module load gsl/gsl-1.15
OR
module load gsl/gsl2-3

 ./configure --prefix=/sw/gsl/gsl-1.15
make
make install

 more gsl-1.15
#%Module######################################################################
##
##      gsl modulefile
##
proc ModulesHelp { } {
        puts stderr "Sets up the paths you need to use gsl-1.15."
}

set sys         [uname sysname]
set mach        [uname machine]
set base        /sw/gsl
set ver         gsl-1.15
set path        $base/$ver

prepend-path    GSLROOT         $path
prepend-path    MANPATH         $path/share/man
prepend-path    LIBRARY_PATH    $path/lib
prepend-path    FPATH           $path/include/gsl
prepend-path    LD_LIBRARY_PATH $path/lib
prepend-path    CPATH           $path/include/gsl
prepend-path    INCLUDE         $path/include/gsl
append-path     PATH            $path/bin

 module load gsl/1.15intel 

cd /sw/gsl/gsl-1.15/intel/src/gsl-1.15
./configure --prefix=/sw/gsl/gsl-1.15/intel/1.15 2>&1 |tee configure_gsl-1.15.txt
make  2>&1 |tee make_gsl-1.15.txt
make install