For Debian, and Debian based distributions such as Ubuntu, specific solutions.
 Pre-compiled binaries
Binary packages for Octave and many Octave-Forge packages are provided by all versions of Debian and Ubuntu. These are the most well-tested binaries available and should work best for most users.
The GNU Octave Team on Launchpad maintains a PPA providing binary packages of the latest stable and unstable versions of Octave for all versions of Ubuntu. To set up your system to install these packages
sudo apt-add-repository ppa:octave/stable sudo apt-add-repository ppa:octave/unstable sudo apt-get update sudo apt-get install octave
 Compiling from source
The only tricky part is to install the dependencies. Once that is solved, installing from source should be as easy as ./configure && make && make install. See the manual for the configure options.
 The easy way
The easy way to install most of the necessary dependencies is to sudo apt-get build-dep octave. This will install all packages necessary to build and prepare a Debian package for the octave version available on your system repositories. However:
- will install unecessary packages related to the building of a Debian package;
- may miss some new dependencies;
- may install packages that are no longer octave dependencies.
 The right way
The best way is to select and install all the dependencies as listed on the INSTALL.OCTAVE file. The following is their package names in Debian repositories (they will have their own dependencies which your package maintainer will solve automatically).
- build tools
g++ gcc gfortran make
- external packages
libblas-dev liblapack-dev libpcre3-dev
- optional but strongly recommended. Check the Octave manual for more information on them. Packages marked with * are virtual packages (you'll have to pick one of the displayed versions).
Dependency Debian Squeeze Ubuntu X ARPACK libarpack2-dev cURL libcurl4-gnutls-dev FFTW3 libfftw3-dev FLTK libfltk-dev * fontconfig libfontconfig1-dev FreeType libfreetype6-dev GLPK libglpk-dev GNU Readline libreadline-dev gnuplot gnuplot GraphicsMagick++ libgraphicsmagick++-dev HDF5 libhdf5-serial-dev OpenGL libgl-dev * Qhull libqhull-dev QRUPDATE libqrupdate-dev SuiteSparse libsuitesparse-dev makeinfo texinfo zlib zlib1g-dev
 Building development version
If you are building development versions, you'll require some more packages as listed on etc/HACKING and INSTALL. Many of them will already be installed on your system.
Note that the current development release you shuld run ./bootstrap instead of the old ./autogen
- development tools
autoconf automake bison flex gperf gzip libtool make perl rsync tar
- dependencies for the development release
Dependency Debian Squeeze Ubuntu X GTK theme? gtk2-engines-pixbuf Java JDK openjdk-7-jdk LLVM libfftw3-dev QScintilla libqscintilla2-8 Qt libqtcore4 libqtwebkit4 libqt4-network libqtgui4