  GdMnO$_3$ shows an incommensurate antiferromagnetic order below $\simeq 42$
K, transforms into a canted A-type antiferromagnet below $\simeq 20$ K, and for
finite magnetic fields along the b axis ferroelectric order occurs below
$\simeq 12$ K. From high-resolution thermal expansion measurements along all
three principal axes, we determine the uniaxial pressure dependencies of the
various transition temperatures and discuss their correlation to changes of the
magnetic exchange couplings in $R$MnO$_3$ ($R = {\rm La, ... Dy}$).
