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>

src/common/hist_util.cc

@@ -8,6 +8,8 @@
 #include <dmlc/omp.h>
 #include <numeric>
 #include <vector>
+
+#include "../common/common.h"
 #include "./random.h"
 #include "./column_matrix.h"
 #include "./quantile.h"