Determining if the pthread_create exist failed with the following output:
Change Dir: /home/diego/caffe/CMakeFiles/CMakeTmp

Run Build Command:"/usr/bin/make" "cmTC_29a70/fast"
/usr/bin/make -f CMakeFiles/cmTC_29a70.dir/build.make CMakeFiles/cmTC_29a70.dir/build
make[1]: Entering directory '/home/diego/caffe/CMakeFiles/CMakeTmp'
Building C object CMakeFiles/cmTC_29a70.dir/CheckSymbolExists.c.o
/usr/bin/cc    -o CMakeFiles/cmTC_29a70.dir/CheckSymbolExists.c.o   -c /home/diego/caffe/CMakeFiles/CMakeTmp/CheckSymbolExists.c
Linking C executable cmTC_29a70
/usr/bin/cmake -E cmake_link_script CMakeFiles/cmTC_29a70.dir/link.txt --verbose=1
/usr/bin/cc      -rdynamic CMakeFiles/cmTC_29a70.dir/CheckSymbolExists.c.o  -o cmTC_29a70 
CMakeFiles/cmTC_29a70.dir/CheckSymbolExists.c.o: In function `main':
CheckSymbolExists.c:(.text+0x14): undefined reference to `pthread_create'
CheckSymbolExists.c:(.text+0x18): undefined reference to `pthread_create'
collect2: error: ld returned 1 exit status
CMakeFiles/cmTC_29a70.dir/build.make:97: recipe for target 'cmTC_29a70' failed
make[1]: *** [cmTC_29a70] Error 1
make[1]: Leaving directory '/home/diego/caffe/CMakeFiles/CMakeTmp'
Makefile:126: recipe for target 'cmTC_29a70/fast' failed
make: *** [cmTC_29a70/fast] Error 2

File /home/diego/caffe/CMakeFiles/CMakeTmp/CheckSymbolExists.c:
/* */
#include <pthread.h>

int main(int argc, char** argv)
{
  (void)argv;
#ifndef pthread_create
  return ((int*)(&pthread_create))[argc];
#else
  (void)argc;
  return 0;
#endif
}

Determining if the function pthread_create exists in the pthreads failed with the following output:
Change Dir: /home/diego/caffe/CMakeFiles/CMakeTmp

Run Build Command:"/usr/bin/make" "cmTC_b46ef/fast"
/usr/bin/make -f CMakeFiles/cmTC_b46ef.dir/build.make CMakeFiles/cmTC_b46ef.dir/build
make[1]: Entering directory '/home/diego/caffe/CMakeFiles/CMakeTmp'
Building C object CMakeFiles/cmTC_b46ef.dir/CheckFunctionExists.c.o
/usr/bin/cc   -DCHECK_FUNCTION_EXISTS=pthread_create   -o CMakeFiles/cmTC_b46ef.dir/CheckFunctionExists.c.o   -c /usr/share/cmake-3.10/Modules/CheckFunctionExists.c
Linking C executable cmTC_b46ef
/usr/bin/cmake -E cmake_link_script CMakeFiles/cmTC_b46ef.dir/link.txt --verbose=1
/usr/bin/cc  -DCHECK_FUNCTION_EXISTS=pthread_create    -rdynamic CMakeFiles/cmTC_b46ef.dir/CheckFunctionExists.c.o  -o cmTC_b46ef -lpthreads 
/usr/bin/ld: cannot find -lpthreads
collect2: error: ld returned 1 exit status
CMakeFiles/cmTC_b46ef.dir/build.make:97: recipe for target 'cmTC_b46ef' failed
make[1]: *** [cmTC_b46ef] Error 1
make[1]: Leaving directory '/home/diego/caffe/CMakeFiles/CMakeTmp'
Makefile:126: recipe for target 'cmTC_b46ef/fast' failed
make: *** [cmTC_b46ef/fast] Error 2