Don't allow to change gpuarray.preallocate during execution and make mandatory…

theano/configdefaults.py

@@ -239,7 +239,7 @@ AddConfigVar('gpuarray.preallocate',
              preallocates that fraction of the total GPU memory.  If 1
              or greater it will preallocate that amount of memory (in
              megabytes).""",
-             FloatParam(0),
+             FloatParam(0, allow_override=False),
              in_c_key=False)
 
 AddConfigVar('gpuarray.sched',

theano/gpuarray/__init__.py

@@ -43,6 +43,8 @@ register_transfer(transfer)
 
 def init_dev(dev, name=None):
     global pygpu_activated
+    if not config.cxx:
+        raise RuntimeError("The new gpu-backend need a c++ compiler.")
     if (pygpu.version.major, pygpu.version.minor) < (0, 6):
         raise ValueError("Your installed version of pygpu is too old, please upgrade to 0.6 or later")
     if dev not in init_dev.devmap: