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Diagonal Preconditioning Approximation
Because exact preconditioning via full eigendecomposition is computationally prohibitive, a significantly cheaper alternative is to approximate the distortion by rescaling the problem using only the diagonal entries of the matrix . This diagonal preconditioning calculates a new matrix . In this rescaled representation, the entries become , ensuring that every diagonal element . In many scenarios, particularly when the problem is roughly axis-aligned, this straightforward rescaling considerably reduces the condition number without the massive cost of computing true eigenvalues.
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Updated 2026-05-15
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