Write ELLPACK pages to disk (#4879)

* add ellpack source
* add batch param
* extract function to parse cache info
* construct ellpack info separately
* push batch to ellpack page
* write ellpack page.
* make sparse page source reusable

tests/cpp/data/test_sparse_page_dmatrix.cu

@@ -0,0 +1,26 @@
+// Copyright by Contributors
+
+#include <dmlc/filesystem.h>
+#include "../helpers.h"
+
+namespace xgboost {
+
+TEST(GPUSparsePageDMatrix, EllpackPage) {
+  dmlc::TemporaryDirectory tempdir;
+  const std::string tmp_file = tempdir.path + "/simple.libsvm";
+  CreateSimpleTestData(tmp_file);
+  DMatrix* dmat = DMatrix::Load(tmp_file + "#" + tmp_file + ".cache", true, false);
+
+  // Loop over the batches and assert the data is as expected
+  for (const auto& batch : dmat->GetBatches<EllpackPage>({0, 256, 64})) {
+    EXPECT_EQ(batch.Size(), dmat->Info().num_row_);
+  }
+
+  EXPECT_TRUE(FileExists(tmp_file + ".cache"));
+  EXPECT_TRUE(FileExists(tmp_file + ".cache.row.page"));
+  EXPECT_TRUE(FileExists(tmp_file + ".cache.ellpack.page"));
+
+  delete dmat;
+}
+
+}  // namespace xgboost