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>

src/data/data.cc

@@ -1000,6 +1000,8 @@ template DMatrix *
 DMatrix::Create(data::IteratorAdapter<DataIterHandle, XGBCallbackDataIterNext,
                                       XGBoostBatchCSR> *adapter,
                 float missing, int nthread, const std::string &cache_prefix);
+template DMatrix* DMatrix::Create<data::RecordBatchesIterAdapter>(
+    data::RecordBatchesIterAdapter* adapter, float missing, int nthread, const std::string&);
 
 SparsePage SparsePage::GetTranspose(int num_columns, int32_t n_threads) const {
   SparsePage transpose;