cs.LG, cs.NA, math.NA, math.OC

Optimal Diagonal Preconditioning Beyond Worst-Case Conditioning: Theory and Practice of Omega Scaling

arXiv:2509.23439v2 Announce Type: replace-cross
Abstract: We study optimal diagonal preconditioning using the classical worst-case $\kappa$-condition number and the averaging-based $\omega$-condition number.
For the $\kappa$-optimal preconditioning …