Implement iterative DMatrix. (#5837)

src/data/data.cc

@@ -19,6 +19,7 @@
 #include "../common/version.h"
 #include "../common/group_data.h"
 #include "../data/adapter.h"
+#include "../data/iterative_device_dmatrix.h"
 
 #if DMLC_ENABLE_STD_THREAD
 #include "./sparse_page_source.h"
@@ -569,6 +570,26 @@ DMatrix* DMatrix::Load(const std::string& uri,
   }
   return dmat;
 }
+template <typename DataIterHandle, typename DMatrixHandle,
+          typename DataIterResetCallback, typename XGDMatrixCallbackNext>
+DMatrix *DMatrix::Create(DataIterHandle iter, DMatrixHandle proxy,
+                         DataIterResetCallback *reset,
+                         XGDMatrixCallbackNext *next, float missing,
+                         int nthread,
+                         int max_bin) {
+#if defined(XGBOOST_USE_CUDA)
+  return new data::IterativeDeviceDMatrix(iter, proxy, reset, next, missing, nthread, max_bin);
+#else
+  common::AssertGPUSupport();
+  return nullptr;
+#endif
+}
+
+template DMatrix *DMatrix::Create<DataIterHandle, DMatrixHandle,
+                                  DataIterResetCallback, XGDMatrixCallbackNext>(
+    DataIterHandle iter, DMatrixHandle proxy, DataIterResetCallback *reset,
+    XGDMatrixCallbackNext *next, float missing, int nthread,
+    int max_bin);
 
 template <typename AdapterT>
 DMatrix* DMatrix::Create(AdapterT* adapter, float missing, int nthread,