In general, most documentation is infamously:
1. outdated, and filled with deprecated syntax or abandoned bugs
2. version dependent, and thus pointless to read or write
3. platform dependent, and thus also falls under point #1 or #2 with time
4. poorly written, as most rarely read/update the documentation
While tools like Doxygen attempt to fill the reference holes, in general a lot of effort is made to create unit-tests/examples of how software should be integrated.
The experience can be unpleasant if you are new to a large library. The major downside of Open-Source projects is usually the RTFM dismissive attitude, as many people are not here to provide "free" support rather than solve/share there own use-cases. If you can show a unit-test that highlights a specific issue, than there may be mutual interest from project members... but you need to prove you are not asking people to search google for you.
In general, if you are at the "trial-and-error" stage, than looking at another active/well-documented project that uses the same key library in a similar use-case to your own will often be faster (example: search deprecated kernel api calls in utilities for compatibility details).
Another point I will mention, is thinking about the long-term sustainability choices for a project. In general, splitting up dependencies into small piped/ipc/rpc/ClMPI/AMQP utilities is wise. That way when someone unwisely permutes a library API like they often do for various reasons (rarely good reasons for a shared object), the affected area needing maintenance is minimized (i.e. the next person only needs to read 3 or 4 familiarly structured documents to securely refactor the module.)
If you are more interested in the algorithmic side, than an optimized library is probably the wrong place to start. Rather, pull the published paper(s) for the algorithm, and look at the published history (i.e. the datasets and ROC curves especially detail what to expect). Prototyping languages like Python/Julia/Octave/MatLab are often the language of choice in this area.
Best of luck =)