[backport] Fix threads in DMatrix slice. (dmlc#8667) (dmlc#8679)

Author: trivialfis

src/data/simple_dmatrix.cc

@@ -42,6 +42,7 @@ DMatrix* SimpleDMatrix::Slice(common::Span<int32_t const> ridxs) {
     out->Info() = this->Info().Slice(ridxs);
     out->Info().num_nonzero_ = h_offset.back();
   }
+  out->ctx_ = this->ctx_;
   return out;
 }
 

tests/cpp/data/test_simple_dmatrix.cc

@@ -1,13 +1,19 @@
-// Copyright by Contributors
+/**
+ * Copyright 2016-2023 by XGBoost Contributors
+ */
 #include <xgboost/data.h>
 
-#include <array>
+#include <array>   // std::array
+#include <limits>  // std::numeric_limits
+#include <memory>  // std::unique_ptr
 
-#include "../../../src/data/adapter.h"
-#include "../../../src/data/simple_dmatrix.h"
-#include "../filesystem.h"  // dmlc::TemporaryDirectory
-#include "../helpers.h"
+#include "../../../src/data/adapter.h"         // ArrayAdapter
+#include "../../../src/data/simple_dmatrix.h"  // SimpleDMatrix
+#include "../filesystem.h"                     // dmlc::TemporaryDirectory
+#include "../helpers.h"                        // RandomDataGenerator,CreateSimpleTestData
 #include "xgboost/base.h"
+#include "xgboost/host_device_vector.h"  // HostDeviceVector
+#include "xgboost/string_view.h"         // StringView
 
 using namespace xgboost;  // NOLINT
 
@@ -298,6 +304,17 @@ TEST(SimpleDMatrix, Slice) {
   ASSERT_EQ(out->Info().num_col_, out->Info().num_col_);
   ASSERT_EQ(out->Info().num_row_, ridxs.size());
   ASSERT_EQ(out->Info().num_nonzero_, ridxs.size() * kCols);  // dense
+
+  {
+    HostDeviceVector<float> data;
+    auto arr_str = RandomDataGenerator{kRows, kCols, 0.0}.GenerateArrayInterface(&data);
+    auto adapter = data::ArrayAdapter{StringView{arr_str}};
+    auto n_threads = 2;
+    std::unique_ptr<DMatrix> p_fmat{
+        DMatrix::Create(&adapter, std::numeric_limits<float>::quiet_NaN(), n_threads, "")};
+    std::unique_ptr<DMatrix> slice{p_fmat->Slice(ridxs)};
+    ASSERT_LE(slice->Ctx()->Threads(), n_threads);
+  }
 }
 
 TEST(SimpleDMatrix, SaveLoadBinary) {