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Add Linux dependencies installation to CI workflow #4

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Run time

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Job	Run time
Test (macos-latest)	1m 27s
Test (ubuntu-latest)	50s
Lint & Analyze	1m 6s
Test (windows-latest)	2m 10s
Build (windows-latest)	4m 35s
Build (ubuntu-latest)	7m 55s
Build (macos-latest)	8m 25s
	26m 28s