Add LeakSanitizer to our CI

[t-mat]

This issue partially continues #1007.

Since we don't have dedicated test for memory leak, introducing LeakSanitizer may help us much.

Introducing phases may be

(1) Install LeakSanitizer.
(2) Build and run each program and example with LeakSanitizer to detect basic memory leak.
(3) Optional : Create dedicated test case for specific memory leak pattern, if we will found.
(4) Optional : Measure coverage of LZ4/HC/F/File APIs and add new example which covers unused APIs (as a example and test).

[Cyan4973]

Don't we have valgrind tests already, able to catch memory leaks ?

Note that I'm in favor of introducing the Leak Sanitizer to CI, I think it's a good idea.
Even if the Leak Sanitizer doesn't detect any new leak, it's still valuable to deploy it in CI.
It's just that I believe we don't start from a blind place,
so I would expect a fairly good starting situation with regards to leaks.

[dpelle]

I see that asan is used in CI and asan includes lsan.
So unless I'm overlooking something, adding a lsan check would not add value.