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I don't know if this would be the best approach, but what I do to include gsl is to add the following to my CMakeList.txt:

find_package( PkgConfig REQUIRED)
pkg_check_modules( gsl REQUIRED gsl )

add_executable( my_exec src/my_source.cpp )
target_link_libraries( my_exec ${gsl_LIBRARIES} )

Hope this helps.

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