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.

tests/cpp/metric/test_metric.cc

@@ -4,11 +4,16 @@
 #include "../helpers.h"
 
 TEST(Metric, UnknownMetric) {
-  xgboost::Metric * metric;
+  xgboost::Metric * metric = nullptr;
   EXPECT_ANY_THROW(metric = xgboost::Metric::Create("unknown_name"));
   EXPECT_NO_THROW(metric = xgboost::Metric::Create("rmse"));
-  delete metric;
+  if (metric) {
+    delete metric;
+  }
+  metric = nullptr;
   EXPECT_ANY_THROW(metric = xgboost::Metric::Create("unknown_name@1"));
   EXPECT_NO_THROW(metric = xgboost::Metric::Create("error@0.5f"));
-  delete metric;
+  if (metric) {
+    delete metric;
+  }
 }