[FEA] Multi-GPU C++ testing

[seunghwak]

Is your feature request related to a problem? Please describe.
We use Dask + UCX + NCCL to run multi-GPU analytics (Dask for launching processes, UCX for P2P, and NCCL for collectives). UCX endpoints are set-up during Dask initialization.

We are currently relying on Python frontend to test multi-GPU analytics.

In C++ only testing, Dask (launching processes) and UCX (P2P) are not available. We can use MPI for this purpose in C++ testing.

Describe the solution you'd like
cuML folks have solved this problem, and we can generally follow their solution.

RAFT comms can be configured to work with different backends.

MPI based RAFT comms implementation is now available (https://github.com/rapidsai/raft/pull/63/files); RAFT comms (in python) uses UCX + NCCL in backend. This MPI based RAFT comms uses MPI + NCCL in backend.

For C++ only testing, we can create a raft::comms::mpi_comms object (instead of a raft::comms::std_comms object)
raft::comms::std_comms
https://github.com/rapidsai/raft/blob/branch-0.16/cpp/include/raft/comms/std_comms.hpp
raft::comms::mpi_comms
https://github.com/rapidsai/raft/blob/branch-0.16/cpp/include/raft/comms/mpi_comms.hpp

test/CMakeLists.txt need to be properly updated, and we need an example for multi-GPU C++ testing.

We can reference the cuML repo to implement ths.

e.g.
https://github.com/rapidsai/cuml/blob/branch-0.16/cpp/test/CMakeLists.txt#L78

##############################################################################
# - build test_ml_mg executable ----------------------------------------------

if(BUILD_CUML_MG_TESTS)
  find_package(MPI)

  if(MPI_CXX_FOUND)
    # (please keep the filenames in alphabetical order)
    add_executable(ml_mg
      mg/knn.cu
      mg/knn_classify.cu
      mg/knn_regress.cu
      mg/main.cu
      mg/pca.cu
      mg/test_ml_mg_utils.cu)

    add_dependencies(ml_mg cumlcommsmpi)

    set(CUML_TEST_INCLUDE_DIRS
        ${CUML_TEST_INCLUDE_DIRS}
        ${MPI_CXX_INCLUDE_PATH}
        ${CMAKE_CURRENT_SOURCE_DIR}/../comms/mpi/include)

    target_include_directories(ml_mg PUBLIC ${CUML_TEST_INCLUDE_DIRS})

    set(CUML_TEST_LINK_LIBRARIES 
    	${CUML_TEST_LINK_LIBRARIES} 
    	${MPI_CXX_LIBRARIES}
    	cumlcommsmpi
    	cumlprims)

    target_link_libraries(ml_mg ${CUML_TEST_LINK_LIBRARIES})

  else(MPI_CXX_FOUND)
   message("OpenMPI not found. Skipping 'ml_mg'")
  endif(MPI_CXX_FOUND)
endif(BUILD_CUML_MG_TESTS)