The gsl R package is a wrapper for the GSL C library (note capitalization).

Installing gsl from source requires you to download and install GSL
first.  Ensure that you can compile and run a simple test program such
as the example program near the start of the GSL Reference Manual.

You will need at least GSL version 2.5: using earlier versions will
give errors such as

error: too few arguments to function 'gsl_sf_ellint_D_e'


Some linux users report that is is possoble to go to the Ubuntu
Software Center and install "GNU Scientific Library (GSL) --
development package", which has the name "libgsl0-dev".

If the gsl R package builds successfully but will not load, make sure
to inform your system linker/loader where to find the GSL libraries
used to compile it.  That step may be missed when using a manual GSL
installation as opposed to one performed by a package manager.