Add markdown check action

.github/workflows/markdown-links-check.yml

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+# Copyright (c) 2022, NVIDIA CORPORATION.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+# A workflow to check if PR got broken hyperlinks
+name: Check Markdown links
+
+on:
+  pull_request:
+    types: [opened, synchronize, reopened]
+
+jobs:
+  markdown-link-check:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@master
+    - uses: gaurav-nelson/github-action-markdown-link-check@v1
+      with:
+        max-depth: -1
+        use-verbose-mode: 'yes'
+        check-modified-files-only: 'yes'
+        config-file: '.github/workflows/markdown-links-check/markdown-links-check-config.json'
+        base-branch: 'gh-pages'
+
+

.github/workflows/markdown-links-check/markdown-links-check-config.json

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+{
+  "ignorePatterns": [
+    {
+      "pattern": "https://github.com/NVIDIA/spark-rapids/pull/*"
+    },
+    {
+      "pattern": "https://github.com/NVIDIA/spark-rapids/issues/*"
+    },
+    {
+      "pattern": "/docs/archives"
+    }
+  ],
+  "timeout": "5s",
+  "retryOn429": true,
+  "retryCount":10,
+  "aliveStatusCodes": [200, 403]
+}