I would like to add up some changes to kai's answer for those who are looking for handling Yes/No buttons.

Declare this constant in your activity

protected static final int REQUEST_CHECK_SETTINGS = 0x1;

call settingsrequest() in your onStart()

public void settingsrequest()
    {
        LocationRequest locationRequest = LocationRequest.create();
        locationRequest.setPriority(LocationRequest.PRIORITY_HIGH_ACCURACY);
        locationRequest.setInterval(30 * 1000);
        locationRequest.setFastestInterval(5 * 1000);
        LocationSettingsRequest.Builder builder = new LocationSettingsRequest.Builder()
                .addLocationRequest(locationRequest);
        builder.setAlwaysShow(true); //this is the key ingredient

        PendingResult<LocationSettingsResult> result =
                LocationServices.SettingsApi.checkLocationSettings(mGoogleApiClient, builder.build());
        result.setResultCallback(new ResultCallback<LocationSettingsResult>() {
            @Override
            public void onResult(LocationSettingsResult result) {
                final Status status = result.getStatus();
                final LocationSettingsStates state = result.getLocationSettingsStates();
                switch (status.getStatusCode()) {
                    case LocationSettingsStatusCodes.SUCCESS:
                        // All location settings are satisfied. The client can initialize location
                        // requests here.
                        break;
                    case LocationSettingsStatusCodes.RESOLUTION_REQUIRED:
                        // Location settings are not satisfied. But could be fixed by showing the user
                        // a dialog.
                        try {
                            // Show the dialog by calling startResolutionForResult(),
                            // and check the result in onActivityResult().
                            status.startResolutionForResult(MainActivity.this, REQUEST_CHECK_SETTINGS);
                        } catch (IntentSender.SendIntentException e) {
                            // Ignore the error.
                        }
                        break;
                    case LocationSettingsStatusCodes.SETTINGS_CHANGE_UNAVAILABLE:
                        // Location settings are not satisfied. However, we have no way to fix the
                        // settings so we won't show the dialog.
                        break;
                }
            }
        });
    }
    @Override
    protected void onActivityResult(int requestCode, int resultCode, Intent data) {
        switch (requestCode) {
// Check for the integer request code originally supplied to startResolutionForResult().
            case REQUEST_CHECK_SETTINGS:
                switch (resultCode) {
                    case Activity.RESULT_OK:
                        startLocationUpdates();
                        break;
                    case Activity.RESULT_CANCELED:
                        settingsrequest();//keep asking if imp or do whatever
                        break;
                }
                break;
        }
    }

Using Kotlin

This solution is applicable for both Activity and Fragment by doing one following change:

For Activity resolvableApiException.startResolutionForResult(this@MainActivity, REQUEST_CHECK_SETTING)

For Fragment startIntentSenderForResult(resolvableApiException.resolution.intentSender, REQUEST_CHECK_SETTING, null, 0, 0,0,null)

By using LocationSettingsResponse this task can be achieved.

inside MainActivity.kt

    private fun checkLocationSetting()
        {
            locationRequest = LocationRequest.create()
            locationRequest.apply {
                priority=LocationRequest.PRIORITY_HIGH_ACCURACY
                interval = 5000
                fastestInterval = 2000
            }
    
            val builder = LocationSettingsRequest.Builder()
                .addLocationRequest(locationRequest)
            builder.setAlwaysShow(true)
    
            val result: Task<LocationSettingsResponse> = LocationServices.getSettingsClient(applicationContext)
                .checkLocationSettings(builder.build())
    
            result.addOnCompleteListener {
                try{
                    val response: LocationSettingsResponse = it.getResult(ApiException::class.java)
                    Toast.makeText(this@MainActivity, "GPS is On", Toast.LENGTH_SHORT).show()
                    Log.d(TAG, "checkSetting: GPS On")
                }catch(e:ApiException){
    
                    when(e.statusCode){
                        LocationSettingsStatusCodes.RESOLUTION_REQUIRED ->{
                            val resolvableApiException = e as ResolvableApiException
// for fragment change below line to: startIntentSenderForResult(resolvableApiException.resolution.intentSender, REQUEST_CHECK_SETTING, null, 0, 0,0,null)
                            resolvableApiException.startResolutionForResult(this@MainActivity, REQUEST_CHECK_SETTING)
                            Log.d(TAG, "checkSetting: RESOLUTION_REQUIRED")
                        }
    
                        LocationSettingsStatusCodes.SETTINGS_CHANGE_UNAVAILABLE -> {
                            // USER DEVICE DOES NOT HAVE LOCATION OPTION
                        }
                    }
                }
            }
        }

onActivityResult

 override fun onActivityResult(requestCode: Int, resultCode: Int, data: Intent?) {
        super.onActivityResult(requestCode, resultCode, data)
        when(requestCode)
        {
            REQUEST_CHECK_SETTING ->{
                when(resultCode){
                    Activity.RESULT_OK->{
                        Toast.makeText(this@MainActivity, "GPS is Turned on", Toast.LENGTH_SHORT).show()
                    }
                    Activity.RESULT_CANCELED ->{
                        Toast.makeText(this@MainActivity, "GPS is Required to use this app", Toast.LENGTH_SHORT).show()
                    }
                }
            }
        }
    }

Link to complete code MainActivity.kt

Output:

Link to complete code MainActivity.kt

private void showPictureialog() {
    final Dialog dialog = new Dialog(this,
            android.R.style.Theme_Translucent_NoTitleBar);

    // Setting dialogview
    Window window = dialog.getWindow();
    window.setGravity(Gravity.CENTER);

    window.setLayout(LayoutParams.FILL_PARENT, LayoutParams.FILL_PARENT);
    dialog.setTitle(null);
    dialog.setContentView(R.layout.selectpic_dialog);
    dialog.setCancelable(true);

    dialog.show();
}

you can customize you dialog based on gravity and layout parameters change gravity and layout parameter on the basis of your requirenment

import android.content.Intent;
import android.content.IntentSender;
import android.os.Bundle;
import android.support.annotation.NonNull;
import android.support.annotation.Nullable;
import android.support.v7.app.AppCompatActivity;
import android.widget.Toast;

import com.google.android.gms.common.ConnectionResult;
import com.google.android.gms.common.api.GoogleApiClient;
import com.google.android.gms.common.api.PendingResult;
import com.google.android.gms.common.api.ResultCallback;
import com.google.android.gms.common.api.Status;
import com.google.android.gms.location.LocationRequest;
import com.google.android.gms.location.LocationServices;
import com.google.android.gms.location.LocationSettingsRequest;
import com.google.android.gms.location.LocationSettingsResult;
import com.google.android.gms.location.LocationSettingsStatusCodes;

public class LocSettingsActivity extends AppCompatActivity implements GoogleApiClient.ConnectionCallbacks, GoogleApiClient.OnConnectionFailedListener, ResultCallback {

    protected GoogleApiClient mGoogleApiClient;
    protected LocationRequest locationRequest;
    int REQUEST_CHECK_SETTINGS = 100;

    @Override
    protected void onCreate(Bundle savedInstanceState) {
        super.onCreate(savedInstanceState);
        setContentView(R.layout.activity_loc_settings);

        mGoogleApiClient = new GoogleApiClient.Builder(this)
                .addApi(LocationServices.API)
                .addConnectionCallbacks(this)
                .addOnConnectionFailedListener(this).build();
        mGoogleApiClient.connect();

        locationRequest = LocationRequest.create();
        locationRequest.setPriority(LocationRequest.PRIORITY_HIGH_ACCURACY);
        locationRequest.setInterval(30 * 1000);
        locationRequest.setFastestInterval(5 * 1000);
    }

    @Override
    public void onConnected(@Nullable Bundle bundle) {

        LocationSettingsRequest.Builder builder = new LocationSettingsRequest.Builder()
                .addLocationRequest(locationRequest);
        builder.setAlwaysShow(true);
        PendingResult result =
                LocationServices.SettingsApi.checkLocationSettings(
                        mGoogleApiClient,
                        builder.build()
                );

        result.setResultCallback(this);

    }

    @Override
    public void onConnectionSuspended(int i) {

    }

    @Override
    public void onConnectionFailed(@NonNull ConnectionResult connectionResult) {

    }

    @Override
    public void onResult(@NonNull LocationSettingsResult locationSettingsResult) {
        final Status status = locationSettingsResult.getStatus();
        switch (status.getStatusCode()) {
            case LocationSettingsStatusCodes.SUCCESS:

                // NO need to show the dialog;

                break;

            case LocationSettingsStatusCodes.RESOLUTION_REQUIRED:
                //  Location settings are not satisfied. Show the user a dialog

                try {
                    // Show the dialog by calling startResolutionForResult(), and check the result
                    // in onActivityResult().

                    status.startResolutionForResult(LocSettingsActivity.this, REQUEST_CHECK_SETTINGS);

                } catch (IntentSender.SendIntentException e) {

                    //failed to show
                }
                break;

            case LocationSettingsStatusCodes.SETTINGS_CHANGE_UNAVAILABLE:
                // Location settings are unavailable so not possible to show any dialog now
                break;
        }
    }

    @Override
    protected void onActivityResult(int requestCode, int resultCode, Intent data) {
        super.onActivityResult(requestCode, resultCode, data);
        if (requestCode == REQUEST_CHECK_SETTINGS) {

            if (resultCode == RESULT_OK) {

                Toast.makeText(getApplicationContext(), "GPS enabled", Toast.LENGTH_LONG).show();
            } else {

                Toast.makeText(getApplicationContext(), "GPS is not enabled", Toast.LENGTH_LONG).show();
            }

        }
    }
}

dependencies {
    compile fileTree(dir: 'libs', include: ['*.jar'])
    compile 'com.android.support:appcompat-v7:23.0.1'
    compile 'com.google.android.gms:play-services-location:8.4.0'
}

Try this code to have permission like google map in your app:

private fun checkPermissions(): Boolean {
        if (ActivityCompat.checkSelfPermission(
                this,
                Manifest.permission.ACCESS_COARSE_LOCATION
            ) == PackageManager.PERMISSION_GRANTED &&
            ActivityCompat.checkSelfPermission(
                this,
                Manifest.permission.ACCESS_FINE_LOCATION
            ) == PackageManager.PERMISSION_GRANTED
        ) {
            return true
        }
        return false
    }

    private fun requestPermissions() {
        ActivityCompat.requestPermissions(
            this,
            arrayOf(
                Manifest.permission.ACCESS_COARSE_LOCATION,
                Manifest.permission.ACCESS_FINE_LOCATION
            ),
            PERMISSION_ID
        )
    }

    override fun onRequestPermissionsResult(
        requestCode: Int,
        permissions: Array<String>,
        grantResults: IntArray
    ) {
        if (requestCode == PERMISSION_ID) {
            if ((grantResults.isNotEmpty() && grantResults[0] == PackageManager.PERMISSION_GRANTED)) {
                getLastLocation()
            }
        }
    }