Added Ubuntu install instruction.

doc/install.txt

@@ -86,12 +86,14 @@ implementation of BLAS.
 
 .. Cent OS 6
 
-Alternative installation on Ubuntu with PPA
-~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+Ubuntu
+~~~~~~
+
+:ref:`install_ubuntu` provides instructions on how to install Theano
+on Ubuntu. It covers how to install Theano with the
+distribution-packaged OpenBlas or ATLAS. Both are free fast
+implementation of BLAS.
 
-Benjamin J. McCann provides `installation documentation
-<http://www.benmccann.com/dev-blog/installing-cuda-and-theano/>`_ for
-Ubuntu 11.04 with CUDA 4.0 PPA.
 
 Alternative installation on Gentoo
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
@@ -725,7 +727,7 @@ MinGW, but this has not been tested yet.
 
    .. code-block:: bash
 
-        sh /postinstall/pi.sh
+       sh /postinstall/pi.sh
 
   and answer the few questions so that MSYS is properly linked to your MinGW install.
 

doc/install_ubuntu.txt

+.. _install_ubuntu:
+
+Easy Installation of an optimized Theano on Ubuntu
+==================================================
+
+These instruction was done for Ubuntu 11.04, 11.10 and 12.04. You can
+probably do something similar on older computer.
+
+.. note::
+
+    It is possible to have a faster installation of Theano than the one these
+    instructions will provide, but this will make the installation more
+    complicated and/or may require that you buy software. This is a simple set
+    of installation instructions that will leave you with a relatively
+    well-optimized version that uses only free software. With more work or by
+    investing money (i.e. buying a license to a proprietary BLAS
+    implementation), it is possible to gain further performance.
+
+.. note::
+
+   If you are behind a proxy, you must do some extra configuration steps
+   before starting the installation. You must set the environment
+   variable ``http_proxy`` to the proxy address. Using bash this is
+   accomplished with the command
+   ``export http_proxy="http://user:pass@my.site:port/"``
+   You can also provide the ``--proxy=[user:pass@]url:port`` parameter
+   to pip. The ``[user:pass@]`` portion is optional.
+
+.. note::
+
+   We use ``pip`` for 2 reasons. First, it allows "``import module;
+   module.test()``" to work correctly. Second, the installation of NumPy
+   1.6 or 1.6.1 with ``easy_install`` raises an ImportError at the end of
+   the installation. To my knowledge we can ignore this error, but
+   this is not completely safe. ``easy_install`` with NumPy 1.5.1 does not
+   raise this error.
+
+
+Installation steps
+~~~~~~~~~~~~~~~~~~
+
+Ubuntu 11.10/12.04:
+ 1) ``sudo apt-get install python-numpy python-scipy python-dev python-pip python-nose g++ libopenblas-dev git``
+ 2) ``sudo pip install Theano``
+
+Ubuntu 11.04:
+ 1) ``sudo apt-get install python-numpy python-scipy python-dev python-pip python-nose g++ git libatlas3gf-base libatlas-dev``
+ 2) ``sudo pip install Theano``
+
+
+
+Test the newly installed packages
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+ 1) NumPy (~30s): ``python -c "import numpy; numpy.test()"``
+ 2) SciPy (~1m): ``python -c "import scipy; scipy.test()"``
+ 3) Theano (~30m): ``python -c "import theano; theano.test()"``
+
+
+Speed test Theano/BLAS
+~~~~~~~~~~~~~~~~~~~~~~
+
+It is recommended to test your Theano/BLAS integration. There are many versions
+of BLAS that exist and there can be up to 10x speed difference between them.
+Also, having Theano link directly against BLAS instead of using NumPy/SciPy as
+an intermediate layer reduces the computational overhead. This is
+important for BLAS calls to ``ger``, ``gemv`` and small ``gemm`` operations
+(automatically called when needed when you use ``dot()``). To run the
+Theano/BLAS speed test:
+
+.. code-block:: bash
+
+    python /usr/lib/python2.*/site-packages/theano/misc/check_blas.py
+
+This will print a table with different versions of BLAS/numbers of
+threads on multiple CPUs and GPUs. It will also print some Theano/NumPy
+configuration information. Then, it will print the running time of the same
+benchmarks for your installation. Try to find a CPU similar to yours in
+the table, and check that the single-threaded timings are roughly the same.
+
+Theano should link to a parallel version of Blas and use all cores
+when possible. By default it should use all cores. Set the environment
+variable "OMP_NUM_THREADS=N" to specify to use N threads.
+
+
+Updating Theano
+~~~~~~~~~~~~~~~
+
+If you followed these installation instructions, you can execute this command
+to update only Theano:
+
+.. code-block:: bash
+
+    sudo pip install --upgrade --no-deps theano
+
+
+If you want to also installed NumPy/SciPy with pip instead of the
+system package, you can run this:
+
+.. code-block:: bash
+
+    sudo pip install --upgrade theano
+
+
+Bleeding edge
+~~~~~~~~~~~~~
+
+Do like in the section "Updating Theano", but use
+``git+git://github.com/Theano/Theano.git`` instead of ``theano``.
+
+
+Contributed GPU instruction
+~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+Basic configuration for the GPU :ref:`gpu_linux`.
+
+Ubuntu 11.10/12.04 (probably work on 11.04 too):
+
+.. code-block:: bash
+
+   sudo apt-add-repository ppa:ubuntu-x-swat/x-updates
+   sudo apt-get update
+   sudo apt-get install nvidia-current
+
+Then you need to fetch latest CUDA tool kit (download ubuntu 11.04 32/64bit package)
+from `here <http://developer.nvidia.com/cuda-downloads>`_.
+
+Then you install it like this:
+
+.. code-block:: bash
+
+    chmod a+x XXX.sh
+    sudo ./XXX.sh
+
+You probably need to change the default version of gcc as 
+`explained by Benjamin J. McCann <http://www.benmccann.com/dev-blog/installing-cuda-and-theano/>`_:
+
+
+
+
+.. code-block:: bash
+
+   sudo apt-get install nvidia-cuda-toolkit g++-4.4 gcc-4.4
+   # On Ubuntu 11.10 and 12.04, you probably need to change gcc-4.5 to gcc-4.6 on the next line.
+   sudo update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-4.5 40 --slave /usr/bin/g++ g++ /usr/bin/g++-4.5
+   sudo update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-4.4 60 --slave /usr/bin/g++ g++ /usr/bin/g++-4.4
+   sudo update-alternatives --config gcc
+
+Test GPU configuration
+~~~~~~~~~~~~~~~~~~~~~~
+
+.. code-block:: bash
+
+    THEANO_FLAGS=floatX=float32,device=gpu python /usr/lib/python2.*/site-packages/theano/misc/check_blas.py
+
+.. note::
+
+   Ubuntu 10.04 LTS: default gcc version 4.4.3. gcc 4.1.2, 4.3.4 availables.
+
+   Ubuntu 11.04: default gcc version 4.5.2. gcc 4.4.5 availables.
+
+   Ubuntu 11.10: default gcc version 4.6.1. gcc 4.4.6 and 4.5.3 availables.
+
+   Ubuntu 12.04 LTS: default gcc version 4.6.3. gcc 4.4.7 and 4.5.3 availables.
+
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