If , the defining equation becomes , so .
A map is firmly nonexpansive in the -inner product when
Put and . The two implicit equations give
Because is a monotone operator,
Therefore
which is precisely firm nonexpansiveness. In particular, the preconditioned proximal point algorithm map is nonexpansive in the norm induced by the positive-definite matrix .
Write and . Expanding
gives
The off-diagonal terms in the first equation cancel. By the optimality condition for the proximal operator,
The second equation then becomes the explicit linear update
Thus each step of this preconditioned proximal point algorithm uses only one evaluation of the proximal operator of , together with applications of the linear map and its transpose .