How to install c++ library on linux

Question

I am a noob in Linux environment.
I am using ubuntu 13.10 and I want to install Armadillo. The readme file said that I should install three other libraries first, LAPACK, BL

Answer 1

Edit: While my answer is correct, @Pauls's answer will get you to where you need to go, much faster. Assuming you can live with the ubuntu system default configuration of the LAPACK and friends.

http://www.netlib.org/lapack/lawn81/node10.html Explains the steps to install LAPACK.