Dear Chetan,
Thank you for using gsl!
In general you want to provide a full .c file which can compile, as well as
telling us what version of gsl you are using and on what operating system, but
in this case it seems pretty straightforward.
This line:
> gsl_complex GSL_SET_COMPLEX(&z,5.7,8.0);
should just be
GSL_SET_COMPLEX(&z,5.7,8.0);
(without that "gsl_complex" before it).
