Export c++ headers in CMake installation. (#4897)

* Move get transpose into cc.

* Clean up headers in host device vector, remove thrust dependency.

* Move span and host device vector into public.

* Install c++ headers.

* Short notes for c and c++.

Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

doc/c++.rst

@@ -0,0 +1,12 @@
+###############
+XGBoost C++ API
+###############
+
+Starting from 1.0 release, CMake will generate installation rules to export all C++ headers. But
+the c++ interface is much closer to the internal of XGBoost than other language bindings.
+As a result it's changing quite often and we don't maintain its stability.  Along with the
+plugin system (see ``plugin/example`` in XGBoost's source tree), users can utilize some
+existing c++ headers for gaining more access to the internal of XGBoost.
+
+* `C++ interface documentation (latest master branch) <https://xgboost.readthedocs.io/en/latest/dev/files.html>`_
+* `C++ interface documentation (last stable release) <https://xgboost.readthedocs.io/en/stable/dev/files.html>`_

doc/c.rst

@@ -0,0 +1,12 @@
+#################
+XGBoost C Package
+#################
+
+XGBoost implements a set of C API designed for various bindings, we maintain its
+stability and the CMake/make build interface.  See ``demo/c-api/README.md`` for an
+overview and related examples.  Also one can generate doxygen document by providing
+``-DBUILD_C_DOC=ON`` as parameter to ``CMake`` during build, or simply look at function
+comments in ``include/xgboost/c_api.h``.
+
+* `C API documentation (latest master branch) <https://xgboost.readthedocs.io/en/latest/dev/c__api_8h.html>`_
+* `C API documentation (last stable release) <https://xgboost.readthedocs.io/en/stable/dev/c__api_8h.html>`_

doc/index.rst

@@ -27,5 +27,7 @@ Contents
   JVM package <jvm/index>
   Ruby package <https://github.com/ankane/xgb>
   Julia package <julia>
+  C Package <c>
+  C++ Interface <c++>
   CLI interface <cli>
   contrib/index