[cmake] stop using file(GLOB)

[jameslamb]

Proposes the following changes to CMake files here:

• using variable name LGBM_SOURCES instead of SOURCES
  • (to reduce the risk of possible conflicts with CMake... "SOURCES" is just a very generic name and I could see it having a special meaning in CMake in the future)
• explicitly listing sources instead of using file(GLOB)

Notes for Reviewers

Why explicitly list sources?

• reduces the risk of accidentally including files from local development that shouldn't be included
• helps CMake to detect when it needs to change the generated build system

This is explicitly recommended in the CMake docs for file() (link).

Note We do not recommend using GLOB to collect a list of source files from your source tree. If no CMakeLists.txt file changes when a source is added or removed then the generated build system cannot know when to ask CMake to regenerate.

More discussion about this topic:

• https://stackoverflow.com/questions/32411963/why-is-cmake-file-glob-evil
• https://stackoverflow.com/a/1060061/3986677
• https://gist.github.com/mbinna/c61dbb39bca0e4fb7d1f73b0d66a4fd1#dont-use-fileglob-in-projects
• https://cliutils.gitlab.io/modern-cmake/chapters/intro/dodonot.html
  • "Don't GLOB files"

I feel the set of files in LightGBM is small enough, and changes infrequently enough, that it's worth doing this in exchange for being more explicit.

[StrikerRUS]

Thanks!
Checked manually that no one file was missed.