I faced this problem when I tried to install the R gsl wrapper in my university's HPC cluster. Before installing the R wrapper, I have already installed the 'gsl' version 2.1 in my own directory '/home/pyangac/dev'. I have tested the gsl installation by compiling the simple program in the gsl manual (https://www.gnu.org/software/gsl/manual/html_node/An-Example-Program.html#An-Example-Program).
After this, I followed the steps in page 30 of the R package's document (https://cran.r-project.org/web/packages/gsl/gsl.pdf) to install the package (I didn't do step 3 because I really don't know how to do it, and by looking at the solutions posted online, nobody had done step 3):
$ /home/pyangac/dev/bin/gsl-config --libs
-L/home/pyangac/dev/lib -lgsl -lgslcblas -lm
$ /home/pyangac/dev/bin/gsl-config --cflags
-I/home/pyangac/dev/include
$ LDFLAGS="-L/home/pyangac/dev/lib -lgsl -lgslcblas -lm"; export LDFLAGS
$ CPPFALGS="-I/home/pyangac/dev/include"; export CPPFLAGS
$ R CMD INSTALL '/home/pyangac/gsl_1.9-10.1.tar.gz'
* installing to library '/home/pyangac/R_libs'
* installing *source* package 'gsl' ...
** package 'gsl' successfully unpacked and MD5 sums checked
checking for gsl-config... no
configure: error: gsl-config not found, is GSL installed?
ERROR: configuration failed for package 'gsl'
* removing '/home/pyangac/R_libs/gsl'
Does anyone know why this is happening? Is it because I have not go through step 3?