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

[kou]

"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....

[wesm]

+1, thanks @kou! I guess my prior attempt at fixing this did not work

[xhochy]

Note that when using ninja instead of make these things are actually spotted much earlier as the dependency resolver is a bit more strict (although it is still non-deterministic in this case). Due to not having any CUDA enabled device, I have never built the GPU support, thus my ninja workflow was not triggered here :)