add array allocate api to solve the max_array_size problem in C#.

include/LightGBM/c_api.h

@@ -16,6 +16,7 @@
 
 #include <LightGBM/export.h>
 
+typedef void* ArrayHandle;
 typedef void* DatasetHandle;
 typedef void* BoosterHandle;
 
@@ -36,7 +37,6 @@ typedef void* BoosterHandle;
 */
 LIGHTGBM_C_EXPORT const char* LGBM_GetLastError();
 
-
 // --- start Dataset interface
 
 /*!
@@ -769,4 +769,10 @@ catch(std::string& ex) { return LGBM_APIHandleException(ex); } \
 catch(...) { return LGBM_APIHandleException("unknown exception"); } \
 return 0;
 
+LIGHTGBM_C_EXPORT int LGBM_AllocateArray(int64_t len, int type, ArrayHandle* out);
+
+LIGHTGBM_C_EXPORT int LGBM_CopyToArray(ArrayHandle arr, int type, int64_t start_idx, const void* src, int64_t len);
+
+LIGHTGBM_C_EXPORT int LGBM_FreeArray(ArrayHandle arr, int type);
+
 #endif // LIGHTGBM_C_API_H_

src/c_api.cpp

@@ -1123,6 +1123,56 @@ LIGHTGBM_C_EXPORT int LGBM_BoosterSetLeafValue(BoosterHandle handle,
   API_END();
 }
 
+
+LIGHTGBM_C_EXPORT int LGBM_AllocateArray(int64_t len, int type, ArrayHandle* out) {
+  API_BEGIN();
+  if (type == C_API_DTYPE_FLOAT32) {
+    *out = new float[len];
+  } else if (type == C_API_DTYPE_FLOAT64) {
+    *out = new double[len];
+  } else if (type == C_API_DTYPE_INT32) {
+    *out = new int32_t[len];
+  } else if (type == C_API_DTYPE_INT64) {
+    *out = new int64_t[len];
+  }
+  API_END();
+}
+
+template<typename T>
+void Copy(T* dst, const T* src, int64_t len) {
+  for (int64_t i = 0; i < len; ++i) {
+    dst[i] = src[i];
+  }
+}
+
+LIGHTGBM_C_EXPORT int LGBM_CopyToArray(ArrayHandle arr, int type, int64_t start_idx, const void* src, int64_t len) {
+  API_BEGIN();
+  if (type == C_API_DTYPE_FLOAT32) {
+    Copy<float>(static_cast<float*>(arr) + start_idx, static_cast<const float*>(src), len);
+  } else if (type == C_API_DTYPE_FLOAT64) {
+    Copy<double>(static_cast<double*>(arr) + start_idx, static_cast<const double*>(src), len);
+  } else if (type == C_API_DTYPE_INT32) {
+    Copy<int32_t>(static_cast<int32_t*>(arr) + start_idx, static_cast<const int32_t*>(src), len);
+  } else if (type == C_API_DTYPE_INT64) {
+    Copy<int64_t>(static_cast<int64_t*>(arr) + start_idx, static_cast<const int64_t*>(src), len);
+  }
+  API_END();
+}
+
+LIGHTGBM_C_EXPORT int LGBM_FreeArray(ArrayHandle arr, int type) {
+  API_BEGIN();
+  if (type == C_API_DTYPE_FLOAT32) {
+    delete[] static_cast<float*>(arr);
+  } else if (type == C_API_DTYPE_FLOAT64) {
+    delete[] static_cast<double*>(arr);
+  } else if (type == C_API_DTYPE_INT32) {
+    delete[] static_cast<int32_t*>(arr);
+  } else if (type == C_API_DTYPE_INT64) {
+    delete[] static_cast<int64_t*>(arr);
+  }
+  API_END();
+}
+
 // ---- start of some help functions
 
 std::function<std::vector<double>(int row_idx)>