Add CMake install rules for tests (rapidsai#4551)

This PR adds a CMake `install` rule for test and benchmark targets. This step is a prerequisite to being able to package tests/benchmarks in their own `conda` package, which will enable use to deprecate _Project Flash_.

Authors:
  - AJ Schmidt (https://github.com/ajschmidt8)

Approvers:
  - Robert Maynard (https://github.com/robertmaynard)
  - Dante Gama Dessavre (https://github.com/dantegd)

URL: rapidsai#4551

cpp/bench/CMakeLists.txt

@@ -54,6 +54,18 @@ if(BUILD_CUML_BENCH)
     PRIVATE
       $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/../src_prims>
   )
+
+  set_target_properties(
+    ${CUML_CPP_BENCH_TARGET}
+    PROPERTIES INSTALL_RPATH "\$ORIGIN/../../../lib"
+  )
+
+  install(
+    TARGETS ${CUML_CPP_BENCH_TARGET}
+    COMPONENT testing
+    DESTINATION bin/benchmarks/libcuml
+    EXCLUDE_FROM_ALL
+  )
 endif()
 
 ##############################################################################
@@ -97,4 +109,16 @@ if(BUILD_CUML_PRIMS_BENCH)
       $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/../src_prims>
       $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
   )
+
+  set_target_properties(
+    ${PRIMS_BENCH_TARGET}
+    PROPERTIES INSTALL_RPATH "\$ORIGIN/../../../lib"
+  )
+
+  install(
+    TARGETS ${PRIMS_BENCH_TARGET}
+    COMPONENT testing
+    DESTINATION bin/benchmarks/libcuml_prims
+    EXCLUDE_FROM_ALL
+  )
 endif()

cpp/test/CMakeLists.txt

@@ -96,6 +96,17 @@ if(BUILD_CUML_TESTS)
         ${COMMON_TEST_LINK_LIBRARIES}
     )
 
+    set_target_properties(
+      ${CUML_CPP_TARGET}
+      PROPERTIES INSTALL_RPATH "\$ORIGIN/../../../lib"
+    )
+
+    install(
+      TARGETS ${CUML_CPP_TARGET}
+      COMPONENT testing
+      DESTINATION bin/gtests/libcuml
+      EXCLUDE_FROM_ALL
+    )
 endif()
 
 #############################################################################
@@ -133,6 +144,18 @@ if(BUILD_CUML_MG_TESTS)
       cumlprims_mg::cumlprims_mg
     )
 
+    set_target_properties(
+      ${CUML_MG_TEST_TARGET}
+      PROPERTIES INSTALL_RPATH "\$ORIGIN/../../../lib"
+    )
+
+    install(
+      TARGETS ${CUML_MG_TEST_TARGET}
+      COMPONENT testing
+      DESTINATION bin/gtests/libcuml_mg
+      EXCLUDE_FROM_ALL
+    )
+
   else(MPI_CXX_FOUND)
    message("OpenMPI not found. Skipping test '${CUML_MG_TEST_TARGET}'")
   endif()
@@ -222,6 +245,17 @@ if(BUILD_PRIMS_TESTS)
       ${COMMON_TEST_LINK_LIBRARIES}
   )
 
+  set_target_properties(
+    ${PRIMS_TEST_TARGET}
+    PROPERTIES INSTALL_RPATH "\$ORIGIN/../../../lib"
+  )
+
+  install(
+    TARGETS ${PRIMS_TEST_TARGET}
+    COMPONENT testing
+    DESTINATION bin/gtests/libcuml_prims
+    EXCLUDE_FROM_ALL
+  )
 endif()
 
 ##############################################################################