Evince is the default document viewer to view PDF files in Ubuntu. It is known by the generic name Document Viewer. It is a good PDF viewer with one niggling problem: it is not obvious how to jump back to the last location in the PDF when you click a link. This type of button or command is typically used in PDF viewers for navigating back through the page history. It is similar to the Back operation in browsers.
This functionality is there in Evince, just hidden. Right-click on the toolbar and choose Toolbar to open the Toolbar Editor. In its dialog choose the Back button and drag it to the toolbar and close the dialog. You can now navigate back to earlier pages in a PDF document using this button.
Tried with: Evince 3.4.0 and Ubuntu 12.04