That is what happend:

==================
All 1 tests passed
==================
make[2]: Leaving directory
`/files/c1t4d0s3/zpr/scratch/achim/gsl-0.8-build/ieee-utils'
make[1]: Leaving directory
`/files/c1t4d0s3/zpr/scratch/achim/gsl-0.8-build/ieee-utils'
Making check in cblas
make[1]: Entering directory
`/files/c1t4d0s3/zpr/scratch/achim/gsl-0.8-build/cblas'
make  test
make[2]: Entering directory
`/files/c1t4d0s3/zpr/scratch/achim/gsl-0.8-build/cblas'
/zpr/gcc/2.95.3/bin/gcc -DHAVE_CONFIG_H -I. -I../../gsl-0.8/cblas -I..
-I../../gsl-0.8    -g -O2 -c ../../gsl-0.8/cblas/test.c
[... and so on ...]

/bin/sh ../libtool --mode=link /zpr/gcc/2.95.3/bin/gcc  -g -O2  -o test
test.o test_amax.o test_asum.o test_axpy.o test_copy.o test_dot.o
test_gbmv.o test_gemm.o test_gemv.o test_ger.o test_hbmv.o test_hemm.o
test_hemv.o test_her.o test_her2.o test_her2k.o test_herk.o test_hpmv.o
test_hpr.o test_hpr2.o test_nrm2.o test_rot.o test_rotg.o test_rotm.o
test_rotmg.o test_sbmv.o test_scal.o test_spmv.o test_spr.o test_spr2.o
test_swap.o test_symm.o test_symv.o test_syr.o test_syr2.o test_syr2k.o
test_syrk.o test_tbmv.o test_tbsv.o test_tpmv.o test_tpsv.o test_trmm.o
test_trmv.o test_trsm.o test_trsv.o libgslcblas.la
../ieee-utils/libgslieeeutils.la ../err/libgslerr.la ../test/libgsltest.la
../sys/libgslsys.la -lm 
/zpr/gcc/2.95.3/bin/gcc -g -O2 -o .libs/test test.o test_amax.o
test_asum.o test_axpy.o test_copy.o test_dot.o test_gbmv.o test_gemm.o
test_gemv.o test_ger.o test_hbmv.o test_hemm.o test_hemv.o test_her.o
test_her2.o test_her2k.o test_herk.o test_hpmv.o test_hpr.o test_hpr2.o
test_nrm2.o test_rot.o test_rotg.o test_rotm.o test_rotmg.o test_sbmv.o
test_scal.o test_spmv.o test_spr.o test_spr2.o test_swap.o test_symm.o
test_symv.o test_syr.o test_syr2.o test_syr2k.o test_syrk.o test_tbmv.o
test_tbsv.o test_tpmv.o test_tpsv.o test_trmm.o test_trmv.o test_trsm.o
test_trsv.o  ./.libs/libgslcblas.so ../ieee-utils/.libs/libgslieeeutils.al
../err/.libs/libgslerr.al ../test/.libs/libgsltest.al
../sys/.libs/libgslsys.al -lm -R/zpr/scratch/gsl-0.8/lib
ld: warning: relocation error: R_SPARC_32: file test_rotg.o: symbol .LLC5:
        external symbolic relocation against non-allocatable section
.stab;
        cannot be processed at runtime: relocation ignored
ld: warning: relocation error: R_SPARC_32: file test_rotg.o: symbol
.LLC27:
        external symbolic relocation against non-allocatable section
.stab;
        cannot be processed at runtime: relocation ignored
ld: warning: relocation error: R_SPARC_32: file test_rotg.o: symbol
.LLC109:
        external symbolic relocation against non-allocatable section
.stab;
        cannot be processed at runtime: relocation ignored
ld: warning: relocation error: R_SPARC_32: file test_rotg.o: symbol
.LLC110:
        external symbolic relocation against non-allocatable section
.stab;
        cannot be processed at runtime: relocation ignored
ld: warning: relocation error: R_SPARC_32: file test_rotg.o: symbol
.LLC115:
        external symbolic relocation against non-allocatable section
.stab;
        cannot be processed at runtime: relocation ignored
ld: warning: relocation error: R_SPARC_32: file test_rotg.o: symbol
.LLC116:
        external symbolic relocation against non-allocatable section
.stab;
        cannot be processed at runtime: relocation ignored
ld: warning: relocation error: R_SPARC_32: file test_rotg.o: symbol .LLC5:
        external symbolic relocation against non-allocatable section
.stab;
        cannot be processed at runtime: relocation ignored
ld: warning: relocation error: R_SPARC_32: file test_rotg.o: symbol .LLC5:
        external symbolic relocation against non-allocatable section
.stab;
        cannot be processed at runtime: relocation ignored
ld: warning: relocation error: R_SPARC_32: file test_rotg.o: symbol
.LLC115:
        external symbolic relocation against non-allocatable section
.stab;
        cannot be processed at runtime: relocation ignored
ld: warning: relocation error: R_SPARC_32: file test_rotmg.o: symbol
.LLC12:
        external symbolic relocation against non-allocatable section
.stab;
        cannot be processed at runtime: relocation ignored
Undefined                       first referenced
 symbol                             in file
.LLC109                             test_rotg.o
.LLC110                             test_rotg.o
.LLC115                             test_rotg.o
.LLC116                             test_rotg.o
.LLC5                               test_rotg.o
.LLC12                              test_rotmg.o
.LLC27                              test_rotg.o
ld: fatal: Symbol referencing errors. No output written to .libs/test
collect2: ld returned 1 exit status
make[2]: *** [test] Error 1
make[2]: Leaving directory
`/files/c1t4d0s3/zpr/scratch/achim/gsl-0.8-build/cblas'
make[1]: *** [check-am] Error 2
make[1]: Leaving directory
`/files/c1t4d0s3/zpr/scratch/achim/gsl-0.8-build/cblas'
make: *** [check-recursive] Error 1

The compiler is built and tested with some of my c projects...
There was no extra configure flag.

> uname -a
SunOS Octopussy 5.7 Generic_106541-11 sun4u sparc

I would be glad, if somebody has an idea what is wrong.

My trouble with linux is gone, I do not know what it was.

Achim

Achim Gaedke, ZPR
Weyertal 80, 50931 Köln
Tel: +49 221 470 6021