Output from gcc, using version 1.6 source downloaded and installed, with 'All 1 tests passed'i.
The files gsl-histogram.c and config.h were copied to a user directory.

gcc -I/usr/local/include -I. -L/usr/local/lib/ -lgsl gsl-histogram.c
/cygdrive/c/DOCUME~1/KMCFAR~1/LOCALS~1/Temp/ccY0NoaN.o:gsl-histogram.c:(.text+0xd1): undefined reference to `_gsl_histogram_alloc'
/cygdrive/c/DOCUME~1/KMCFAR~1/LOCALS~1/Temp/ccY0NoaN.o:gsl-histogram.c:(.text+0xed): undefined reference to `_gsl_histogram_set_ranges_uniform'
/cygdrive/c/DOCUME~1/KMCFAR~1/LOCALS~1/Temp/ccY0NoaN.o:gsl-histogram.c:(.text+0x125): undefined reference to `_gsl_histogram_increment'
/cygdrive/c/DOCUME~1/KMCFAR~1/LOCALS~1/Temp/ccY0NoaN.o:gsl-histogram.c:(.text+0x150): undefined reference to `_gsl_histogram_fprintf'
/cygdrive/c/DOCUME~1/KMCFAR~1/LOCALS~1/Temp/ccY0NoaN.o:gsl-histogram.c:(.text+0x15b): undefined reference to `_gsl_histogram_free'
collect2: ld returned 1 exit status
make: *** [gsl-histogram] Error 1

Output from gcc, using gsl version 1.7 binary library downloaded from Cygwin via setup.
gcc -I/usr/include -I. -L/usr/lib/ -lgsl gsl-histogram.c
/cygdrive/c/DOCUME~1/KMCFAR~1/LOCALS~1/Temp/ccQ5XKld.o:gsl-histogram.c:(.text+0xd1): undefined reference to `_gsl_histogram_alloc'
/cygdrive/c/DOCUME~1/KMCFAR~1/LOCALS~1/Temp/ccQ5XKld.o:gsl-histogram.c:(.text+0xed): undefined reference to `_gsl_histogram_set_ranges_uniform'
/cygdrive/c/DOCUME~1/KMCFAR~1/LOCALS~1/Temp/ccQ5XKld.o:gsl-histogram.c:(.text+0x125): undefined reference to `_gsl_histogram_increment'
/cygdrive/c/DOCUME~1/KMCFAR~1/LOCALS~1/Temp/ccQ5XKld.o:gsl-histogram.c:(.text+0x150): undefined reference to `_gsl_histogram_fprintf'
/cygdrive/c/DOCUME~1/KMCFAR~1/LOCALS~1/Temp/ccQ5XKld.o:gsl-histogram.c:(.text+0x15b): undefined reference to `_gsl_histogram_free'
collect2: ld returned 1 exit status
make: *** [gsl-histogram] Error 1


Did ar -t on both /usr/local/lib/libgsl.a and /usr/lib/libgsl.a.  In neither case were the _gsl_histogram entry points found.  Not the gsl_linalg entries either.

Where can I find the histogram and linalg routines?