tar xvf gsl-2.5.0.tar.gz
cd gsl-2.5.0
mkdir build
cd build
../configure --prefix=/path/to/GSL
make -j 32
make install
export LIBRARY_PATH=/path/to/GSL/lib:$LIBRARY_PATH
export LD_LIBRARY_PATH=/path/to/GSL/lib:$LD_LIBRARY_PATH
export CPLUS_INCLUDE_PATH=/path/to/GSL/include:$CPLUS_INCLUDE_PATH
export C_INCLUDE_PATH=/path/to/GSL/include:$C_INCLUDE_PATH