Summary:
Currently RocksDB silently ignores this issue and doesn't compress the data. Based on discussion, we agree that this is pretty bad because it can cause confusion for our users.

This patch fails DB::Open() if we don't support the compression that is specified in the options.

Test Plan: make check with LZ4 not present. If Snappy is not present all tests will just fail because Snappy is our default library. We should make Snappy the requirement, since without it our default DB::Open() fails.

Reviewers: sdong, MarkCallaghan, rven, yhchiang

Reviewed By: yhchiang

Subscribers: dhruba, leveldb

Differential Revision: https://reviews.facebook.net/D39687