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I solved the problem. It is little strange at first. Below is the command, I tried and it worked-

g++ -L/opt/ros/indigo/lib -Iinclude -I/usr/include/eigen3 test.cpp -lorocos-kdl -lkdl_parser -o test

After compiling using above command, make sure the libraries are visible.

export LD_LIBRARY_PATH=/opt/ros/indigo/lib:$LD_LIBRARY_PATH

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