Quantile DMatrix for CPU. (#8130)

- Add a new `QuantileDMatrix` that works for both CPU and GPU.
- Deprecate `DeviceQuantileDMatrix`.

tests/python-gpu/test_device_quantile_dmatrix.py

@@ -1,4 +1,3 @@
-# -*- coding: utf-8 -*-
 import numpy as np
 import xgboost as xgb
 import pytest
@@ -6,16 +5,14 @@ import sys
 
 sys.path.append("tests/python")
 import testing as tm
+import test_quantile_dmatrix as tqd
 
 
 class TestDeviceQuantileDMatrix:
-    def test_dmatrix_numpy_init(self):
-        data = np.random.randn(5, 5)
-        with pytest.raises(TypeError, match='is not supported'):
-            xgb.DeviceQuantileDMatrix(data, np.ones(5, dtype=np.float64))
+    cputest = tqd.TestQuantileDMatrix()
 
     @pytest.mark.skipif(**tm.no_cupy())
-    def test_dmatrix_feature_weights(self):
+    def test_dmatrix_feature_weights(self) -> None:
         import cupy as cp
         rng = cp.random.RandomState(1994)
         data = rng.randn(5, 5)
@@ -29,7 +26,7 @@ class TestDeviceQuantileDMatrix:
             feature_weights.astype(np.float32))
 
     @pytest.mark.skipif(**tm.no_cupy())
-    def test_dmatrix_cupy_init(self):
+    def test_dmatrix_cupy_init(self) -> None:
         import cupy as cp
         data = cp.random.randn(5, 5)
         xgb.DeviceQuantileDMatrix(data, cp.ones(5, dtype=np.float64))
@@ -55,3 +52,10 @@ class TestDeviceQuantileDMatrix:
 
         cp.testing.assert_allclose(fw, got_fw)
         cp.testing.assert_allclose(labels, got_labels)
+
+    @pytest.mark.skipif(**tm.no_cupy())
+    @pytest.mark.skipif(**tm.no_cudf())
+    def test_ref_dmatrix(self) -> None:
+        import cupy as cp
+        rng = cp.random.RandomState(1994)
+        self.cputest.run_ref_dmatrix(rng, "gpu_hist", False)