ARROW-7605: [C++] Bundle jemalloc into static libarrow

[tobim]

This is an alternative to #6220.

This changes the linking method to jemalloc from linking to libjemalloc.a to using the objects it is comprised of when linking libarrow. The advantage over #6220 is that the approach taken here does not require different methods of linking jemalloc for libarrow.so and libarrow.a.

Mimalloc would need a similar treatment before this can be merged, but I'm putting this out for comment before I develop it any further.

[github-actions]

https://issues.apache.org/jira/browse/ARROW-7605

[wesm]

Will this approach work on Windows? This doesn't look like it's going to work for all our dependencies that might be built in bundled mode. I still think the static lib splicing with ar (and equivalents on macOS and Windows) is the most viable solution. Do others have opinions?

[wesm]

I'm going to close this for now and attempt to pursue the static library splicing solution for 1.0.0

[tobim]

@wesm I still believe this approach is the sanest, but seeing that it requires CMake 3.9 I guess that makes it a non-starter?
I would not expect problems with this on windows, but that is not my turf, so don't take my word for it. Which other bundled dependencies were you thinking of?

[wesm]

We're running out of time to get this completed for the release, so if a working solution can be demonstrated to have been reached on all 3 platforms that works for both jemalloc (for Linux and macOS) and mimalloc (for Windows), then I will accept it. But there are single digits days remaining to complete this work now. CMake 3.9 is a bit problematic since we've tried to support CMake >= 3.2 and definitely >= 3.7

[tobim]

CMake 3.9 is a bit problematic since we've tried to support CMake >= 3.2 and definitely >= 3.7

In that case the other approach should be pursued.