Requirements

Libsvm itself is required, and is available through some package management - libsvm-devel for RPM based system or libsvm-dev for Debian based ones. Alternatively it is available direct from the website. If installing from the » official website then some steps will need to be taken as the package does not install automatically. For example, assuming the latest version is 3.1:

wget http://www.csie.ntu.edu.tw/~cjlin/cgi-bin/libsvm.cgi?+http://www.csie.ntu.edu.tw/~cjlin/libsvm+tar.gz 
tar xvzf libsvm-3.1.tar.gz 
cd libsvm-3.1
make lib 
cp libsvm.so.1 /usr/lib 
ln -s libsvm.so.1 libsvm.so 
ldconfig 
ldconfig --print | grep libsvm

This last step should show libsvm is installed.