There are two problems with what you have attempted, one just a typo and the solution to the other will depend on what you are trying to do. First the typo: you are missing an underscore from each side of the global decorator - they should be double underscores:
__global__ void add1(double * pi, double c)
{
*pi += c;
}
Now the more important question: what are you trying to achieve? If you are trying to create a PTX file for use with parallel.gpu.CUDAKernel then you need to compile to PTX:
$ nvcc -ptx -arch=sm_20 <filename>.cu
which will procude <filename>.ptx. If you are trying to make a standalone executable then you need to also define a main function as you would for any C++ program.
