[http://www.gnu.org/software/octave/doc/interpreter/Installation.html#Installation More detailed instructions]
for building from source are included in the Octave manual.
Finally, to install Octave on your system run
Alternatively, If you have checkinstall on your system issue
This will create a deb from the sources and register the installation with dpkg.
will create RPM package which you can install using your package manager in RPM based
=System Specific Instructions=