I realized that compiling MatConvNet in Ubuntu is better to do it from the linux shell as supposed to from matlab. From matlab I would get this message after following the instructions:
vl_compilenn: CUDA: MEX config file: '.../matconvnet/matlab/src/config/mex_CUDA_glnxa64.sh'
gcc-4.4: No such file or directory
However, after compiling from the bash shell the tests would all pass.
This was my command from the command
make ENABLE_GPU=y ARCH=glnxa64 MATLABROOT=/usr/local/MATLAB/R2014a/ CUDAROOT=/usr/local/cuda-5.5/
