The PID library isn't supported by the Galileo Board. You can check which are the current supported libraries in this document: Intel® Galileo Release Notes (1.0.0)
I found a detailed explanation about the PID library code, so I'll recommend you to follow this explanation in order to write your own PID library version: Improving the Beginner’s PID
Let us know if this information was helpful for you. Have a nice day!
Thanks for the quick response Diego.
I looked at the list of supported libraries ... it is a pretty short list given what is out there Hopefully there are plans to expand, as I am impressed with the capabilities of the Galileo.
I have already coded a basic PID controller, and had stumbled across the same site giving a great treatment of how to implement a better one ... I was just hoping to pick up the library if it were available.