PGI ships basic lapack and blas libraries as well as AMD’s ACML. For ATLAS, you’ll need to build or obtain a copy from http://sourceforge.net/projects/math-atlas/.
As for libpgthread.so, you can simply change all of these references to “libpthread”. or add a link in the PGI lib directory from libpgthread.so and libpgthread.a to your system’s libpthread.so and libpthread.a libraries. libpgthread was used as work around to a bug in Red Hat 7.3’s pthread library. On all other systems, libpgthread was a link to libpthread. As of the 7.0, we no longer add this link.
Hope this helps,