Include 3rdparty/jemalloc (Fix for Ubuntu 18.10+, Debian Stable, etc.)

[leezu]

Description

As of jemalloc 5, jemalloc default build can not be used in libraries that dlopened. However, libmxnet.so is dlopened by Python (ctypes). We can thus not link to system libjemalloc.so but must rather link to a libjemalloc compiled as part of our build process.

jemalloc 5 is distributed as part of Ubuntu 18.10 and higher, as well as Debian Stable.
Users on these systems will be unable to compile MXNet with USE_JEMALLOC=ON (which is the default).

This PR contains the necessary changes.

Fixes #17145

Checklist

Essentials

Please feel free to remove inapplicable items for your PR.

• Changes are complete (i.e. I finished coding on this PR)
• All changes have test coverage:
• Unit tests are added for small changes to verify correctness (e.g. adding a new operator)
• Nightly tests are added for complicated/long-running ones (e.g. changing distributed kvstore)
• Build tests will be added for build configuration changes (e.g. adding a new build option with NCCL)
• Code is well-documented:
• For user-facing API changes, API doc string has been updated.
• For new C++ functions in header files, their functionalities and arguments are documented.
• For new examples, README.md is added to explain the what the example does, the source of the dataset, expected performance on test set and reference to the original paper if applicable
• Check the API doc at https://mxnet-ci-doc.s3-accelerate.dualstack.amazonaws.com/PR-$PR_ID/$BUILD_ID/index.html
• To the best of my knowledge, examples are either not affected by this change, or have been fixed to be compatible with this change

Changes

• Include 3rdparty/jemalloc

Comments

• We include a patched version of jemalloc that adds CMake support. Once the patch is mainlined, we can switch to the official repo. The patch is currently hosted at https://github.com/leezu/jemalloc/tree/add/cmake-2019. All credits go to @mattsta (see Feature request: cmake support jemalloc/jemalloc#303)

[szha]

looks like a FreeBSD licensed project. should be ok to include from licensing perspective

[leezu]

@yajiedesign our existing Windows CI builds do not use jemalloc (-- Could NOT find Jemalloc (missing: JEMALLOC_LIBRARY JEMALLOC_INCLUDE_DIR)). Also it's not mentioned in https://mxnet.apache.org/get_started/windows_setup#build-from-source
So I'll not support building with 3rdparty/jemalloc in this PR on Windows for now.

Same for the edge builds.

We need to fix the upstream CMake jemalloc build on these platforms first.

[leezu]

Close this until stable upstream. See jemalloc/jemalloc#303.

#17324 disables jemalloc by default until then.