[SPARK-26224][SQL][PYTHON][R][FOLLOW-UP] Add notes about many projects in withColumn at SparkR and PySpark as well

## What changes were proposed in this pull request?

This is a followup of https://github.com/apache/spark/pull/23285. This PR adds the notes into PySpark and SparkR documentation as well.

While I am here, I revised the doc a bit to make it sound a bit more neutral

## How was this patch tested?

Manually built the doc and verified.

Closes #24272 from HyukjinKwon/SPARK-26224.

Authored-by: Hyukjin Kwon <gurwls223@apache.org>
Signed-off-by: Hyukjin Kwon <gurwls223@apache.org>

R/pkg/R/DataFrame.R

@@ -2143,6 +2143,11 @@ setMethod("selectExpr",
 #' Return a new SparkDataFrame by adding a column or replacing the existing column
 #' that has the same name.
 #'
+#' Note: This method introduces a projection internally. Therefore, calling it multiple times,
+#' for instance, via loops in order to add multiple columns can generate big plans which
+#' can cause performance issues and even \code{StackOverflowException}. To avoid this,
+#' use \code{select} with the multiple columns at once.
+#'
 #' @param x a SparkDataFrame.
 #' @param colName a column name.
 #' @param col a Column expression (which must refer only to this SparkDataFrame), or an atomic

python/pyspark/sql/dataframe.py

@@ -1974,6 +1974,11 @@ class DataFrame(object):
         :param colName: string, name of the new column.
         :param col: a :class:`Column` expression for the new column.
 
+        .. note:: This method introduces a projection internally. Therefore, calling it multiple
+            times, for instance, via loops in order to add multiple columns can generate big
+            plans which can cause performance issues and even `StackOverflowException`.
+            To avoid this, use :func:`select` with the multiple columns at once.
+
         >>> df.withColumn('age2', df.age + 2).collect()
         [Row(age=2, name=u'Alice', age2=4), Row(age=5, name=u'Bob', age2=7)]
 

sql/core/src/main/scala/org/apache/spark/sql/Dataset.scala

@@ -2151,10 +2151,10 @@ class Dataset[T] private[sql](
    * `column`'s expression must only refer to attributes supplied by this Dataset. It is an
    * error to add a column that refers to some other Dataset.
    *
-   * Please notice that this method introduces a `Project`. This means that using it in loops in
-   * order to add several columns can generate very big plans which can cause huge performance
-   * issues and even `StackOverflowException`s. A much better alternative use `select` with the
-   * list of columns to add.
+   * @note this method introduces a projection internally. Therefore, calling it multiple times,
+   * for instance, via loops in order to add multiple columns can generate big plans which
+   * can cause performance issues and even `StackOverflowException`. To avoid this,
+   * use `select` with the multiple columns at once.
    *
    * @group untypedrel
    * @since 2.0.0