Add pkgconfig to cmake (#5744) (#5748)

* Add pkgconfig to cmake

* Move xgboost.pc.in to cmake/

Co-authored-by: Peter Jung <peter@jung.ninja>
Co-authored-by: Peter Jung <peter.jung@heureka.cz>
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>

CMakeLists.txt

@@ -57,6 +57,7 @@ address, leak, undefined and thread.")
 ## Plugins
 option(PLUGIN_LZ4 "Build lz4 plugin" OFF)
 option(PLUGIN_DENSE_PARSER "Build dense parser plugin" OFF)
+option(ADD_PKGCONFIG "Add xgboost.pc into system." ON)
 
 #-- Checks for building XGBoost
 if (USE_DEBUG_OUTPUT AND (NOT (CMAKE_BUILD_TYPE MATCHES Debug)))
@@ -274,3 +275,12 @@ endif (GOOGLE_TEST)
 # replace /MD with /MT. See https://github.com/dmlc/xgboost/issues/4462
 # for issues caused by mixing of /MD and /MT flags
 msvc_use_static_runtime()
+
+# Add xgboost.pc
+if (ADD_PKGCONFIG)
+  configure_file(${xgboost_SOURCE_DIR}/cmake/xgboost.pc.in ${xgboost_BINARY_DIR}/xgboost.pc @ONLY)
+
+  install(
+    FILES ${xgboost_BINARY_DIR}/xgboost.pc
+    DESTINATION ${CMAKE_INSTALL_LIBDIR}/pkgconfig)
+endif (ADD_PKGCONFIG)

cmake/xgboost.pc.in

@@ -0,0 +1,12 @@
+prefix=@CMAKE_INSTALL_PREFIX@
+version=@xgboost_VERSION@
+exec_prefix=${prefix}/bin
+libdir=${prefix}/lib
+includedir=${prefix}/include
+
+Name: xgboost
+Description: XGBoost - Scalable and Flexible Gradient Boosting.
+Version: ${version}
+
+Cflags: -I${includedir}
+Libs: -L${libdir} -lxgboost