Extend checking to make it work on Windows and also on Linux.

theano/gpuarray/type.py

@@ -473,16 +473,19 @@ class GpuArrayType(Type):
 
     def c_header_dirs(self):
         other_dirs = []
-        alt_inc_dir = os.path.abspath(os.path.normpath(sys.exec_prefix + '/Library/include'))
-        if os.path.exists(alt_inc_dir) and os.path.isdir(alt_inc_dir):
-            other_dirs.append(alt_inc_dir)
+        for dir_to_add in ['Library/include', 'include']:
+            alt_inc_dir = os.path.abspath(os.path.normpath(sys.exec_prefix + '/' + dir_to_add))
+            if os.path.exists(alt_inc_dir) and os.path.isdir(alt_inc_dir):
+                other_dirs.append(alt_inc_dir)
         return [pygpu.get_include(), np.get_include()] + other_dirs
 
     def c_lib_dirs(self):
-        alt_lib_dir = os.path.abspath(os.path.normpath(sys.exec_prefix + '/Library/lib'))
-        if os.path.exists(alt_lib_dir) and os.path.isdir(alt_lib_dir):
-            return [alt_lib_dir]
-        return []
+        dirs = []
+        for dir_to_add in ['Library/lib', 'lib']:
+            alt_lib_dir = os.path.abspath(os.path.normpath(sys.exec_prefix + '/' + dir_to_add))
+            if os.path.exists(alt_lib_dir) and os.path.isdir(alt_lib_dir):
+                dirs.append(alt_lib_dir)
+        return dirs
 
     def c_libraries(self):
         return ['gpuarray']