Implementation of matrix equilibration routines (Ruiz equilibration for OSQP)

[johannahaffner]

Hi Patrick,

I'm interested in implementing matrix equilibration routines to improve the optimistix version of OSQP, in which they use a Ruiz equilibration (rows are scaled to be equal in norm).

This is not a huge family of methods, and they're mostly useful for linear solves, especially with iterative methods that are sensitive to matrix scaling.

Would this sort of thing have a place in lineax?

[patrick-kidger]

I think preconditioning in general should have a place here, so yes!