For your undergraduate studies it's usually best not to specialize too early. Most physics programs will have some kind of introduction to computational methods course. If you couple that with a computational thesis project and take courses from the computer science department as needed that should be sufficient to get you where you want to be.
You can double major if you want, but the consequences are that you could end up taking some courses you don't want to take just to meet the degree requirement and you'll have less room for other electives. Look at the specific coursework that's involved and see if the second major fits with the stuff you think you'll enjoy learning about. On the "pro" side, more computer science courses may open up more doors in the working world for you, once you leave academia.