Index._engine creates cyclic reference
#### Code Sample, a copy-pastable example if possible

```python
import gc
import pandas as pd

gc.disable()

idx = pd.Int64Index(data=[0])

# trigger a call to idx._engine using public API, but a unit test might also be
# able to use the private API here
idx.is_monotonic_increasing
del idx

remaining_indices = [o for o in gc.get_objects() if isinstance(o, pd.Int64Index)]
assert remaining_indices == []
```
#### Problem description

The (indirect) call to `idx._engine` creates a cyclic reference, therefore indices are not removed without calling the GC:

```python
import objgraph
objgraph.show_backrefs(
    remaining_indices,
    filename='obj.png',
    shortnames=False,
    max_depth=10,
)
```

![obj](https://user-images.githubusercontent.com/1529400/61873731-f6553080-aee6-11e9-8f2f-6e50c881ada5.png)

On certain payloads (e.g. on `dask.distributed` clusters), this might increase memory consumptions significantly.

#### Expected Output
Index is cleared on `del idx` call.

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.6.6.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.9.125-linuxkit
machine          : x86_64
processor        :
byteorder        : little
LC_ALL           : en_US.UTF-8
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 0.25.0
numpy            : 1.16.4
pytz             : 2019.1
dateutil         : 2.8.0
pip              : 10.0.1
setuptools       : 39.1.0
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : None
IPython          : None
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : None
IPython          : None
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
matplotlib       : None
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
s3fs             : None
scipy            : None
sqlalchemy       : None
tables           : None
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : None

</details>
