Support building SimpleDMatrix from Arrow data format (#7512)

* Integrate with Arrow C data API.
* Support Arrow dataset.
* Support Arrow table.

Co-authored-by: Xiaochang Wu <xiaochang.wu@intel.com>
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
Co-authored-by: Zhang Zhang <zhang.zhang@intel.com>

include/xgboost/c_api.h

@@ -502,12 +502,29 @@ XGB_DLL int XGProxyDMatrixSetDataCSR(DMatrixHandle handle, char const *indptr,
                                      char const *indices, char const *data,
                                      bst_ulong ncol);
 
-
 /*
  * ==========================- End data callback APIs ==========================
  */
 
 
+XGB_DLL int XGImportArrowRecordBatch(DataIterHandle data_handle, void *ptr_array, void *ptr_schema);
+
+/*!
+ * \brief Construct DMatrix from arrow using callbacks.  Arrow related C API is not stable
+ *        and subject to change in the future.
+ *
+ * \param next Callback function for fetching arrow records.
+ * \param json_config JSON encoded configuration.  Required values are:
+ *
+ *          - missing
+ *          - nthread
+ *
+ * \param out      The created DMatrix.
+ *
+ * \return 0 when success, -1 when failure happens
+ */
+XGB_DLL int XGDMatrixCreateFromArrowCallback(XGDMatrixCallbackNext *next, char const *json_config,
+                                             DMatrixHandle *out);
 
 /*!
  * \brief create a new dmatrix from sliced content of existing matrix