Follow the guidelines in the travis file to install the different dependencies.
sudo apt-get install libeigen3-dev
Available at http://mumps.enseeiht.fr/.
Mumps is available in the debian repository:
sudo apt-get install libmumps-dev
Available at https://computation.llnl.gov/projects/hypre-scalable-linear-solvers-multigrid-methods.
Can be downloaded on ubuntu with:
sudo apt-get install libhypre-dev
sudo apt-get install liblapacke-dev
Available at http://www.ssisc.org/lis/ or on github