To install on CentOS/RHEL you need blas and the latest version of cmake (at least 2.8)
sudo yum install blas blas-devel
wget http://www.cmake.org/files/v2.8/cmake-2.8.7.tar.gz #or latest version
tar xvf cmake-2.8.7.tar.gz
cd cmake-2.8.7.tar.gz
./configure
make
sudo make install
Then follow the above instructions