Build the Toolchain
From Rigol Homebrew Wiki
Download and install the Rigol toolchain
Install git if needed:
sudo apt-get install git
To get the latest version of the toolchain, simply checkout the appropriate git repository with the line:
git clone git://github.com/krater/rigol-toolchain.git
Switch to the resulting directory:
cd rigol-toolchain
Execute the install script, this will install all required packages and install the tool chain on your system:
./install.sh
Now you are prepared for patching your firmware and building the examples.
Next step: Patch_your_Firmware