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I've seen tutorials on how to compile cmake globally. However I don't want to endanger my current system configuration. I only need a higher version of cmake to compile libgpuarray for theano, but I don't want to overwriten my existing cmake configuration.

Does anyone know how to do that? Can I specify a local path when calling ./configure ? By the way: How can I look up options that are available for the ./configure command ?

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By convention, ./configure scripts provide a --prefix option fo this. So for example

./configure --prefix=/usr/local

or

./configure --prefix=/opt

(for much software, /usr/local is the default).

You can usually run ./configure --help to see this and other options that may affect the installation path e.g.

$ ./configure --help | grep install
  --prefix=PREFIX         install architecture-independent files in PREFIX
  --exec-prefix=EPREFIX   install architecture-dependent files in EPREFIX
By default, `make install' will install all the files in
an installation prefix other than `/usr/local' using `--prefix',
Fine tuning of the installation directories:
  --program-prefix=PREFIX            prepend PREFIX to installed program names
  --program-suffix=SUFFIX            append SUFFIX to installed program names
  --program-transform-name=PROGRAM   run sed PROGRAM on installed program names
  --enable-fast-install[=PKGS]
                          optimize for fast installation [default=yes]

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