This tutorial is based on Julia version >= 0.3.0-prerelease. The easiest way to install a recent version on Mac and Windows is to download the relevant installer from the respective section (at the moment Release candidate 0.3.0-rc2) of Julia Downloads.
Packages for ubuntu are available from the PPA staticfloat/julianightlies which depends on the PPA staticfloat/julia-deps. Add those two PPAs to your sources.list and install a brand-new Julia via the package manager.
Please make sure you are installing a Version 0.3.0-rc* (or version 0.3 if it is already out by then), not version 0.2.1. The version number is also shown when you start up Julia.
If you have previously installed an earlier version of Julia, the best idea is to remove the .julia directory from your home directory to have a clean install.
An alternative is to compile Julia from the source. This takes a while, and will need various development tools installed (git, gcc, g++, gfortran, m4).
Download the source, change into the julia directory just created and build julia with make:
git clone https://github.com/JuliaLang/julia.git
cd julia
make or to build with 4 threads in parallel (or the correct number for your multicore machine).
make -j 4 This may result in compilation errors that can be solved by using
the normal make instead of the multicore version for the relevant section.
If you have compilation errors related to LAPACK, read the instructions that will be shown during compilation for possible alternative compilation settings to try.
To start a Julia type julia at the command line and quit() to end the session.
$ julia
_
_ _ _(_)_ | A fresh approach to technical computing
(_) | (_) (_) | Documentation: http://docs.julialang.org
_ _ _| |_ __ _ | Type "help()" for help.
| | | | | | |/ _` | |
| | |_| | | | (_| | | Version 0.3.0-rc1+327 (2014-08-04 06:36 UTC)
_/ |\__'_|_|_|\__'_| | Commit 03abf69 (4 days old master)
|__/ | x86_64-linux-gnu
julia> 1 + 1
2
julia> quit()
$