On Windows and Mac the binary libraries for GSL  will need to be
installed. On Linux you will also need the header files for these libraries.

You can find GSL for different platforms here:

    1. Linux:  http://www.gnu.org/software/gsl/
    2. Mac:
          https://trac.macports.org/browser/trunk/dports/math/gsl/Portfile
          https://trac.macports.org/browser/trunk/dports/math/gsl-devel/Portfile
    3. Windows: http://gnuwin32.sourceforge.net/packages/gsl.htm