Fix arrow install with custom INSTALL_PREFIX

If the recently added INSTALL_PREFIX does not point to /usr/local
in Linux then the bundled Thrift installation from the Arrow dependency
fails because it cannot locate Boost.

Boost was previously installed into the INSTALL_PREFIX but the Thrift CMake in Arrow
does not pass on any PREFIX_PATH settings to Thrift. The PREFIX_PATH is set to the
INSTALL_PREFIX and works with Arrow itself just fine.

The error would be

Could NOT find Boost (missing: Boost_INCLUDE_DIR) (Required is at least
  version "1.56")

Co-authored-by: Majeti Deepak <deepak.majeti@ibm.com>

scripts/setup-centos9.sh

@@ -194,7 +194,8 @@ function install_arrow {
     -DCMAKE_INSTALL_PREFIX=${INSTALL_PREFIX} \
     -DCMAKE_BUILD_TYPE=Release \
     -DARROW_BUILD_STATIC=ON \
-    -DThrift_SOURCE=BUNDLED
+    -DThrift_SOURCE=BUNDLED \
+    -DBOOST_ROOT=${INSTALL_PREFIX}
 
   (
     # Install thrift.

scripts/setup-ubuntu.sh

@@ -202,7 +202,8 @@ function install_arrow {
     -DCMAKE_INSTALL_PREFIX=${INSTALL_PREFIX} \
     -DCMAKE_BUILD_TYPE=Release \
     -DARROW_BUILD_STATIC=ON \
-    -DThrift_SOURCE=BUNDLED
+    -DThrift_SOURCE=BUNDLED \
+    -DBOOST_ROOT=${INSTALL_PREFIX}
 
   (
     # Install thrift.