It is referring to the standard C math library. I doubt this is what is actually causing the issue, but you can verify this specifically if what Corion said doesn't lead you to the root problem.

Create a basic C file:

// test.c

#include <math.h>

int main (){
    return 0;
}
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Then compile it:

gcc test.c -lm
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If you don't get errors (which I highly expect you won't), the problem is due to finding the libxml libraries and you'll have to focus there.