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/gbm/gblinear.cc

@@ -10,10 +10,13 @@
 #include <xgboost/gbm.h>
 #include <xgboost/logging.h>
 #include <xgboost/linear_updater.h>
+
 #include <vector>
 #include <string>
 #include <sstream>
 #include <algorithm>
+
+#include "gblinear_model.h"
 #include "../common/timer.h"
 
 namespace xgboost {

src/gbm/gbtree.cc

@@ -6,11 +6,6 @@
  */
 #include <dmlc/omp.h>
 #include <dmlc/parameter.h>
-#include <dmlc/timer.h>
-#include <xgboost/logging.h>
-#include <xgboost/gbm.h>
-#include <xgboost/predictor.h>
-#include <xgboost/tree_updater.h>
 
 #include <vector>
 #include <memory>
@@ -19,11 +14,16 @@
 #include <limits>
 #include <algorithm>
 
-#include "../common/common.h"
-#include "../common/host_device_vector.h"
-#include "../common/random.h"
+#include "xgboost/logging.h"
+#include "xgboost/gbm.h"
+#include "xgboost/predictor.h"
+#include "xgboost/tree_updater.h"
+#include "xgboost/host_device_vector.h"
+
 #include "gbtree.h"
 #include "gbtree_model.h"
+#include "../common/common.h"
+#include "../common/random.h"
 #include "../common/timer.h"
 
 

src/gbm/gbtree.h

@@ -23,8 +23,9 @@
 #include <string>
 
 #include "gbtree_model.h"
+#include "xgboost/host_device_vector.h"
+
 #include "../common/common.h"
-#include "../common/host_device_vector.h"
 #include "../common/timer.h"
 
 namespace xgboost {