<p>I followed the instructions given <a href="http://www.mlpack.org/docs/mlpack-2.0.2/doxygen.php?doc=build.html">here</a>, but on the <code>make</code> step, I get the following error:</p>

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

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