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>

tests/cpp/predictor/test_cpu_predictor.cc

@@ -2,7 +2,9 @@
 #include <dmlc/filesystem.h>
 #include <gtest/gtest.h>
 #include <xgboost/predictor.h>
+
 #include "../helpers.h"
+#include "../../../src/gbm/gbtree_model.h"
 
 namespace xgboost {
 TEST(cpu_predictor, Test) {

tests/cpp/predictor/test_gpu_predictor.cu

@@ -11,6 +11,7 @@
 #include <string>
 #include "gtest/gtest.h"
 #include "../helpers.h"
+#include "../../../src/gbm/gbtree_model.h"
 
 namespace {