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I cannot compile code download somewhere from lua community:
 * test.c
 * Example of a C program that interfaces with Lua.
 * Based on Lua 5.0 code by Pedro Martelletto in November, 2003.
 * Updated to Lua 5.1. David Manura, January 2007.

#include <lua.h>
#include <lauxlib.h>
#include <stdlib.h>
#include <stdio.h>

int main(void)
    int status, result, i;
    double sum;
    lua_State *L;

     * All Lua contexts are held in this structure. We work with it almost
     * all the time.
    L = luaL_newstate();

    luaL_openlibs(L); /* Load Lua libraries */

    /* Load the file containing the script we are going to run */
    status = luaL_loadfile(L, "script.lua");
    if (status) {
        /* If something went wrong, error message is at the top of */
        /* the stack */
        fprintf(stderr, "Couldn't load file: %s\n", lua_tostring(L, -1));

     * Ok, now here we go: We pass data to the lua script on the stack.
     * That is, we first have to prepare Lua's virtual stack the way we
     * want the script to receive it, then ask Lua to run it.
    lua_newtable(L);    /* We will pass a table */

     * To put values into the table, we first push the index, then the
     * value, and then call lua_rawset() with the index of the table in the
     * stack. Let's see why it's -3: In Lua, the value -1 always refers to
     * the top of the stack. When you create the table with lua_newtable(),
     * the table gets pushed into the top of the stack. When you push the
     * index and then the cell value, the stack looks like:
     * <- [stack bottom] -- table, index, value [top]
     * So the -1 will refer to the cell value, thus -3 is used to refer to
     * the table itself. Note that lua_rawset() pops the two last elements
     * of the stack, so that after it has been called, the table is at the
     * top of the stack.
    for (i = 1; i <= 5; i++) {
        lua_pushnumber(L, i);   /* Push the table index */
        lua_pushnumber(L, i*2); /* Push the cell value */
        lua_rawset(L, -3);      /* Stores the pair in the table */

    /* By what name is the script going to reference our table? */
    lua_setglobal(L, "foo");
    /* Ask Lua to run our little script */
    result = lua_pcall(L, 0, LUA_MULTRET, 0);
    if (result) {
        fprintf(stderr, "Failed to run script: %s\n", lua_tostring(L, -1));

    /* Get the returned value at the top of the stack (index -1) */
    sum = lua_tonumber(L, -1);

    printf("Script returned: %.0f\n", sum);

    lua_pop(L, 1);  /* Take the returned value out of the stack */
    lua_close(L);   /* Cya, Lua */

    return 0;

Here is my makefile
hello.out : test.o
        gcc -lm -llua test.o -o hello.out
test.o: test.c
        gcc -c test.c -o test.o

and here is my output

gcc -lm -llua test.o -o hello.out
test.o: In function `main':
test.c:(.text+0x12): undefined reference to `luaL_newstate'
test.c:(.text+0x20): undefined reference to `luaL_openlibs'
test.c:(.text+0x33): undefined reference to `luaL_loadfile'
test.c:(.text+0x57): undefined reference to `lua_tolstring'
test.c:(.text+0x98): undefined reference to `lua_createtable'
test.c:(.text+0xb3): undefined reference to `lua_pushnumber'
test.c:(.text+0xcf): undefined reference to `lua_pushnumber'
test.c:(.text+0xe2): undefined reference to `lua_rawset'
test.c:(.text+0x107): undefined reference to `lua_setfield'
test.c:(.text+0x12a): undefined reference to `lua_pcall'
test.c:(.text+0x14e): undefined reference to `lua_tolstring'
test.c:(.text+0x187): undefined reference to `lua_tonumber'
test.c:(.text+0x1b0): undefined reference to `lua_settop'
test.c:(.text+0x1bb): undefined reference to `lua_close'
collect2: ld returned 1 exit status
make: *** [hello.out]