81210420c6
This is the one last PR for removing omp global variable. * Add context object to the `DMatrix`. This bridges `DMatrix` with https://github.com/dmlc/xgboost/issues/7308 . * Require context to be available at the construction time of booster. * Add `n_threads` support for R csc DMatrix constructor. * Remove `omp_get_max_threads` in R glue code. * Remove threading utilities that rely on omp global variable.