Update SetupLinux.md

Add to install gcc
intel-analytics · Mar 12, 2019 · 0ff97a5 · 0ff97a5
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diff --git a/SetupLinux.md b/SetupLinux.md
@@ -16,6 +16,7 @@ This guide is mainly for Ubuntu. If you has other linux platform, please do the
 * Install Python dev env. Python2.7 is shipped with linux.
 ```
     sudo apt-get update
+    sudo apt-get install build-essential
     sudo apt-get install -y python-setuptools python-dev
 ```
 * Instal pip - the package manager for python