Extract CPU sampling routines. (#8697)

include/xgboost/linalg.h

@@ -1,5 +1,5 @@
-/*!
- * Copyright 2021-2022 by XGBoost Contributors
+/**
+ * Copyright 2021-2023 by XGBoost Contributors
  * \file linalg.h
  * \brief Linear algebra related utilities.
  */
@@ -8,7 +8,7 @@
 
 #include <dmlc/endian.h>
 #include <xgboost/base.h>
-#include <xgboost/context.h>  // fixme(jiamingy): Remove the dependency on this header.
+#include <xgboost/context.h>
 #include <xgboost/host_device_vector.h>
 #include <xgboost/json.h>
 #include <xgboost/span.h>
@@ -834,9 +834,26 @@ class Tensor {
   int32_t DeviceIdx() const { return data_.DeviceIdx(); }
 };
 
+template <typename T>
+using Matrix = Tensor<T, 2>;
+
 template <typename T>
 using Vector = Tensor<T, 1>;
 
+/**
+ * \brief Create an array without initialization.
+ */
+template <typename T, typename... Index>
+auto Empty(Context const *ctx, Index &&...index) {
+  Tensor<T, sizeof...(Index)> t;
+  t.SetDevice(ctx->gpu_id);
+  t.Reshape(index...);
+  return t;
+}
+
+/**
+ * \brief Create an array with value v.
+ */
 template <typename T, typename... Index>
 auto Constant(Context const *ctx, T v, Index &&...index) {
   Tensor<T, sizeof...(Index)> t;
@@ -846,7 +863,6 @@ auto Constant(Context const *ctx, T v, Index &&...index) {
   return t;
 }
 
-
 /**
  * \brief Like `np.zeros`, return a new array of given shape and type, filled with zeros.
  */