Fix clang-tidy warnings. (#4149)

* Upgrade gtest for clang-tidy.
* Use CMake to install GTest instead of mv.
* Don't enforce clang-tidy to return 0 due to errors in thrust.
* Add a small test for tidy itself.

* Reformat.

src/common/math.h

@@ -7,6 +7,8 @@
 #ifndef XGBOOST_COMMON_MATH_H_
 #define XGBOOST_COMMON_MATH_H_
 
+#include <xgboost/base.h>
+
 #include <utility>
 #include <vector>
 #include <cmath>