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Fixed link to "positive definite". |
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:<math>A x= b.\,</math>
where <math>A</math> is symmetric [[Positive-definite_matrix|positive definite]]. If the [[Matrix (mathematics)|matrix]] <math>A</math> is [[ill-conditioned]], i.e. it has a large [[condition number]] <math>\kappa(A)</math>, it is often useful to use a [[preconditioner|preconditioning matrix]] <math>P^{-1}</math> that is chosen such that <math>P^{-1} \approx A^{-1}</math> and solve the system
:<math> P^{-1}Ax = P^{-1}b,\,</math>
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