Add test based on Daniel's code

theano/scan_module/tests/test_scan.py

@@ -4983,12 +4983,34 @@ def test_compute_test_value_grad():
                 )
 
         loss = result_mi[-1]
-        grad = tensor.grad(loss, W_flat)
+        tensor.grad(loss, W_flat)
     finally:
         theano.config.compute_test_value = old_compute_test_val
         theano.config.exception_verbosity = old_exception_verbosity
 
 
+def test_compute_test_value_grad_cast():
+    # Test for test values when variables have to be casted
+    # Reported by Daniel Renshaw at
+    # https://groups.google.com/d/topic/theano-users/o4jK9xDe5WI/discussion
+    backup = theano.config.compute_test_value
+    theano.config.compute_test_value = 'raise'
+    try:
+        h = tensor.matrix('h')
+        h.tag.test_value = numpy.array([[1, 2, 3, 4], [5, 6, 7, 8]],
+                                       dtype=numpy.float64)
+
+        w = theano.shared(numpy.random.randn(4, 3).astype('float64'), name='w')
+
+        outputs, _ = theano.scan(lambda i, h, w: (theano.dot(h[i], w), i),
+                                 outputs_info=[None, 0L], non_sequences=[h, w],
+                                 n_steps=3)
+
+        theano.grad(outputs[0].sum(), w)
+    finally:
+        theano.config.compute_test_value = backup
+
+
 def test_constant_folding_n_steps():
     # The following code used to crash at revision 2060b8f, in the constant
     # folding optimization step.