Cleanup before release (#149)

Author: gdalle

CITATION.bib

@@ -4,7 +4,7 @@ @misc{ImplicitDifferentiation.jl
 	url     = {https://github.com/gdalle/ImplicitDifferentiation.jl},
 	version = {v0.6.0},
 	year    = {2024},
-	month   = {4}
+	month   = {6}
 }
 
 @phdthesis{dalle:tel-04053322,

README.md

@@ -34,13 +34,13 @@ If you want a deeper dive into the theory, you can refer to the paper [_Efficien
 To install the stable version, open a Julia REPL and run:
 
 ```julia
-julia> using Pkg; Pkg.add("ImplicitDifferentiation")
+using Pkg; Pkg.add("ImplicitDifferentiation")
 ```
 
 For the latest version, run this instead:
 
 ```julia
-julia> using Pkg; Pkg.add(url="https://github.com/JuliaDecisionFocusedLearning/ImplicitDifferentiation.jl")
+using Pkg; Pkg.add(url="https://github.com/JuliaDecisionFocusedLearning/ImplicitDifferentiation.jl")
 ```
 
 Please read the [documentation](https://JuliaDecisionFocusedLearning.github.io/ImplicitDifferentiation.jl/stable/), especially the examples and FAQ.

examples/0_intro.jl

@@ -81,17 +81,17 @@ We represent it using a type called [`ImplicitFunction`](@ref), which you will s
 =#
 
 #=
-First we define a forward mapping corresponding to the function we consider.
+First we define a `forward` mapping corresponding to the function we consider.
 It returns the actual output $y(x)$ of the function, and can be thought of as a black box solver.
-Importantly, this Julia callable _doesn't need to be differentiable by automatic differentiation packages but the underlying function still needs to be mathematically differentiable_.
+Importantly, this Julia callable doesn't need to be differentiable by automatic differentiation packages but the underlying function still needs to be mathematically differentiable.
 =#
 
 forward(x) = badsqrt(x);
 
 #=
 Then we define `conditions` $c(x, y) = 0$ that the output $y(x)$ is supposed to satisfy.
 These conditions must be array-valued, with the same size as $y$.
-Unlike the forward mapping, _the conditions need to be differentiable by automatic differentiation packages_ with respect to both $x$ and $y$.
+Unlike the forward mapping, the conditions need to be differentiable by automatic differentiation packages with respect to both $x$ and $y$.
 Here the conditions are very obvious: the square of the square root should be equal to the original value.
 =#
 

examples/1_basic.jl

@@ -86,7 +86,7 @@ ForwardDiff.jacobian(_x -> implicit_optim(_x; method=LBFGS()), x)
 @test ForwardDiff.jacobian(_x -> implicit_optim(_x; method=LBFGS()), x) ≈ J  #src
 
 #=
-In this instance, we could use ForwardDiff.jl directly on the solver, but it returns the wrong result (not sure why).
+In this instance, we could use ForwardDiff.jl directly on the solver:
 =#
 
 ForwardDiff.jacobian(_x -> forward_optim(_x; method=LBFGS()), x)

examples/2_advanced.jl

@@ -1,8 +1,7 @@
 # # Advanced use cases
 
 #=
-We dive into more advanced applications of implicit differentiation:
-- constrained optimization problems
+We dive into more advanced applications of implicit differentiation.
 =#
 
 using ForwardDiff

examples/3_tricks.jl

@@ -28,7 +28,7 @@ function conditions_components_aux(a, b, m, d, e)
     return c_d, c_e
 end;
 
-# You can use `ComponentVector` as an intermediate storage.
+# You can use `ComponentVector` from [ComponentArrays.jl](https://github.com/jonniedie/ComponentArrays.jl) as an intermediate storage.
 
 function forward_components(x::ComponentVector)
     d, e = forward_components_aux(x.a, x.b, x.m)

src/implicit_function.jl

@@ -57,8 +57,8 @@ The value of `lazy` must be chosen together with the `linear_solver`, see below.
 - `forward`: a callable computing `y(x)`, does not need to be compatible with automatic differentiation
 - `conditions`: a callable computing `c(x, y)`, must be compatible with automatic differentiation
 - `linear_solver`: a callable to solve the linear system
-- `conditions_x_backend`: defines how the conditions will be differentiated with respect to the first argument `x` 
-- `conditions_y_backend`: defines how the conditions will be differentiated with respect to the second argument `y` 
+- `conditions_x_backend`: how the conditions will be differentiated w.r.t. the first argument `x` 
+- `conditions_y_backend`: how the conditions will be differentiated w.r.t. the second argument `y` 
 
 # Function signatures
 
@@ -79,7 +79,7 @@ The byproduct `z` and the other positional arguments `args...` beyond `x` are co
 
 The provided `linear_solver` objects needs to be callable, with two methods:
 - `(A, b::AbstractVector) -> s::AbstractVector` such that `A * s = b`
-- `(A, B::AbstractVector) -> S::AbstractMatrix` such that `A * S = B`
+- `(A, B::AbstractMatrix) -> S::AbstractMatrix` such that `A * S = B`
 
 It can be either a direct solver (like `\\`) or an iterative one (like [`KrylovLinearSolver`](@ref)).
 Typically, direct solvers work best with dense Jacobians (`lazy = false`) while iterative solvers work best with operators (`lazy = true`).
@@ -105,7 +105,7 @@ end
         forward, conditions;
         linear_solver=lazy ? KrylovLinearSolver() : \\,
         conditions_x_backend=nothing,
-        conditions_x_backend=nothing,
+        conditions_y_backend=nothing,
     )
 
 Constructor for an [`ImplicitFunction`](@ref) which picks the `linear_solver` automatically based on the `lazy` parameter.