$ sudo apt-get install libqhull-dev libpcre++-dev libblas-dev liblapack-dev libreadline-dev
$ sudo apt-get install libcurl4-openssl-dev libfltk1.3-dev libgraphicsmagick++-dev libhdf5-serial-dev libqrupdate-dev libsuitesparse-metis-dev
$ sudo apt-get install g++ gfortran gperf flex bison libfontconfig1-dev glpk

$ ./configure --prefix=/home/bachi/octave36

   ./run-octave    - to run in place to test before installing
   make check      - to run the tests
   make install    - to install (PREFIX=/home/bachi/octave36)

Quelle: Compiling octave 3.6.1 on Debian Testing