Go to the Octave downloads website and find the latest release of GNU Octave and download the .tar.gz file of it.
After this copy and paste the following terminal (CTRL+ALT+T) commands:
http://ftp.gnu.org/gnu/octave/
After this copy and paste the following terminal (CTRL+ALT+T) commands:
sudo apt-get build-dep octave
cd ~/Downloads
sudo mv octave-x.x.x.tar.gz ~
cd ~
tar xvf octave-x.x.x.tar.gz
cd octave-x.x.x
./configure
make
sudo make install
Where the 'x.x.x' refers to the version of GNU Octave you'd like to install, such as 3.6.3.http://ftp.gnu.org/gnu/octave/