[root@vdimc04 ~]# gem install pg
/usr/local/lib/ruby/1.9.1/yaml.rb:56:in `<top (required)>':
It seems your ruby installation is missing psych (for YAML output).
To eliminate this warning, please install libyaml and reinstall your ruby.
Building native extensions.  This could take a while...
ERROR:  Error installing pg:
    ERROR: Failed to build gem native extension.

        /usr/local/bin/ruby extconf.rb
checking for pg_config... no
No pg_config... trying anyway. If building fails, please try again with
 --with-pg-config=/path/to/pg_config
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=/usr/local/bin/ruby
    --with-pg
    --without-pg
    --with-pg-dir
    --without-pg-dir
    --with-pg-include
    --without-pg-include=${pg-dir}/include
    --with-pg-lib
    --without-pg-lib=${pg-dir}/lib
    --with-pg-config
    --without-pg-config
    --with-pg_config
    --without-pg_config


Gem files will remain installed in /usr/local/lib/ruby/gems/1.9.1/gems/pg-0.14.1 for inspection.
Results logged to /usr/local/lib/ruby/gems/1.9.1/gems/pg-0.14.1/ext/gem_make.out

gem install pg -- --with-pg-config=/usr/pgsql-9.1/bin/pg_config

$ sudo apt-get install libpq-dev
$ sudo apt-get install libdbd-pg-ruby1.8

$ sudo apt-get install pg

run this commands

bundle config build.pg

gem install pg -v '0.12.0'

[base]
exclude=postgresql*

[updates]
exclude=postgresql*

curl -O http://yum.postgresql.org/9.2/redhat/rhel-latest-x86_64/pgdg-redhat92-9.2-7.noarch.rpm

sudo rpm -ivh pgdg-redhat92-9.2-7.noarch.rpm
sudo yum install -y postgresql92-server postgresql92-devel

sudo service postgresql-9.2 initdb

sudo service postgresql-9.2 start

sudo yum -y groupinstall "Development Tools"
sudo yum -y install zlib zlib-devel sqlite-devel httpd curl-devel httpd-devel apr-devel apr-util-devel mlocate man libxml2-devel libxslt-devel libffi-devel readline-devel

curl -L get.rvm.io | sudo bash -s stable

rvm install 1.9.3 --with-openssl-dir=/usr
rvm use 1.9.3 --default
gem install rake
gem install rails

gem install pg -- --with-pg-config=/usr/pgsql-9.2/bin/pg_config

sudo apt-get install libpq-dev

sudo apt-get install postgresql postgresql-server-dev-9.1

sudo apt-get install libpq-dev