[unuran] download instead of bundle builtin and use CMake target

[ferdymercury]

No description provided.

[dpiparo]

thanks for this PR. The externals can be divided more or less in two categories: "easy" and "hard". In the "easy" category, one finds the ones that are easily installable via package managers, on linux or with Brew on mac. Unfortunately, Unuran is not "easy". Making it downloaded is certainly an opportunity to seize, maybe not immediately, since the package would not be easily available to users.

[github-actions]

Test Results

    22 files      22 suites   3d 1h 57m 33s ⏱️
 3 833 tests  3 832 ✅  1 💤 0 ❌
75 650 runs  75 632 ✅ 18 💤 0 ❌

Results for commit 009ad0c.

♻️ This comment has been updated with latest results.

[ferdymercury]

Unfortunately, Unuran is not "easy"

Yep. Ubuntu 22 does not have it. But Ubuntu 24 and 26 now have libunuran-dev package.

I think the current PR is now mature for review, it seems to build on all platforms.

A variant using LCG link with a smaller patch is here: #21946