Enable building with shared NCCL. (#4447)

* Add `BUILD_WITH_SHARED_NCCL` to CMake.

cmake/modules/FindNccl.cmake

@@ -32,8 +32,18 @@
 #
 # This module assumes that the user has already called find_package(CUDA)
 
+if (NCCL_LIBRARY)
+  # Don't cache NCCL_LIBRARY to enable switching between static and shared.
+  unset(NCCL_LIBRARY CACHE)
+endif()
 
-set(NCCL_LIB_NAME nccl_static)
+if (BUILD_WITH_SHARED_NCCL)
+  # libnccl.so
+  set(NCCL_LIB_NAME nccl)
+else ()
+  # libnccl_static.a
+  set(NCCL_LIB_NAME nccl_static)
+endif (BUILD_WITH_SHARED_NCCL)
 
 find_path(NCCL_INCLUDE_DIR
   NAMES nccl.h
@@ -43,6 +53,8 @@ find_library(NCCL_LIBRARY
   NAMES ${NCCL_LIB_NAME}
   PATHS $ENV{NCCL_ROOT}/lib/ ${NCCL_ROOT}/lib)
 
+message(STATUS "Using nccl library: ${NCCL_LIBRARY}")
+
 include(FindPackageHandleStandardArgs)
 find_package_handle_standard_args(Nccl DEFAULT_MSG
                                   NCCL_INCLUDE_DIR NCCL_LIBRARY)