The command I used was g++ minimal1.cpp -L/home/deepak/anaconda2/lib -lhdf5 -lshogun

Code

#include <shogun/labels/Labels.h>
#include <shogun/features/DenseFeatures.h>
#include <shogun/kernel/GaussianKernel.h>
#include <shogun/classifier/svm/LibSVM.h>
#include <shogun/base/init.h>
#include <shogun/lib/common.h>
#include <shogun/io/SGIO.h>

using namespace shogun;

void print_message(FILE* target, const char* str)
{
    fprintf(target, "%s", str);
}

int main(int argc, char** argv)
{
    init_shogun(&print_message);

    // create some data
    SGMatrix<float64_t> matrix(2,3);
    for (int32_t i=0; i<6; i++)
        matrix.matrix[i]=i;

    // create three 2-dimensional vectors
    // shogun will now own the matrix created
    CDenseFeatures<float64_t>* features= new CDenseFeatures<float64_t>();
    features->set_feature_matrix(matrix);

    // create three labels
    CBinaryLabels* labels=new CBinaryLabels(3);
    labels->set_label(0, -1);
    labels->set_label(1, +1);
    labels->set_label(2, -1);

    // create gaussian kernel with cache 10MB, width 0.5
    CGaussianKernel* kernel = new CGaussianKernel(10, 0.5);
    kernel->init(features, features);

    // create libsvm with C=10 and train
    CLibSVM* svm = new CLibSVM(10, kernel, labels);
    svm->train();

    // classify on training examples
    for (int32_t i=0; i<3; i++)
        SG_SPRINT("output[%d]=%f\n", i, svm->apply_one(i));

    // free up memory
    SG_UNREF(svm);

    exit_shogun();
    return 0;

}

Errors while running

In file included from /usr/local/include/shogun/mathematics/Math.h:30:0,
                 from /usr/local/include/shogun/features/SubsetStack.h:16,
                 from /usr/local/include/shogun/labels/Labels.h:22,
                 from minimal1.cpp:1:
/usr/local/include/shogun/lib/SGVector.h:69:26: error: expected unqualified-id before ‘using’
   template <typename ST> using container_type = SGVector<ST>;
                          ^
In file included from /usr/local/include/shogun/features/DotFeatures.h:19:0,
                 from /usr/local/include/shogun/features/DenseFeatures.h:22,
                 from minimal1.cpp:2:
/usr/local/include/shogun/lib/SGMatrix.h:64:26: error: expected unqualified-id before ‘using’
   template <typename ST> using container_type = SGMatrix<ST>;