Add changelog

Author: Pierre-Sassoulas

doc/whatsnew/fragments/10621.new_check

@@ -0,0 +1,7 @@
+Add a ``use-math-not-float`` message. float("nan") and float("inf") are slower
+than their counterpart ``math.inf`` and ``math.nan`` by a factor of 4 and they
+are also not well typed when using mypy.
+
+The :ref:`pylint.extensions.code_style` need to be activated for this check to work.
+
+Refs #10621