I recently downloaded the latest stable release of Gnu Octave, and was attempting to build and install it on my machine (Ubuntu 10.0.4 LTS 64bit).
When I run ./confi
Try to run this
apt-get install libblas-dev libatlas-dev liblapack-dev
All libraries, required by octave package in ubuntu are listed here: http://packages.ubuntu.com/lucid/octave3.2 and to build new octave you need -dev packages of some listed libs.
The octave in ubuntu configured in rather maximal way - many optional parts of octave are turned on, and this leads to big list of libraries required.
To get most development (-dev) packages required by octave you can run:
apt-get install octave3.2-headers
which installs -dev-like package http://packages.ubuntu.com/lucid/octave3.2-headers of octave itself. This package depends on minimal -dev set and they will be installed after this command.