Trac #28829: suitesparse does not build on Cygwin

{{{
[suitesparse-5.6.0] gcc -L/home/embray/src/sagemath/sage-
python3/local/lib -Wl,-rpath,/home/embray/src/sagemath/sage-
python3/local/lib  -L/home/embray/src/sagemath/sage-python3/local/lib
-L/home/embray/src/sagemath/sage-python3/local/lib
-L/home/embray/src/sagemath/sage-python3/local/lib -shared -Wl,-soname
-Wl,libamd.so.2 -Wl,--no-undefined amd_i_aat.o amd_i_1.o amd_i_2.o
amd_i_dump.o amd_i_postorder.o amd_i_defaults.o amd_i_post_tree.o
amd_i_order.o amd_i_control.o amd_i_info.o amd_i_valid.o
amd_i_preprocess.o amd_l_aat.o amd_l_1.o amd_l_2.o amd_l_dump.o
amd_l_postorder.o amd_l_defaults.o amd_l_post_tree.o amd_l_order.o
amd_l_control.o amd_l_info.o amd_l_valid.o amd_l_preprocess.o -o
/home/embray/src/sagemath/sage-python3/local/lib/libamd.so.2.4.6 -lm
-lsuitesparseconfig
[suitesparse-5.6.0] /usr/lib/gcc/x86_64-pc-
cygwin/7.4.0/../../../../x86_64-pc-cygwin/bin/ld: cannot find
-lsuitesparseconfig
[suitesparse-5.6.0] collect2: error: ld returned 1 exit status
}}}

The description in #22380 indicates that it was included at one point as
''part'' of cvxopt, but I never had any problems related to this before.

URL: https://trac.sagemath.org/28829
Reported by: embray
Ticket author(s): Erik Bray
Reviewer(s): François Bissey