go to src/ and run

    make

The include Makefile was tested with gcc
under Mac and Linux. If you're not using gcc,
then you proably know more than I do and can
make the appropriate changes.


To make the Matlab mex files, either

1) in a shell, go to Matlab/ and run

    make

or,
2) in Matlab, go to Matlab/ and run

    compile_mex

which installs the mex files and runs
a simple test.
If you have Windows, this second option 
is undoubtedly much easier