[JVM] Add Iterator loading API

jvm-packages/xgboost4j/src/test/java/ml/dmlc/xgboost4j/DMatrixTest.java

@@ -28,6 +28,41 @@ import org.junit.Test;
  */
 public class DMatrixTest {
 
+  @Test
+  public void testCreateFromDataIterator() throws XGBoostError {
+    //create DMatrix from DataIterator
+    /**
+     * sparse matrix
+     * 1 0 2 3 0
+     * 4 0 2 3 5
+     * 3 1 2 5 0
+     */
+    DataBatch batch = new DataBatch();
+    batch.featureIndex = new int[]{0, 2, 3, 0, 2, 3, 4, 0, 1, 2, 3};
+    batch.featureValue = new float[]{1, 2, 3, 4, 2, 3, 5, 3, 1, 2, 5};
+    batch.rowOffset = new long[]{0, 3, 7, 11};
+    batch.label = new float[] {0.1f, 0.2f, 0.3f};
+    java.util.ArrayList<Float> labelall = new java.util.ArrayList<Float>();
+    int nrep = 3;
+    java.util.List<DataBatch> blist = new java.util.LinkedList<DataBatch>();
+    for (int i = 0; i < nrep; ++i) {
+      batch.label = new float[] {0.1f+i, 0.2f+i, 0.3f+i};
+      blist.add(batch.shallowCopy());
+      for (float f : batch.label) {
+        labelall.add(f);
+      }
+    }
+    DMatrix dmat = new DMatrix(blist.iterator(), null);
+    // get label
+    float[] labels = dmat.getLabel();
+    // get label
+    TestCase.assertTrue(batch.label.length * nrep == labels.length);
+
+    for (int i = 0; i < labels.length; ++i) {
+      TestCase.assertTrue(labelall.get(i) == labels[i]);
+    }
+  }
+
   @Test
   public void testCreateFromFile() throws XGBoostError {
     //create DMatrix from file