references, a case the LateralJoinInfo data was unsuited to compute with
any efficiency.  The previous commit redefined RelOptInfo.lateral_relids
as the transitive closure of lateral references, so that it easily supports
checking indirect references.  For the places where we really do want just
direct references, add a new RelOptInfo field direct_lateral_relids, which
is easily set up as a copy of lateral_relids before we perform the
transitive closure calculation.  Then we can just drop lateral_info_list
and LateralJoinInfo and the supporting code.  This makes the planner's
handling of lateral references noticeably more efficient, and shorter too.

Such a change can't be back-patched into stable branches for fear of
breaking extensions that might be looking at the planner's data structures;
but it seems not too late to push it into 9.5, so I've done so.