Hello,
I compiled Octave and gnuplot on the SDK according to the instructions on the wiki http://wiki.maemo.org/How_to_Install_Octave.
I changed the configure options to install everything to /opt.
Then I created a tar.gz file and moved it to the N900, unpacked it (to /opt) and both gnuplot and octave work fine.
I only had to add the paths to /home/user/.profile and create a couple of symlinks for the gnuplot executables. I also had to install "less" from fremantle/tools to access the help files. (Help does not work too well , because it also seems to need "makeinfo".)

Anyway, now how do I go about creating .deb packages?

Some screenshots below: