If you get errors like
multiple definition of `_ZN5boost7numeric5ublas21scalar_divides_assignIT_T0_E8computedE'
when compiling PyLinear, it is because of this GCC bug, and it's quite likely that you are using GCC 4.1. Supposedly, this will be fixed in GCC 4.2. This bug will likely also affect other UBLAS applications.
The suggested workaround is to use GCC 4.0.
UPDATE: Everything seems fine in at least Debian's gcc package of version 4.1.1-11.