scikit-learn-intelex - test and implement Coverity (C/C++ code)

[rozhukov]

Need to test https://scan.coverity.com/ tool for C/C++ static code analysis.

Steps:

1. Register your project as a new project. Make sure to restrict Access to scan data in settings.
2. Set up Coverity for Builds Download and configure the Coverity Build Tool
3. Configure GitHub action. Good ideas good be found here: https://github.com/marketplace/actions/unofficial-coverity-scan

[napetrov]

https://scan.coverity.com/projects/daal4py
Project is scanned for years