Your arduino doesn't have anything like enough power to run a sql database
To be precise it wouldn't need to host the server, just the client access libraries.
[me@mypc] ls -lha /usr/lib/libmysqlclient.so.16.0.0
-rw-r--r-- 1 root root 2,1M 2011-02-10 10:30 /usr/lib/libmysqlclient.so.16.0.0
That's on a 64 bit Ubuntu installation.