For lrs/redund:

http://cgm.cs.mcgill.ca/~avis/C/lrslib/USERGUIDE.html#Installation%20Section

For mplrs:

http://cgm.cs.mcgill.ca/~avis/C/lrslib/USERGUIDE.html#mplrs

For lrsnash:

http://cgm.cs.mcgill.ca/~avis/C/lrslib/USERGUIDE.html#nash