Support Agglomerative clustering. (#1384)

We use the open-source implementation from
https://github.com/cdalitz/hclust-cpp

cmake/hclust-cpp.cmake

@@ -0,0 +1,45 @@
+function(download_hclust_cpp)
+  include(FetchContent)
+
+  # The latest commit as of 2024.09.29
+  set(hclust_cpp_URL  "https://github.com/csukuangfj/hclust-cpp/archive/refs/tags/2024-09-29.tar.gz")
+  set(hclust_cpp_HASH "SHA256=abab51448a3cb54272aae07522970306e0b2cc6479d59d7b19e7aee4d6cedd33")
+
+  # If you don't have access to the Internet,
+  # please pre-download hclust-cpp
+  set(possible_file_locations
+    $ENV{HOME}/Downloads/hclust-cpp-2024-09-29.tar.gz
+    ${CMAKE_SOURCE_DIR}/hclust-cpp-2024-09-29.tar.gz
+    ${CMAKE_BINARY_DIR}/hclust-cpp-2024-09-29.tar.gz
+    /tmp/hclust-cpp-2024-09-29.tar.gz
+    /star-fj/fangjun/download/github/hclust-cpp-2024-09-29.tar.gz
+  )
+
+  foreach(f IN LISTS possible_file_locations)
+    if(EXISTS ${f})
+      set(hclust_cpp_URL  "${f}")
+      file(TO_CMAKE_PATH "${hclust_cpp_URL}" hclust_cpp_URL)
+      message(STATUS "Found local downloaded hclust_cpp: ${hclust_cpp_URL}")
+      break()
+    endif()
+  endforeach()
+
+  FetchContent_Declare(hclust_cpp
+    URL
+      ${hclust_cpp_URL}
+      ${hclust_cpp_URL2}
+    URL_HASH          ${hclust_cpp_HASH}
+  )
+
+  FetchContent_GetProperties(hclust_cpp)
+  if(NOT hclust_cpp_POPULATED)
+    message(STATUS "Downloading hclust_cpp from ${hclust_cpp_URL}")
+    FetchContent_Populate(hclust_cpp)
+  endif()
+
+  message(STATUS "hclust_cpp is downloaded to ${hclust_cpp_SOURCE_DIR}")
+  message(STATUS "hclust_cpp's binary dir is ${hclust_cpp_BINARY_DIR}")
+  include_directories(${hclust_cpp_SOURCE_DIR})
+endfunction()
+
+download_hclust_cpp()