[DOC] Solve links in docs

[wdevazelhes]

We should solve the links to algorithms in the docs, they don't work since :ref:`modindex` was removed (see #274 (comment)), so we need to find a solution that would solve both pbs (the missing page if there is :ref:`modindex` and the non-working links if there is not)

[wdevazelhes]

I noticed that if we keep the code as is now (i.e. with the fix from #274), but using sphinx 1.8.3 instead of the last version (3.1.1), it works

[bellet]

Did you try this?
https://stackoverflow.com/questions/55051112/why-is-sphinx-automodule-not-showing-any-module-members

[wdevazelhes]

Thanks for the link, in fact, I just retried with the new sphinx version (without this modification), upgrading it from the 1.8.3 to 3.1.1 using pip install sphinx --upgrade and this time it worked as expected, so I guess I had done something wrong in the installation the first time...

[bellet]

OK so I guess it is all good!