To solve the problem, GraphicsMagick needs to be rebuilt with the appropriate settings. See below for tracking dependencies and the reasoning behind each flag. Once done, the following commands should work to build GraphicsMagick.
32 --enable-shared --disable-static --with-magick-plus-plus=yes
As versions with higher values are not available on the repositories, the solution is to compile it. Octave needs then to be recompiled to use the freshly compiled Magick++ library.
=== Warning ===If you use QuantumDepth 32, all images will be read with that precision even if they were saved with 8bit. This means that a 100MB 8bit image will temporarly take 400MB memory before Octave resizes it back down to 100MB.
== Magick++ ==