IT++ (or itpp) is a library of Matlab-like functions. I was trying to install this as it contains a nice FastICA algorithm, but was having trouble compiling it on my laptop. I tried googling and found this, but it didn’t work for me. My issue was that it was not linking to the ATLAS library, which I required for fast computation. IT++ installed without it, but I wanted these features, so after wading through many options, I managed to root out the problem.