Octave is included with
RedHat. If you are still using an old version of RedHat and want a newer version of octave, your best options are to consider updating your distribution to a recent Fedora release or compile octave from source.
Note that RH 7.x distributions (as well as
RedHat Enterprise Linux 2.1) have included an old version of GCC (pre 3.x). It is known that GCC 2.96 (included in RH7.3) can compile octave (as of version 2.1.57), but the resulting binary will be bad. RedHat made available RPMs for GCC 3.1-5 through http://rhn.redhat.com (those RPMs may be available on other RPM repositories).
=SUSE Linux Enterprise and openSUSE=