Без sudo тоже самое. В мануале make:
3. Compile the JNI wrapper library (Mandatory)
a) Make sure cmake (2.6 or above) is installed on the system.
b) Create build directory: cd
$MPJ_HOME/src/mpjdev/natmpjdev/lib; mkdir build
c) Generate Makefile using CMake: cd
build; cmake ..
d) make: make
e) install:
make install
i. This creates a shared library with the name
“libnativempjdev.so”
in
“$MPJ_HOME/lib”
Пробовала ещё на Xubuntu 14.04 - тоже ошибка.