Left preconditioning ($M^{-1}Ax=M^{-1}b$)

Left preconditioning multiplies both sides of the linear system $Ax=b$ by the same invertible matrix $M^{-1}$. It leaves the unknown vector $x$ unchanged. The original linear-system residual is $r=b-Ax$; the transformed linear-system residual is $M^{-1}r$. Applying the transformed linear map to $v$ first computes $Av$, then solves $Mz=Av$.

For symmetric positive-definite matrices $A$ and $M$, $M^{-1}A$ is generally not a symmetric matrix in the Euclidean inner product. Its positive eigenvalues alone do not justify ordinary Euclidean Conjugate gradient method recurrences. The remedy is symmetric positive-definite preconditioning, implemented through the Preconditioned conjugate gradient method.