http://rt.cpan.org/Public/Dist/Display.html?Name=Math-GSL
checkout the bugs reported, and if it relevant to you and not yet solved, better look for other alternatives or contact the author.

Thanks for your answers. What I did was to go through all dependencies (bottom up) to discover which of the dependencies is causing the problem. For example, for a dependency of Test::Class I get:
cpan5> install Devel::Symdump
Running install for module 'Devel::Symdump'
Running make for A/AN/ANDK/Devel-Symdump-2.08.tar.gz
Prepending blib/arch and blib/lib of 20 build dirs to PERL5LIB; for 'get'
Has already been unwrapped into directory /home/sagiv/.cpan/build/Devel-Symdump-2.08-HnrO85
Prepending blib/arch and blib/lib of 20 build dirs to PERL5LIB; for 'make'
Has already been made
Prepending blib/arch and blib/lib of 20 build dirs to PERL5LIB; for 'test'
Running make test
Has already been tested successfully
Running make install
Already tried without success

How can I figure out what the problem is? I went through the list of reported problems but I don't think it's connected to mine. Thanks!

I forgot to add that when I do try to install Test::Class I get the following output (sorry, a bit long):
cpan2> install Test::Class
Running install for module 'Test::Class'
Running Build for A/AD/ADIE/Test-Class-0.31.tar.gz
Prepending blib/arch and blib/lib of 20 build dirs to PERL5LIB; for 'get'
Has already been unwrapped into directory /home/sagiv/.cpan/build/Test-Class-0.31-rrNJvY
Prepending blib/arch and blib/lib of 20 build dirs to PERL5LIB; for 'make'
Has already been made
Prepending blib/arch and blib/lib of 20 build dirs to PERL5LIB; for 'test'
Running Build test
t/00-load......................ok 1/1# Testing Test::Class::Load 0.03, Perl 5.010000, /usr/bin/perl
t/00-load......................ok
t/20-load-classes..............ok
t/21-load-subclassed...........ok
t/Tests........................ok
t/_new.........................ok
t/bad-autoloads................skipped
all skipped: need Contextual::Return
t/bailout......................ok
t/builder......................ok
t/compile......................ok
t/current_method...............ok
t/diag_on_failure..............ok
t/die_before_plan..............ok
t/expected_tests...............ok
t/fail1........................ok
t/fail2........................NOK 1/2
# Failed test 'fail2'
# at t/fail2.t line 37.
# STDOUT is:
# not ok 1 - The thing isa Object
# not ok 2 - cannot create Objects
#
# not:
# not ok 1 - The object isa Object
#
# not ok 2 - cannot create Objects
#
# as expected
# STDERR is:
# # Failed test 'The thing isa Object'
# # at t/fail2.t line 18.
# # (in Object::Test->_test_new)
# # The thing isn't defined
# # Failed test 'cannot create Objects'
# # at t/fail2.t line 18.
# # (in Object::Test->_test_new)
#
# not:
# /#\s+Failed\ test.*?\n?.*?at\ t\/fail2\.t line 18.*\n?/
#
# # (in Object::Test->_test_new)
#
# (?-xism:#\s+The object isn't defined\n)
# /#\s+Failed\ test.*?\n?.*?at\ t\/fail2\.t line 18.*\n?/
#
# # (in Object::Test->_test_new)
#
# as expected
t/fail2........................FAILED test 1
Failed 1/2 tests, 50.00% okay
t/fail3........................ok
t/header.......................ok
t/late_header..................ok
t/methodinfo...................ok
t/named_test...................ok
t/num_method_tests.............ok
t/num_tests....................ok
t/override.....................ok
t/rt15870......................ok
t/rt17264......................ok
t/run_all_tests................ok
t/runtests.....................ok
t/runtests_die.................NOK 1/1
# Failed test 'early die handled'
# at t/runtests_die.t line 33.
# STDOUT is:
# not ok 1 - The thing isa Object
# not ok 2 - test_object died (could not create object)
#
# not:
# not ok 1 - The object isa Object
#
# not ok 2 - test_object died (could not create object)
#
# as expected
# STDERR is:
# # Failed test 'The thing isa Object'
# # at t/runtests_die.t line 15.
# # (in Foo->test_object)
# # The thing isn't defined
# # Failed test 'test_object died (could not create object)'
# # at t/runtests_die.t line 32.
# # (in Foo->test_object)
#
# not:
# /#\s+Failed\ test.*?\n?.*?at\ t\/runtests_die\.t line 15.*\n?/
#
# # (in Foo->test_object)
#
# # The object isn't defined
#
# /#\s+Failed\ test.*?\n?.*?at\ t\/runtests_die\.t line 32.*\n?/
#
# # (in Foo->test_object)
#
# as expected
t/runtests_die.................FAILED test 1
Failed 1/1 tests, 0.00% okay
t/runtests_extra...............ok
t/runtests_noplan..............ok
t/runtests_of..................ok
t/runtests_result..............ok
t/runtests_return..............ok
t/runtests_trailing............ok
t/runtests_with_wrong_class....ok
t/show_plan_in_shutdown........ok
t/skip1........................FAILED test 1
Failed 1/1 tests, 0.00% okay
t/skip2........................ok
t/skip_class_reason............ok
t/spaces.......................ok
t/startup......................ok
t/startup_that_dies............ok
t/test_classes.................ok
t/test_deep....................ok
t/test_method..................ok
t/test_verbose.................ok
t/todo.........................ok
Failed Test Stat Wstat Total Fail List of Failed
-------------------------------------------------------------------------------
t/fail2.t 2 1 1
t/runtests_die.t 1 1 1
t/skip1.t 1 1 1
1 test skipped.
Failed 3/47 test scripts. 3/168 subtests failed.
Files=47, Tests=168, 5 wallclock secs ( 2.91 cusr + 0.72 csys = 3.63 CPU)
Failed 3/47 test programs. 3/168 subtests failed.
ADIE/Test-Class-0.31.tar.gz
./Build test -- NOT OK
//hint// to see the cpan-testers results for installing this module, try:
reports ADIE/Test-Class-0.31.tar.gz
Running Build install
make test had returned bad status, won't install without force
Failed during this command:
ADIE/Test-Class-0.31.tar.gz : make_test NO

Are you trying to install this module system-wide, or just locally (for yourself)? For a system-wide install you'll need to type "sudo cpan", so that you run as root, else you won't have permission to install the files where they need to go. If you just want it for yourself, you'll need to use something like "prefix=~/myperl" on the command line, to tell cpan to install the files locally. But then you'll need to set the PERL5LIB env variable (or else put a "use lib" in your script) so that your local libs will be seen.