Can't open RTSP stream with OpenCV cuda video_reader

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I am running the example samples/gpu/video_reader.cpp and it's working with video files but when I try with any RTSP stream the it gives error.

OpenCV Error: Gpu API call (CUDA_ERROR_FILE_NOT_FOUND [Code = 301]) in CuvidVideoSource, file /home/gopal/opencv-3.0.0/modules/cudacodec/src/cuvid_video_source.cpp, line 66
OpenCV Error: Assertion failed (init_MediaStream_FFMPEG()) in FFmpegVideoSource, file /home/gopal/opencv-3.0.0/modules/cudacodec/src/ffmpeg_video_source.cpp, line 101
terminate called after throwing an instance of 'cv::Exception'
what():  /home/gopal/opencv-3.0.0/modules/cudacodec/src/ffmpeg_video_source.cpp:101: error: (-215) init_MediaStream_FFMPEG() in function FFmpegVideoSource

Aborted (core dumped)

I am using OpenCV 3.1 and CUDA 8.0 on Ubuntu 14.04