[mlpack-git] [mlpack/mlpack] Compilation error (#719)

[Anukul Sangwan]

I followed the instructions given [here](http://www.mlpack.org/docs/mlpack-2.0.2/doxygen.php?doc=build.html), but on the `make` step, I get the following error:

`➜  build make                                        
[  1%] Updating arma_config.hpp (if necessary)
[  1%] Built target mlpack_arma_config
Moving header files to include/mlpack/
[  1%] Built target mlpack_headers
[  2%] Building CXX object src/mlpack/CMakeFiles/mlpack.dir/core/dists/discrete_distribution.cpp.o
In file included from /usr/include/armadillo:84:0,
                 from /home/anukul/dl/mlpack-2.0.2/src/mlpack/../mlpack/core/arma_extend/arma_extend.hpp:52,
                 from /home/anukul/dl/mlpack-2.0.2/src/mlpack/../mlpack/prereqs.hpp:78,
                 from /home/anukul/dl/mlpack-2.0.2/src/mlpack/../mlpack/core.hpp:206,
                 from /home/anukul/dl/mlpack-2.0.2/src/mlpack/core/dists/discrete_distribution.hpp:18,
                 from /home/anukul/dl/mlpack-2.0.2/src/mlpack/core/dists/discrete_distribution.cpp:14:
/usr/include/armadillo_bits/include_superlu.hpp:91:53: fatal error: /usr/include/SuperLU43/supermatrix.h: No such file or directory
   #include ARMA_INCFILE_WRAP(ARMA_SLU_SUPERMATRIX_H)
                                                     ^
compilation terminated.
src/mlpack/CMakeFiles/mlpack.dir/build.make:62: recipe for target 'src/mlpack/CMakeFiles/mlpack.dir/core/dists/discrete_distribution.cpp.o' failed
make[2]: *** [src/mlpack/CMakeFiles/mlpack.dir/core/dists/discrete_distribution.cpp.o] Error 1
CMakeFiles/Makefile2:234: recipe for target 'src/mlpack/CMakeFiles/mlpack.dir/all' failed
make[1]: *** [src/mlpack/CMakeFiles/mlpack.dir/all] Error 2
Makefile:138: recipe for target 'all' failed
make: *** [all] Error 2
`

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