Add -rpath for cudnn library.

theano/sandbox/cuda/__init__.py

@@ -362,6 +362,9 @@ class DnnVersion(GpuOp):
     def c_lib_dirs(self):
         return [config.dnn.library_path]
 
+    def c_compile_args(self):
+        return ['-rpath', config.dnn.library_path]
+
     def c_support_code(self):
         return """
 #if PY_MAJOR_VERSION >= 3

theano/sandbox/cuda/dnn.py

@@ -94,6 +94,9 @@ class DnnBase(GpuOp, COp):
     def c_lib_dirs(self):
         return [config.dnn.library_path]
 
+    def c_compile_args(self):
+        return ['-rpath', config.dnn.library_path]
+
 
 class GpuDnnConvDesc(GpuOp):
     """

theano/sandbox/gpuarray/dnn.py

@@ -171,6 +171,9 @@ class DnnBase(COp):
     def c_lib_dirs(self):
         return [config.dnn.library_path]
 
+    def c_compile_args(self):
+        return ['-rpath', config.dnn.library_path]
+
     def c_code_cache_version(self):
         return (super(DnnBase, self).c_code_cache_version(), version())
 
@@ -190,6 +193,9 @@ class DnnVersion(Op):
     def c_lib_dirs(self):
         return [config.dnn.library_path]
 
+    def c_compile_args(self):
+        return ['-rpath', config.dnn.library_path]
+
     def c_support_code(self):
         return """
 #if PY_MAJOR_VERSION >= 3