What is the concept of preconditioning in Numerical Analysis?

Numerical Analysis Questions



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What is the concept of preconditioning in Numerical Analysis?

Preconditioning in Numerical Analysis refers to the process of transforming a given problem into an equivalent problem that is easier to solve numerically. It involves applying a suitable transformation or manipulation to the original problem in order to improve the convergence rate and stability of iterative methods used to solve it. The goal of preconditioning is to reduce the condition number of the problem, which can lead to faster and more accurate numerical solutions.