Jemalloc under CYGWIN

[Yucong Sun]

I'm sorry, I got distracted from this issue and hadn't make any progress.

One thing specifically I need to be able to work on this issue is some
information describing how to build/test cygwin lib (rather than using
it). I couldn't find any information on the website, (or I havn't look
deeply enough).

Cheers.

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