Embedding mysql or other DB into rails apps

Is it possible to embed mysql directly into a rails app? mysql can be
compiled with the --with-embedded-server flag which produces a libmysqld
library that can be linked into an appliaction. This is probably not
possible with rails, right? The reason I would want to do such a thing
is that many hosting providers provide rails support but they provide
older versions of mysql. It would be neat as heck if a rails app could
embed mysql directly. Different apps could have different versions of
the DB depending on what they require.

Crazy idea, right?