The $\ddot{I}‰$-Condition Number: Applications to Optimal Preconditioning and Low Rank Generalized Jacobian Updating

Woosuk L. Jung, David Torregrosa-Belén, Henry Wolkowicz

Preconditioning is essential in iterative methods for solving linear systems. It is also the implicit objective in updating approximations of Jacobians in optimization methods, e.g…