Perform clang-tidy on both cpp and cuda source. (#4034)

* Basic script for using compilation database.

* Add `GENERATE_COMPILATION_DATABASE' to CMake.
* Rearrange CMakeLists.txt.
* Add basic python clang-tidy script.
* Remove modernize-use-auto.
* Add clang-tidy to Jenkins
* Refine logic for correct path detection

In Jenkins, the project root is of form /home/ubuntu/workspace/xgboost_PR-XXXX

* Run clang-tidy in CUDA 9.2 container
* Use clang_tidy container

doc/contribute.rst

@@ -19,6 +19,7 @@ Everyone is more than welcome to contribute. It is a way to make the project bet
 * `Documents`_
 * `Testcases`_
 * `Sanitizers`_
+* `clang-tidy`_
 * `Examples`_
 * `Core Library`_
 * `Python Package`_
@@ -169,6 +170,31 @@ environment variable:
 
 For details, please consult `official documentation <https://github.com/google/sanitizers/wiki>`_ for sanitizers.
 
+**********
+clang-tidy
+**********
+To run clang-tidy on both C++ and CUDA source code,  run the following command
+from the top level source tree:
+
+  .. code-black:: bash
+    cd /path/to/xgboost/
+    python3 tests/ci_build/tidy.py --gtest-path=/path/to/google-test
+
+The script requires the full path of Google Test library via the ``--gtest-path`` argument.
+
+Also, the script accepts two optional integer arguments, namely ``--cpp`` and ``--cuda``.
+By default they are both set to 1.  If you want to exclude CUDA source from
+linting, use:
+
+  .. code-black:: bash
+    cd /path/to/xgboost/
+    python3 tests/ci_build/tidy.py --cuda=0
+
+Similarly, if you want to exclude C++ source from linting:
+
+  .. code-black:: bash
+    cd /path/to/xgboost/
+    python3 tests/ci_build/tidy.py --cpp=0
 
 ********
 Examples