Try putting gfortran and pthread last.

CMake/ConfigureCrossCompile.cmake

@@ -40,6 +40,5 @@ macro(search_openblas version)
   endif()
   find_library(GFORTRAN NAMES libgfortran.a)
   find_library(PTHREAD NAMES libpthread.a)
-  set(MLPACK_LIBRARIES ${MLPACK_LIBRARIES} ${GFORTRAN} ${PTHREAD})
-  message(STATUS "mlpack_libraries: ${MLPACK_LIBRARIES}")
+  set(CROSS_COMPILE_SUPPORT_LIBRARIES ${GFORTRAN} ${PTHREAD})
 endmacro()

CMakeLists.txt

@@ -7,8 +7,6 @@ include(CMake/Autodownload.cmake)
 include(CMake/ConfigureCrossCompile.cmake)
 include(CMake/CheckAtomic.cmake)
 
-message(STATUS "now mlpack_libraries ${MLPACK_LIBRARIES}")
-
 # First, define all the compilation options.
 # We default to debugging mode for developers.
 option(DEBUG "Compile with debugging information." OFF)
@@ -224,8 +222,6 @@ if (CMAKE_COMPILER_IS_GNUCC)
   set(MLPACK_LIBRARIES ${MLPACK_LIBRARIES} ${CMAKE_THREAD_LIBS_INIT})
 endif()
 
-message(STATUS "now 2nd mlpack_libraries ${MLPACK_LIBRARIES}")
-
 # Debugging CFLAGS.  Turn optimizations off; turn debugging symbols on.
 if (DEBUG)
   if (NOT MSVC)
@@ -481,6 +477,10 @@ if (BUILD_CLI_EXECUTABLES AND UNIX)
   endif ()
 endif ()
 
+# Finally, add any cross-compilation support libraries (they may need to come
+# last).  If we are not cross-compiling, no changes will happen here.
+set(MLPACK_LIBRARIES ${MLPACK_LIBRARIES} ${CROSS_COMPILE_SUPPORT_LIBRARIES})
+
 # Recurse into the rest of the project.
 add_subdirectory(src/mlpack)