Sorry should have added that line straight away:
libtool: link: gcc -std=gnu99 -Wall -W -Wwrite-strings -Wstrict-prototypes 
-Wpointer-arith -Wno-sign-compare -Wmissing-prototypes -g -O2 
-Wdeclaration-after-statement -o src/ui/terminal/.libs/pspp -pthread  
src/ui/terminal/.libs/libui.a src/ui/.libs/libuicommon.a src/.libs/libpspp.so 
src/.libs/libpspp-core.so /usr/lib/i386-linux-gnu/libpangocairo-1.0.so 
/usr/lib/i386-linux-gnu/libpango-1.0.so /usr/lib/i386-linux-gnu/libcairo.so 
/usr/lib/i386-linux-gnu/libgobject-2.0.so 
/usr/lib/i386-linux-gnu/libgmodule-2.0.so 
/usr/lib/i386-linux-gnu/libgthread-2.0.so -lrt 
/usr/lib/i386-linux-gnu/libglib-2.0.so -L/usr/lib -lncurses -ltinfo -lreadline 
-lgslcblas -lz -lm -pthread
So no -lgsl, but only -lgslcblas
In config.log there is lots of stuff, not sure what you are after. This line 
looks like it might be related?:LIBS=' -lgslcblas -lz -lm  '
Thanks,
Kees

> From: [email protected]
> To: [email protected]
> CC: [email protected]
> Subject: Re: building pspp
> Date: Tue, 6 Sep 2011 21:43:47 -0700
> 
> friedrich nietzsche <[email protected]> writes:
> 
> > So far, so good, but make fails with the following error:
> >
> > /usr/bin/ld: src/ui/terminal/.libs/libui.a(src_ui_terminal_libui_la-main.o):
> > undefined reference to symbol 'gsl_set_error_handler_off'
> > /usr/bin/ld: note: 'gsl_set_error_handler_off' is defined in DSO /usr/lib/
> > libgsl.so.0 so try adding it to the linker command line
> > /usr/lib/libgsl.so.0: could not read symbols: Invalid operation
> > collect2: ld returned 1 exit status
> 
> What's the command invocation that fails with this error?  Is
> "-lgsl" part of it?  What's in config.log?
> -- 
> Ben Pfaff 
> http://benpfaff.org
                                          
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