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/objective/objective.cc

@@ -6,7 +6,7 @@
 #include <xgboost/objective.h>
 #include <dmlc/registry.h>
 
-#include "../common/host_device_vector.h"
+#include "xgboost/host_device_vector.h"
 
 namespace dmlc {
 DMLC_REGISTRY_ENABLE(::xgboost::ObjFunctionReg);