A feedback about this problem which managed to solve.
Based on the link:
http://octave.1599824.n4.nabble.com/Centos-5-compiling-3-6-problem-with-BLAS-ATLAS-td4632075.html
I installed the 2 packages below (while installing "lapack-devel", I noticed that installed also the "lapack"; the existing one was from atlas).
yum install blas-devel
yum install lapack-devel
Then used:
./configure --without-curl --disable-docs
and the configure did not complained neither the "make CFLAGS=-O CXXFLAGS=-O LDFLAGS=" and installed successfully.
I test with "classdef" and noticed a feature which maybe a bug and it makes the development very difficult almost impossible. The problem is that each time that a "classdef" file is changed e.g. to correct a compilation error (I used an external and independent editor and not from the GUI), the changes are not seen by the command line but only after exiting from "octave" entirely and open Octave again. I typed "clear" after any changes in the file (and re-create the classdef-object) but still needs to log-out and open octave again. I tested with a non-classdef function file and as soon as make a change, it is seen by the command line without a problem.
Thank you,
Chris
PS.
I noticed a few bugs in the GUI and would report them in the bug-tracker.