pub fn build_weighted_laplacian(a: &CsMat<f64>, w: &[f64]) -> CsMat<f64>
L = A diag(w) Aᵀ (n×n). With w = b this is the DC Laplacian; with w = b²·θ_f⁻¹ it is the reweighted Laplacian L₁ from the KKT system.
L = A diag(w) Aᵀ
w = b
w = b²·θ_f⁻¹
L₁