To run a program linked with the shared version of the library it may be
necessary to define the shell variable LD_LIBRARY_PATH to include
the directory where the library is installed. For example,
LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH ./app
To compile a statically linked version of the program instead, use the
-static flag in gcc,
gcc -static app.o -lgsl -lgslcblas -lm