The linalg package just updated about two weeks ago, first since 2004, so it has some updates. Unfortunately, there's no easy gem to install. You'll have to download the tar, and then run
sudo ruby install.rb
Of course, you'll run into some problems, unless you have other packages installed:
sudo apt-get install lapack3 lapack3-dev libg2c0-dev
Don't worry, if you don't like it, you can run uninstall. Read INSTALL file for more directions.
I use to wonder how people knew which packages to look for. Apparently, you look at the output and see what files the configure is crapping out on. Then use apt-file to search for which package the file is in. It's one of those basic things that seems not mentioning in hindsight. Like calling "source ~/.bashrc" after you've edited your bash files. No one ever mentions that.
sudo apt-get install apt-file
sudo apt-file update
apt-file list g2c.h
Knowing that, you'll know how to fish, and I'll not post how to install stuff in the future.