Welcome to LQ.
It's usually some missing prerequisites.
Debian, Ubuntu etc. : (sudo) apt-get install \
g++ g++-4.4 make patch autoconf automake libtool libxmu-dev xgraph
Fedora, CentOS etc. : # yum install \
gcc-c++ compat-gcc-34-c++ automake autoconf libtool libX11-devel \
libXext-devel libXau-devel libXmu-devel xorg-x11-proto-devel
.