Open up a command line in Linux. Ensure that your PATH variable is set up correctly to use the local Anaconda installation of Python (rather than the system-wide installation) by typing which python at the bash prompt and pressing Enter (Anaconda should have automatically configured your .bashrc during installation); this should tell you that the Python binary is in your local ~/anaconda2/bin directory, rather than in the /usr/bin directory. If this isn't the case, open a text editor and put the line export PATH="/home/${USER}/anaconda2/bin:${PATH}" at the end of your ~/.bashrc file, save this, open a new Terminal, and then check again.
There are several options for installation of PyCUDA. The easiest option is to ...