Just in case you would be in this situation (and given the fact I couldn’t find online information about it), if you are ever installing the mysql2 gem on a Debian Wheezy system with MariaDB 10 (I would guess a rather rare situation), you might get this error:

# gem install mysql2 -v=0.3.11
Building native extensions. This could take a while...
ERROR: Error installing mysql2:
 ERROR: Failed to build gem native extension.

 /usr/bin/ruby1.9.1 extconf.rb
checking for rb_thread_blocking_region()... yes
checking for rb_wait_for_single_fd()... yes
checking for mysql_query() in -lmysqlclient... no
checking for main() in -lm... yes
checking for mysql_query() in -lmysqlclient... no
checking for main() in -lz... yes
checking for mysql_query() in -lmysqlclient... no
checking for main() in -lsocket... no
checking for mysql_query() in -lmysqlclient... no
checking for main() in -lnsl... yes
checking for mysql_query() in -lmysqlclient... no
checking for main() in -lmygcc... no
checking for mysql_query() in -lmysqlclient... no
*** extconf.rb failed ***
Could not create Makefile due to some reason, probably lack of
necessary libraries and/or headers. Check the mkmf.log file for more
details. You may need configuration options.

Provided configuration options:
 --with-opt-dir
 --without-opt-dir
 --with-opt-include
 --without-opt-include=${opt-dir}/include
 --with-opt-lib
 --without-opt-lib=${opt-dir}/lib
 --with-make-prog
 --without-make-prog
 --srcdir=.
 --curdir
 --ruby=/usr/bin/ruby1.9.1
 --with-mysql-config
 --without-mysql-config
 --with-mysql-dir
 --without-mysql-dir
 --with-mysql-include
 --without-mysql-include=${mysql-dir}/include
 --with-mysql-lib
 --without-mysql-lib=${mysql-dir}/lib
 --with-mysqlclientlib
 --without-mysqlclientlib
 --with-mlib
 --without-mlib
 --with-mysqlclientlib
 --without-mysqlclientlib
 --with-zlib
 --without-zlib
 --with-mysqlclientlib
 --without-mysqlclientlib
 --with-socketlib
 --without-socketlib
 --with-mysqlclientlib
 --without-mysqlclientlib
 --with-nsllib
 --without-nsllib
 --with-mysqlclientlib
 --without-mysqlclientlib
 --with-mygcclib
 --without-mygcclib
 --with-mysqlclientlib
 --without-mysqlclientlib


Gem files will remain installed in /var/lib/gems/1.9.1/gems/mysql2-0.3.11 for inspection.
Results logged to /var/lib/gems/1.9.1/gems/mysql2-0.3.11/ext/mysql2/gem_make.out

If you find yourself in that situation, the solution is apparently to first issue an

apt-get install libmariadbd-dev

And then repeat the gem install mysql2 command. Done.