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, BLAS and ATLAS.

I downloaded lapack-3.5.0, but I don't know how to install it(I only know apt-get install for installation). I found the installation steps inside the readme file as:

• LAPACK can be installed with make. Configuration have to be set in the make.inc file. A make.inc.example for a Linux machine running GNU compilers is given in the main directory. Some specific make.inc are also available in the INSTALL directory
  
• LAPACK includes also the CMAKE build. You will need to have CMAKE installed on your machine (CMAKE is available at http://www.cmake.org/). CMAKE will allow an easy installation on a Windows Machine
  
  

I have installed make and cmake but what should I do next?
I would like to ask for a big picture about this kind(compile from source? I am not sure is this the correct discription) of installation concept and also steps for installation.
My understanding about installation is only come from installing a game in Windows that is specifying a path and then input install command and then finish. Is that similar to this case?

Answer 1

1. From a linux terminal at the console, enter sudo synaptic

   Synaptic is basically a GUI built around apt-get and related commands.

   A window will appear, like this one:

   

2. In the "Quick filter" box, enter each of these to seach for packages and then checkbox select the various packages if they are unselected. You probably want the -dev versions to get the C/C++ headers and the -doc packages to get the man pages, as well as the main package:

   • libblas
   • liblapack
   • libatlas
3. Click the green apply checkmark and the packages will be downloaded and installed
4. Enjoy!

Note: sometimes people need the very latest libraries, for bugfixes, extra features, but the ones available through synaptic will be older, from your official linux distribution archive. This can be fixed by adding ppa repositories with the add-apt-repository command, if there is a ppa repository with the latest code somewhere and you know its name/address.

If you need to do this on a VPS over ssh in text mode, and you can't get synaptic running, you can go back to apt-get. If you can run synaptic locally, you can use it to scout the package names. Or, you can use apt-cache search blas | less to search for package descriptions containing the string "blas".

Answer 2

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.