Formula

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 Q\mathbf{Q}. This diagonal preconditioning calculates a new matrix Q~=diag12(Q)Qdiag12(Q)\tilde{\mathbf{Q}} = \textrm{diag}^{-\frac{1}{2}}(\mathbf{Q}) \mathbf{Q} \textrm{diag}^{-\frac{1}{2}}(\mathbf{Q}). In this rescaled representation, the entries become Q~ij=Qij/QiiQjj\tilde{\mathbf{Q}}_{ij} = \mathbf{Q}_{ij} / \sqrt{\mathbf{Q}_{ii} \mathbf{Q}_{jj}}, ensuring that every diagonal element Q~ii=1\tilde{\mathbf{Q}}_{ii} = 1. 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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