Improve roadmap (#2)

* Clarify comments * Added a new roadmap goal * Fixes installation from Pip procedure
mbaudin47 · Nov 29, 2024 · b51acc0 · b51acc0
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diff --git a/README.md b/README.md
@@ -49,7 +49,6 @@ To install from Pip:
 
 ```bash
 pip install numericalderivative
-python setup.py install
 ```
 
 ## References
@@ -70,4 +69,12 @@ python setup.py install
   benchmark problems
 - Use a relative precision in SteplemanWinarsky and GillMurraySaundersWright.
 - Remove NumericalDerivative: move it to FiniteDifferenceFormula.
+- Add finite_differences from menum and cite (Baudin, 2023).
+Reference : https://github.com/mbaudin47/menum_code
+https://github.com/mbaudin47/menum_code/blob/cec64dea8d205da796d1f578b42948115257b3bb/Scripts-Eleves/Py3/numdiff.py#L801
+
+- Implement the method of:
+
+Shi, H. J. M., Xie, Y., Xuan, M. Q., & Nocedal, J. (2022). Adaptive finite-difference interval estimation for noisy derivative-free optimization. _SIAM Journal on Scientific Computing_, _44_(4), A2302-A2321.
+
 
diff --git a/numericalderivative/DerivativeBenchmark.py b/numericalderivative/DerivativeBenchmark.py
@@ -305,9 +305,9 @@ def __init__(self, alpha=1.0e6):
 
         References
         ----------
-        Gill, P. E., Murray, W., Saunders, M. A., & Wright, M. H. (1983).
-        Computing forward-difference intervals for numerical optimization.
-        SIAM Journal on Scientific and Statistical Computing, 4(2), 310-321.
+        - Gill, P. E., Murray, W., Saunders, M. A., & Wright, M. H. (1983).
+          Computing forward-difference intervals for numerical optimization.
+          SIAM Journal on Scientific and Statistical Computing, 4(2), 310-321.
         """
         if alpha <= 0.0:
             raise ValueError(f"alpha = {alpha} should be > 0")

diff --git a/numericalderivative/DumontetVignes.py b/numericalderivative/DumontetVignes.py
@@ -3,9 +3,9 @@
 """
 References
 ----------
-Dumontet, J., & Vignes, J. (1977). 
-Détermination du pas optimal dans le calcul des dérivées sur ordinateur. 
-RAIRO. Analyse numérique, 11 (1), 13-25.
+- Dumontet, J., & Vignes, J. (1977). 
+  Détermination du pas optimal dans le calcul des dérivées sur ordinateur. 
+  RAIRO. Analyse numérique, 11 (1), 13-25.
 """
 
 import numpy as np

diff --git a/numericalderivative/FiniteDifferenceFormula.py b/numericalderivative/FiniteDifferenceFormula.py
@@ -82,13 +82,18 @@ def compute_third_derivative(self, step):
         third_derivative : float
             The approximate f'''(x).
 
+        References
+        ----------
+        - Dumontet, J., & Vignes, J. (1977). 
+          Détermination du pas optimal dans le calcul des dérivées sur ordinateur. 
+          RAIRO. Analyse numérique, 11 (1), 13-25.
         """
         t = np.zeros(4)
         t[0] = self.function_eval(self.x + 2 * step)
         t[1] = -self.function_eval(self.x - 2 * step)  # Fixed wrt paper
         t[2] = -2.0 * self.function_eval(self.x + step)
         t[3] = 2.0 * self.function_eval(self.x - step)  # Fixed wrt paper
-        third_derivative = np.sum(t) / (2 * step**3)  # Eq. 27 et 35
+        third_derivative = np.sum(t) / (2 * step**3)  # Eq. 27 and 35 in (D&V, 1977)
         return third_derivative
 
     def compute_first_derivative_central(self, step):
@@ -134,11 +139,17 @@ def compute_first_derivative_forward(self, step):
         -------
         second_derivative : float
             An estimate of f''(x).
+
+        References
+        ----------
+        - Gill, P. E., Murray, W., Saunders, M. A., & Wright, M. H. (1983). 
+          Computing forward-difference intervals for numerical optimization. 
+          SIAM Journal on Scientific and Statistical Computing, 4(2), 310-321.
         """
         step = (self.x + step) - self.x  # Magic trick
         if step <= 0.0:
             raise ValueError("Zero computed step. Cannot perform finite difference.")
-        # Eq. 1, page 311 in (GMS, 1983)
+        # Eq. 1, page 311 in (GMS&W, 1983)
         x1 = self.x + step
         first_derivative = (self.function(x1) - self.function(self.x)) / step
         return first_derivative
@@ -166,11 +177,16 @@ def compute_second_derivative_central(self, step):
         second_derivative : float
             An estimate of f''(x).
 
+        References
+        ----------
+        - Gill, P. E., Murray, W., Saunders, M. A., & Wright, M. H. (1983). 
+          Computing forward-difference intervals for numerical optimization. 
+          SIAM Journal on Scientific and Statistical Computing, 4(2), 310-321.
         """
         step = (self.x + step) - self.x  # Magic trick
         if step <= 0.0:
             raise ValueError("Zero computed step. Cannot perform finite difference.")
-        # Eq. 8 page 314
+        # Eq. 8 page 314 in (GMS&W, 1983)
         second_derivative = (
             self.function_eval(self.x + step)
             - 2 * self.function_eval(self.x)

diff --git a/numericalderivative/GillMurraySaundersWright.py b/numericalderivative/GillMurraySaundersWright.py
@@ -3,9 +3,9 @@
 """
 References
 ----------
-Gill, P. E., Murray, W., Saunders, M. A., & Wright, M. H. (1983). 
-Computing forward-difference intervals for numerical optimization. 
-SIAM Journal on Scientific and Statistical Computing, 4(2), 310-321.
+- Gill, P. E., Murray, W., Saunders, M. A., & Wright, M. H. (1983). 
+  Computing forward-difference intervals for numerical optimization. 
+  SIAM Journal on Scientific and Statistical Computing, 4(2), 310-321.
 """
 
 import numpy as np