ARROW-1914: [C++] Fix build dependency for GPU support build
ARROW-1914: [C++] Fix build dependency for GPU support build

"make -j" may cause build error:

    [100%] Built target gflags_nothreads_static
    Install the project...
    -- Install configuration: "RELEASE"
    -- Installing: /tmp/arrow-0.8.0.GLyu7/apache-arrow-0.8.0/cpp/build/gflags_ep-prefix/src/gflags_ep/lib/cmake/gflags/gflags-config.cmake
    -- Installing: /tmp/arrow-0.8.0.GLyu7/apache-arrow-0.8.0/cpp/build/gflags_ep-prefix/src/gflags_ep/lib/cmake/gflags/gflags-config-version.cmake
    -- Installing: /tmp/arrow-0.8.0.GLyu7/apache-arrow-0.8.0/cpp/build/gflags_ep-prefix/src/gflags_ep/lib/cmake/gflags/gflags-targets.cmake
    -- Installing: /tmp/arrow-0.8.0.GLyu7/apache-arrow-0.8.0/cpp/build/gflags_ep-prefix/src/gflags_ep/lib/cmake/gflags/gflags-targets-release.cmake
    -- Installing: /tmp/arrow-0.8.0.GLyu7/apache-arrow-0.8.0/cpp/build/gflags_ep-prefix/src/gflags_ep/bin/gflags_completions.sh
    -- Installing: /tmp/arrow-0.8.0.GLyu7/apache-arrow-0.8.0/cpp/build/gflags_ep-prefix/src/gflags_ep/lib/pkgconfig/gflags.pc
    -- Installing: /home/kou/.cmake/packages/gflags/fb801def37c922433975cbfefb3aa08d
    [ 26%] Completed 'gflags_ep'
    [ 55%] Building C object CMakeFiles/brotlienc.dir/enc/literal_cost.c.o
    [ 26%] Built target gflags_ep
    Scanning dependencies of target arrow_gpu_objlib
    [ 26%] Building CXX object src/arrow/gpu/CMakeFiles/arrow_gpu_objlib.dir/cuda_arrow_ipc.cc.o
    [ 59%] Building C object CMakeFiles/brotlienc.dir/enc/memory.c.o
    /tmp/arrow-0.8.0.GLyu7/apache-arrow-0.8.0/cpp/src/arrow/gpu/cuda_arrow_ipc.cc:26:10: fatal error: arrow/ipc/Message_generated.h: No such file or directory
     #include "arrow/ipc/Message_generated.h"
              ^~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
    compilation terminated.
    src/arrow/gpu/CMakeFiles/arrow_gpu_objlib.dir/build.make:62: recipe for target 'src/arrow/gpu/CMakeFiles/arrow_gpu_objlib.dir/cuda_arrow_ipc.cc.o' failed
    make[2]: *** [src/arrow/gpu/CMakeFiles/arrow_gpu_objlib.dir/cuda_arrow_ipc.cc.o] Error 1
    CMakeFiles/Makefile2:2108: recipe for target 'src/arrow/gpu/CMakeFiles/arrow_gpu_objlib.dir/all' failed
    make[1]: *** [src/arrow/gpu/CMakeFiles/arrow_gpu_objlib.dir/all] Error 2
    make[1]: *** Waiting for unfinished jobs....

Author: Kouhei Sutou <kou@clear-code.com>

Closes #1414 from kou/cpp-fix-gpu-build-dependency and squashes the following commits:

8fe28c7a [Kouhei Sutou] [C++] Fix build dependency for GPU support build

kou/arrow,wesm/arrow,pcmoritz/arrow,xhochy/arrow,xhochy/arrow,wesm/arrow,icexelloss/arrow,tebeka/arrow,cpcloud/arrow,pcmoritz/arrow,wesm/arrow,cpcloud/arrow,apache/arrow,dremio/arrow,majetideepak/arrow,laurentgo/arrow,pcmoritz/arrow,wagavulin/arrow,itaiin/arrow,laurentgo/arrow,pcmoritz/arrow,majetideepak/arrow,dremio/arrow,xhochy/arrow,wesm/arrow,xhochy/arrow,xhochy/arrow,yufeldman/arrow,yufeldman/arrow,itaiin/arrow,kou/arrow,wagavulin/arrow,tebeka/arrow,apache/arrow,tebeka/arrow,renesugar/arrow,renesugar/arrow,renesugar/arrow,cpcloud/arrow,pcmoritz/arrow,renesugar/arrow,dremio/arrow,kou/arrow,icexelloss/arrow,wagavulin/arrow,yufeldman/arrow,cpcloud/arrow,icexelloss/arrow,apache/arrow,siddharthteotia/arrow,majetideepak/arrow,yufeldman/arrow,pcmoritz/arrow,cpcloud/arrow,yufeldman/arrow,cpcloud/arrow,laurentgo/arrow,kou/arrow,siddharthteotia/arrow,xhochy/arrow,yufeldman/arrow,kou/arrow,yufeldman/arrow,apache/arrow,tebeka/arrow,cpcloud/arrow,renesugar/arrow,laurentgo/arrow,dremio/arrow,wagavulin/arrow,siddharthteotia/arrow,laurentgo/arrow,icexelloss/arrow,laurentgo/arrow,siddharthteotia/arrow,xhochy/arrow,majetideepak/arrow,cpcloud/arrow,tebeka/arrow,apache/arrow,cpcloud/arrow,wagavulin/arrow,cpcloud/arrow,tebeka/arrow,itaiin/arrow,yufeldman/arrow,dremio/arrow,dremio/arrow,icexelloss/arrow,apache/arrow,renesugar/arrow,itaiin/arrow,majetideepak/arrow,majetideepak/arrow,dremio/arrow,wesm/arrow,kou/arrow,xhochy/arrow,apache/arrow,itaiin/arrow,wesm/arrow,apache/arrow,laurentgo/arrow,kou/arrow,itaiin/arrow,apache/arrow,yufeldman/arrow,cpcloud/arrow,majetideepak/arrow,wesm/arrow,wesm/arrow,cpcloud/arrow,siddharthteotia/arrow,laurentgo/arrow,majetideepak/arrow,siddharthteotia/arrow,itaiin/arrow,renesugar/arrow,wagavulin/arrow,laurentgo/arrow,pcmoritz/arrow,siddharthteotia/arrow,xhochy/arrow,laurentgo/arrow,kou/arrow,wagavulin/arrow,siddharthteotia/arrow,xhochy/arrow,tebeka/arrow,pcmoritz/arrow,wesm/arrow,tebeka/arrow,majetideepak/arrow,laurentgo/arrow,cpcloud/arrow,pcmoritz/arrow,xhochy/arrow,xhochy/arrow,pcmoritz/arrow,icexelloss/arrow,wagavulin/arrow,apache/arrow,kou/arrow,itaiin/arrow,laurentgo/arrow,wesm/arrow,renesugar/arrow,yufeldman/arrow,apache/arrow,pcmoritz/arrow,pcmoritz/arrow,dremio/arrow,xhochy/arrow,icexelloss/arrow,laurentgo/arrow,renesugar/arrow,siddharthteotia/arrow,siddharthteotia/arrow,majetideepak/arrow,laurentgo/arrow,pcmoritz/arrow,icexelloss/arrow,xhochy/arrow,apache/arrow,wagavulin/arrow,itaiin/arrow,icexelloss/arrow,siddharthteotia/arrow,renesugar/arrow,dremio/arrow,pcmoritz/arrow,renesugar/arrow,itaiin/arrow,cpcloud/arrow,itaiin/arrow,icexelloss/arrow,icexelloss/arrow,wesm/arrow,wagavulin/arrow,dremio/arrow,icexelloss/arrow,renesugar/arrow,kou/arrow,renesugar/arrow,majetideepak/arrow,wesm/arrow,majetideepak/arrow,renesugar/arrow,pcmoritz/arrow,tebeka/arrow,wagavulin/arrow,majetideepak/arrow,xhochy/arrow,wesm/arrow,laurentgo/arrow,itaiin/arrow,renesugar/arrow,majetideepak/arrow,wesm/arrow,itaiin/arrow,itaiin/arrow,kou/arrow,icexelloss/arrow,kou/arrow,dremio/arrow,itaiin/arrow,kou/arrow,majetideepak/arrow,yufeldman/arrow,wagavulin/arrow,tebeka/arrow,apache/arrow,kou/arrow,apache/arrow,icexelloss/arrow