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In order to use rb-gsl with NMatrix you must first set the NMATRIX environment variable and then install rb-gsl: gem install nmatrix export NMATRIX=1 gem install rb-gsl
This will compile rb-gsl with NMatrix specific functions.
For using rb-gsl with NArray: gem install narray export NARRAY=1 gem install rb-gsl
Note that setting both NMATRIX and NARRAY variables will lead to undefined behaviour. Only one can be used at a time.
I also noticed that rb-gsl hasn't been updated since 2017, and so is most likely unmaintained: