perldl provides a simple shell for interactive use of PDL. perl/PDL commands can simply be typed in - and edited if you have appropriate version of the ReadLines and ReadKeys modules installed.
To install PDL, copy and paste the appropriate command in to your terminal.
cpanm
cpanm PDL
CPAN shell
perl -MCPAN -e shell install PDL
For more information on module installation, please visit the detailed CPAN module installation guide.