Right preconditioning 2026-10-18
Right preconditioning substitutes into the linear system . Applying its transformed linear map first solves , then computes . Recover the solution by solving . Its linear-system residual is exactly the original linear-system residual , which is useful when monitoring the imbalance in the original equations.
The left preconditioning and right preconditioning transformed matrices are similar matrices:
They therefore have the same eigenvalues, although their Euclidean norm condition numbers and residual histories need not agree. A similarity transformation preserves eigenvalues; a nonorthogonal change of coordinates need not preserve lengths.