Prevent copying SimpleDMatrix. (#5453)

* Set default dtor for SimpleDMatrix to initialize default copy ctor, which is
deleted due to unique ptr.

* Remove commented code.
* Remove warning for calling host function (std::max).
* Remove warning for initialization order.
* Remove warning for unused variables.

src/common/quantile.h

@@ -710,7 +710,7 @@ class QuantileSketchTemplate {
     // check invariant
     size_t n = (1ULL << nlevel);
     CHECK(n * limit_size >= maxn) << "invalid init parameter";
-    CHECK(nlevel <= std::max(1, static_cast<int>(limit_size * eps)))
+    CHECK(nlevel <= std::max(static_cast<size_t>(1), static_cast<size_t>(limit_size * eps)))
         << "invalid init parameter";
   }