Update documentation regarding init_gpu_device flag.

doc/install.txt

@@ -240,7 +240,12 @@ documentation to know how to configure them differently.
 .. note::
 
     The tests should be run with the ``THEANO_FLAGS`` ``device=cpu`` (default).
-    Otherwise, it will generate false errors.
+    Otherwise, it will generate false errors. If you have a GPU, it will
+    automatically be used to run GPU-related tests.
+
+    If you want the GPU-related tests to run on a specific GPU device, and not
+    the default one, you should use :attr:`~config.init_gpu_device`, for
+    instance ``THEANO_FLAGS=init_gpu_device=gpu1``.
 
 All tests should pass except those marked as ``KnownFailureTest``. If some
 test fails on your machine, you are encouraged to tell us what went wrong on

doc/library/config.txt

@@ -121,13 +121,17 @@ import theano and print the config variable, as in:
 
 .. attribute:: init_gpu_device
 
-    String value: either '', 'gpu0', 'gpu1', 'gpu2', or 'gpu3'
+    String value: either ``''``, ``'gpu'``, ``'gpu0'``, ``'gpu1'``, ``'gpu2'``,
+    or ``'gpu3'``
 
-    Initialize the gpu device to use. This don't change anything other. So by
-    default we continue to do computation on the cpu and we keep shared variable
-    on the cpu memory.
+    Initialize the gpu device to use.
+    When its value is gpu*, the theano flag :attr:`device` must be ``"cpu"``.
+    Unlike :attr:`device`, setting this flag to a specific GPU will not
+    try to use this device by default, in particular it will **not** move
+    computations, nor shared variables, to the specified GPU.
 
-    When its value is gpu*, the theano flag device must be cpu.
+    This flag is useful to run GPU-specific tests on a particular GPU, instead
+    of using the default one.
 
 .. attribute:: floatX