Install Dependencies:

sudo apt-get install liblapack-dev
sudo apt-get install libblas-dev
sudo apt-get install libboost-dev
sudo apt-get install libarmadillo-dev
sudo apt-get install libboost-all-dev

Install MLPack:

sudo apt-get install libmlpack-dev

Compile:

g++ -std=c++11 k-means.cpp -o k-means_exec -larmadillo -lmlpack -lboost_serialization