あらかじめ必要なものをダウンロード
# yum install gcc zlib-devel openssl-devel

・ルビーを本家からダウンロード
https://www.ruby-lang.org/ja/

[install]
・cd /tmp/ruby-2.1.1
  ./configure
  .make test
  .make install

[gemの確認]
・gem update --system

ERROR:  Loading command: update (LoadError)
        cannot load such file -- zlib
ERROR:  While executing gem ... (NoMethodError)
    undefined method `invoke_with_build_args' for nil:NilClass

zlibがないので、入れる

・cd /tmp/ruby-2.1.1/ext/zlib
  ruby extconf.rb

# ruby extconf.rb
checking for deflateReset() in -lz... no
checking for deflateReset() in -llibz... no
checking for deflateReset() in -lzlib1... no
checking for deflateReset() in -lzlib... no
checking for deflateReset() in -lzdll... no
checking for deflateReset() in -lzlibwapi... no

↑これが出たとき
 yum install gcc zlib-devel openssl-develを確認
# make clean
# ruby extconf.rb
checking for deflateReset() in -lz... yes
checking for zlib.h... yes
checking for crc32_combine() in zlib.h... yes
checking for adler32_combine() in zlib.h... yes
checking for z_crc_t in zlib.h... no
creating Makefile

#make install

終わったら、、
# gem update --system
ERROR:  While executing gem ... (Gem::Exception)
    Unable to require openssl, install OpenSSL and rebuild ruby (preferred) or use non-HTTPS sources

#cd /tmp/ruby-2.1.1/ext/openssl
#ruby extconf.rb
#make install

[error]
make: *** No rule to make target `/thread_native.h', needed by `ossl.o'.  Stop.
(参考)
http://stackoverflow.com/questions/21498868/install-openssl-support-for-selfcompiled-ruby-installation

# find / -name thread_native.h
/tmp/ruby-2.1.1/thread_native.h

# vim Makefile

 topdir = /usr/local/include/ruby-2.1.0
⇒追加 top_srcdir = /tmp/ruby-2.1.1

# gem update --system
エラーがないことを確認