Use quicklisp and follow the instructions. You will need to make sure that the libraries and header files associated with GNU Scientific Library (GSL) and libffi are installed; your distribution may name these libgsl0-dev and libffi-dev. Once they are installed and you have loaded the quicklisp file:
To test your installation:
The result should look something like:
Unit Test Summary | 3997 assertions total | 3992 passed | 5 failed | 6 execution errors | 0 missing tests
You may see more failures; if you are not on a 64 bit platform you will see fewer assertions.
This software is distributed under the GPL ; see the file COPYING. There is absolutely no warranty.