It appears that pc files are not being created (or at least installed) for the libraries that provide thread-related functions, which makes it difficult to automatically discover if these libraries are available. PR #52 describes nicely FFTW's position on threading, but since functions like fftw[f]_threads_init are provided by the FFTW *_threads libraries, those FFTW libraries need to be discoverable, even if their pkg-config files leave the actual thread linking to the application (e.g., -lpthread).