Henri Matisse chose his final residence well. The Palais Regina in Nice had been built for Queen Victoria in 1897. It featured electronic elevators, central heating and croquet lawns—plus sea views from the 80 rooms needed to accommodate the entourage of the planet’s most powerful woman.

Nice receives 300 glorious days of sun per year and as the sun flooded Matisse’s bedroom, the northerner could shove open his louvered shutters to reveal a living canvas: azure seas, bronzed limbs, green palms that swish-swished like an enlivened brush against a burnished yellow sun. Simple colors, simple life.

The resulting work was far removed from the nutty fauvism of his formative years. Now he was like a child let loose with tubs of primary colors. Monochrome blue nudes and color-blocked fr...