Unit-tests on Linux

[BugFix] Fix OOB TruncatedNormal LP (#1924) #652

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Run time

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Job	Run time
tests-cpu (3.10) / linux-job	26m 54s
tests-cpu (3.11) / linux-job	26m 2s
tests-cpu (3.8) / linux-job	27m 42s
tests-cpu (3.9) / linux-job	27m 31s
tests-gpu (3.8, 12.1) / linux-job	45m 13s
tests-olddeps (3.8, 11.6) / linux-job	34m 6s
tests-optdeps (3.9, 12.1) / linux-job	24m 29s
tests-stable-gpu (3.8, 11.8) / linux-job	44m 35s
	4h 16m 32s