Ubuntu 16.04 uses version 3.x for CMake which supports 'matlab_add_mex' function which is there inside FindMatlab package. It is not there in CMake version 2.8 which you have by default on Ubuntu 14.04. I expect that upgrading to CMake version 3.3.2 or higher should resolve the error.
Below is the link that might be useful for you to upgrade CMake to a higher version:
This link uses wget http://www.cmake.org/files/v3.2/cmake-3.2.2.tar.gz instead of which you can get 3.3.2 using
wget https://cmake.org/files/v3.3/cmake-3.3.2.tar.gz
Hope this helps.
