Checking if your kit is complete...
Looks good
Note (probably harmless): No library found for -lmx
Note (probably harmless): No library found for -leng
Writing Makefile for Math::Matlab::Engine
cp lib/Math/Matlab/Engine.pm blib/lib/Math/Matlab/Engine.pm
AutoSplitting blib/lib/Math/Matlab/Engine.pm (blib/lib/auto/Math/Matlab/Engine)
/home/cpanrun/pa-risc1.1/build/5.8.2/bin/perl /home/cpanrun/pa-risc1.1/build/5.8.2/lib/5.8.2/ExtUtils/xsubpp  -typemap /home/cpanrun/pa-risc1.1/build/5.8.2/lib/5.8.2/ExtUtils/typemap -typemap typemap  Engine.xs > Engine.xsc && mv Engine.xsc Engine.c
Please specify prototyping behavior for Engine.xs (see perlxs manual)
cc -c  -I/usr/global/matlab6/extern/include -D_POSIX_C_SOURCE=199506L -D_REENTRANT -Ae -D_HPUX_SOURCE -Wl,+vnocompatwarnings -DNO_HASH_SEED -D_LARGEFILE_SOURCE -D_FILE_OFFSET_BITS=64 -fast +Onolimit +Opromote_indirect_calls +DAportable +DS2.0   -DVERSION=\"0.02\" -DXS_VERSION=\"0.02\" +Z "-I/home/cpanrun/pa-risc1.1/build/5.8.2/lib/5.8.2/PA-RISC1.1-thread-multi/CORE"   Engine.c
cpp: "Engine.xs", line 5: error 4036: Can't open include file 'engine.h'.
make: *** [Engine.o] Error 1