The file undocumented.tex is not really important. It is generated in order to see in the documentation that there are some (non-ALLPROSE) files that are not yet documented in myalps.tex.nw, i. e., they are not mentioned using the ∖sourcefile command. The command ∖includesourcefiles includes undocumented.tex if it exists.
In this case, an extra section is generated into the main documentation that mentions the undocumented files. As a punishment for not giving a short description of the file, it is not tried to include the corresponding .tex files into the main documentation.
We find out about undocumented files by comparing the files listed in myalps.lsf with the ones mentioned in the FILES variable in each Makefile. A list of all file is generated by the fileslist target.