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gem install pg -v '0.17.1'
Building native extensions.  This could take a while...
ERROR:  Error installing pg:
	ERROR: Failed to build gem native extension.

    /home/metal/.rvm/rubies/ruby-2.2.3/bin/ruby -r ./siteconf20160302-12784-fo1uxu.rb extconf.rb
checking for pg_config... yes
Using config values from /usr/bin/pg_config
You need to install postgresql-server-dev-X.Y for building a server-side extension or libpq-dev for building a client-side application.
You need to install postgresql-server-dev-X.Y for building a server-side extension or libpq-dev for building a client-side application.
checking for libpq-fe.h... no
Can't find the 'libpq-fe.h header
*** extconf.rb failed ***
Could not create Makefile due to some reason, probably lack of necessary
libraries and/or headers.  Check the mkmf.log file for more details.  You may
need configuration options.

Provided configuration options:
	--with-opt-dir
	--without-opt-dir
	--with-opt-include
	--without-opt-include=${opt-dir}/include
	--with-opt-lib
	--without-opt-lib=${opt-dir}/lib
	--with-make-prog
	--without-make-prog
	--srcdir=.
	--curdir
	--ruby=/home/metal/.rvm/rubies/ruby-2.2.3/bin/$(RUBY_BASE_NAME)
	--with-pg
	--without-pg
	--with-pg-config
	--without-pg-config
	--with-pg_config
	--without-pg_config
	--with-pg-dir
	--without-pg-dir
	--with-pg-include
	--without-pg-include=${pg-dir}/include
	--with-pg-lib
	--without-pg-lib=${pg-dir}/lib

extconf failed, exit code 1

Gem files will remain installed in /home/metal/.rvm/gems/ruby-2.2.3/gems/pg-0.17.1 for inspection.
Results logged to /home/metal/.rvm/gems/ruby-2.2.3/extensions/x86_64-linux/2.2.0/pg-0.17.1/gem_make.out

原因是缺少postgresql的开发库

debian : apt-get install postgresql-server-dev-all

contsos : yum install postgresql-devel