make dnn detect if the library can be loaded.

theano/gof/cmodule.py

@@ -1845,7 +1845,7 @@ class GCC_compiler(object):
             return (compilation_ok, run_ok)
 
     @staticmethod
-    def try_flags(flag_list):
+    def try_flags(flag_list, try_run=False, preambule=""):
         '''
         Try to compile a dummy file with these flags.
 
@@ -1856,13 +1856,14 @@ class GCC_compiler(object):
             return False
 
         code = b("""
+        %(preambule)s
         int main(int argc, char** argv)
         {
             return 0;
         }
-        """)
+        """ % locals())
         return GCC_compiler.try_compile_tmp(code, tmp_prefix='try_flags_',
-                flags=flag_list, try_run=False)
+                                            flags=flag_list, try_run=try_run)
 
     @staticmethod
     def compile_str(module_name, src_code, location=None,

theano/sandbox/cuda/dnn.py

 import os
 
 import theano
-from theano import Apply, tensor
+from theano import Apply, gof, tensor
 from theano.gof import Optimizer
 from theano.gof.type import CDataType
 from theano.compat import PY3
@@ -26,8 +26,8 @@ def dnn_available():
             dnn_available.avail = False
         else:
             dnn_available.msg = "Can not find the cuDNN library"
-            dnn_available.avail = theano.gof.cmodule.GCC_compiler.try_flags(
-                ["-l", "cudnn"])
+            dnn_available.avail = all(gof.cmodule.GCC_compiler.try_flags(
+                ["-l", "cudnn"], try_run=True, preambule="#include <cudnn.h>"))
     return dnn_available.avail