Properly exit on error when selecting largest free block size.

theano/gpuarray/c_code/dnn_fwd.c

@@ -219,7 +219,10 @@ APPLY_SPECIFIC(conv_fwd)(PyGpuArrayObject *input, PyGpuArrayObject *kerns,
   cuda_enter(c->ctx);
 
   size_t maxfree = c_get_largest_free_block_size(c);
-  if (PyErr_Occurred()) return 1;
+  if (PyErr_Occurred()) {
+    cuda_exit(c->ctx);
+    return 1;
+  }
 
   if (params->choose_algo) {
 

theano/gpuarray/c_code/dnn_gi.c

@@ -189,7 +189,10 @@ APPLY_SPECIFIC(conv_gi)(PyGpuArrayObject *kerns, PyGpuArrayObject *output,
   cuda_enter(c->ctx);
 
   size_t maxfree = c_get_largest_free_block_size(c);
-  if (PyErr_Occurred()) return 1;
+  if (PyErr_Occurred()) {
+    cuda_exit(c->ctx);
+    return 1;
+  }
 
   if (params->choose_algo) {
 

theano/gpuarray/c_code/dnn_gw.c

@@ -176,7 +176,10 @@ APPLY_SPECIFIC(conv_gw)(PyGpuArrayObject *input, PyGpuArrayObject *output,
   cuda_enter(c->ctx);
 
   size_t maxfree = c_get_largest_free_block_size(c);
-  if (PyErr_Occurred()) return 1;
+  if (PyErr_Occurred()) {
+    cuda_exit(c->ctx);
+    return 1;
+  }
 
   if (params->choose_algo) {