Fixed the installation problem with pip.

theano/gof/lazylinker_c.py

@@ -38,7 +38,10 @@ except ImportError:
         except ImportError:
             _logger.info("Compiling new CVM")
             dirname = 'lazylinker_ext'
-            cfile = os.path.join(theano.__path__[0], 'gof', 'lazylinker_c.c')
+            # We use a .txt extensions as otherwise it don't get
+            # included when we create a package to send to pypi
+            # This happen even if we tell to include *.c files
+            cfile = os.path.join(theano.__path__[0], 'gof', 'lazylinker_c.c.txt')
             code = open(cfile).read()
             loc = os.path.join(config.compiledir, dirname)
             if not os.path.exists(loc):

theano/scan_module/scan_perform_ext.py

@@ -41,8 +41,11 @@ except ImportError:
 
             _logger.info("Compiling C code for scan")
             dirname = 'scan_perform'
+            # We use a .txt extensions as otherwise it don't get
+            # included when we create a package to send to pypi
+            # This happen even if we tell to include *.c files
             cfile = os.path.join(theano.__path__[0], 'scan_module',
-                                 'scan_perform.c')
+                                 'scan_perform.c.txt')
             code = open(cfile).read()
             loc = os.path.join(config.compiledir, dirname)
             if not os.path.exists(loc):