Add installation instruction with canopy on windows.

doc/install.txt

@@ -533,6 +533,7 @@ it differently and it worked, please let us know the details on the
 `theano-users`_ mailing-list, so that we can add alternate instructions
 here.
 
+
 In academia: Enthought Python Distribution (EPD)
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
@@ -798,12 +799,33 @@ pip is not included in EPD, but you can simply install it with::
 You can then proceed to the :ref:`windows_basic` or the :ref:`windows_bleeding_edge`.
 
 
+
+Alternative: Canopy
+###################
+
+Another software from Enthought that install all Theano dependancy.
+If you are affiliated with a university (as student or employee), you
+can download the installation for free.
+
+- Install Canopy x64 (and update it as older Canopy version had problem when installing pip).
+- Then install pip from Canopy Package Manager.
+- "pip install theano" in the Windows shell: "In the Windows start menu execute the `cmd` command".
+- in Canopy Package Manager, search and install packages "mingw 4.5.2" and "libpython 1.2"
+- (Needed only for Theano 0.6rc3 or older) The "libpython 1.2" package installs files "libpython27.a" and "libmsvcr90.a" to "C:\Users\<USER>\AppData\Local\Enthought\Canopy\User\libs" (on my computer)
+  copy the two files to "C:\Users\<USER>\AppData\Local\Enthought\Canopy\App\appdata\canopy-1.0.0.1160.win-x86_64\libs"
+
+  When doing "import theano" g++ links to directory "C:\Users\<USER>\AppData\Local\Enthought\Canopy\App\appdata\canopy-1.0.0.1160.win-x86_64\libs"
+  and "C:\Users\<USER>\AppData\Local\Enthought\Canopy\App\appdata\canopy-1.0.0.1160.win-x86_64". Not where "libpython27.a" is installed.
+- (Needed only for Theano 0.6rc3 or older) Set the Theano flags ``blas.ldflags=C:\Users\<USER>\AppData\Local\Enthought\Canopy\App\appdata\canopy-1.0.0.1160.win-x86_64\Scripts -lmk2_core -lmk2_intel_thread -lmk2_rt``.
+
+
+
 Alternative: AnacondaCE
 #######################
 
 ContinuumIO_ is providing a free Python distribution for Windows (32-bit
 and 64-bit), including all dependencies of Theano. If you are not
-eligible for a download of EPD (via a commercial, or free academic
+eligible for a download of EPD or Canopy (via a commercial, or free academic
 licence), this is the easiest way to install
 Theano's dependencies. Simply download and execute the installer from
 `AnacondaCE downlowad page <http://continuum.io/anacondace.html>`__,