Update jenkins PR script to have the MPI test pass.

.jenkins/jenkins_pr_gpu.sh

@@ -51,6 +51,10 @@ export PYTHONPATH=${PYTHONPATH}:$LIBDIR/lib/python
 
 python -c 'import pygpu; print(pygpu.__file__)'
 
+# Allow subprocess created by test able to find Theano.
+# Keep it in the workspace
+PYTHONPATH=$PYTHONPATH:${WORKSPACE}
+
 # Testing theano (the gpuarray parts)
 THEANO_GPUARRAY_TESTS="theano/gpuarray/tests \
                        theano/scan_module/tests/test_scan.py:T_Scan_Gpuarray \