# Preconditioning

### From Glossary

A generalization of scaling that modifies the hessian so as to improve
convergence properties. In the case of quadratic programming, this typically means multiplying the quadratic form matrix, by a *preconditioner*, so that the condition number of is as close to 1 as possible. There are many variations, including *splitting* a matrix, to achieve a better conditioned matrix in the sense of its eigenvalue (and eigenspace) structure that governs convergence properties of algorithms like steepest ascent and conjugate gradient.