User guide of CurveLab explains how to install CurveLab C++. This post is a quick-note for CurveLab C++ installation w/o mex. It requires 2 main steps.
1. FFTW installation
Download FFTW version 2.1.5 from download page. Extract the compressed file and configure/make/install it (type the following commands line by line).
tar -xvf fftw-2.1.5.tar.gz
sudo make install
2. CurveLab compilation
Download CurveLab from the software page. Extract the compressed file. Next, edit the makefile.opt as the curvelab.pdf writes and then make the library.
tar -xvf CurveLab-2.1.3.tar.gz
# edit makefile.opt (set FFTW_DIR to be the path in which FFTW 2.1.5 is installed, /usr/loca/include in my case)