This is an issue with static and/or dynamic linking in c++.
If you edit the Makefile, on about line 78 or 79 there should be a line that is commented out that says:
#LIB = -Llib/lib -lgsl -lgslcblas -dynamic -lpthread
If you uncomment this line (remove the beginning '#' sign) and comment the previous line (the one that has -Bstatic on it), this should compile.
Nathan