gsl-config script.
apt-cache search libgsl | grep developmentIt should return either
libgsl0-dev or
libgls-dev, depending on your system. Install this package,
sudo apt-get install libgsl0-devor
sudo apt-get install libgsl-devThe HomeBrew users should (apparently) use the command
brew install gsl
Alternatively, you can download the source code and build the library on your box.