This OpenMP library finding code is from ImageMagick's configure.ac

http://bugs.gentoo.org/314095

--- a/configure.in
+++ b/configure.in
@@ -44,6 +44,20 @@
 CFLAGS="$CFLAGS $OPENMP_CFLAGS"
 CXXFLAGS="$CXXFLAGS $OPENMP_CXXFLAGS"
 
+dnl Find OpenMP library
+GOMP_LIBS=''
+if test "$enable_openmp" != 'no'; then
+  if test "${GCC}" = "yes"; then
+    AC_CHECK_LIB(gomp,GOMP_parallel_start,GOMP_LIBS="-lgomp",,)  # gcc
+  else
+    AC_CHECK_LIB(mtsk,sunw_mp_register_warn,GOMP_LIBS="-lmtsk",,)  # solaris cc
+    AC_CHECK_LIB(xlsmp,_xlsmpFlush,GOMP_LIBS="-lxlsmp",,)  # AIX xlc
+    AC_CHECK_LIB(mp,mp_destroy,GOMP_LIBS="-lmp",,)  # SGI IRIX 6.5 MIPSpro C/C++
+  fi
+  LIBS="$GOMP_LIBS $LIBS"
+fi
+AC_SUBST(GOMP_LIBS)
+
 dnl files to be generated 
 AC_OUTPUT(Makefile inc/Makefile inc/Minuit2/Makefile inc/Math/Makefile src/Makefile 
   doc/Doxyfile doc/Makefile test/Makefile test/MnSim/Makefile 
--- a/src/Makefile.am
+++ b/src/Makefile.am
@@ -9,6 +9,8 @@
 # The convenience library to be built.
 lib_LTLIBRARIES = libMinuit2.la
 
+libMinuit2_la_LIBADD = $(GOMP_LIBS)
+
 libMinuit2_la_SOURCES =				\
          AnalyticalGradientCalculator.cxx	\
          BasicMinimumError.cxx			\