We study two fundamental optimization problems: (1) scaling a symmetric positive definite matrix by a positive diagonal matrix so that the resulting matrix has row and column sums equal to 1; and (2) minimizing a quadratic function subject to hard non-negativity constraints. Both problems lend themselves to efficient algorithms based on interior point methods (IPMs). For general instances, standard self-concordance theory places a limit on the iteration complexity of these methods at $\widetilde{O}\left(n^{1/2}\right)$, where $n$ denotes the matrix dimension. We show via an amortized analysis that, when the input matrix is an M-matrix, an IPM with adaptive step sizes solves both problems in only $\widetilde{O}\left(n^{1/3}\right)$ iterations. As a corollary, using fast Laplacian solvers, we obtain an $\ell_{2}$ flow diffusion algorithm with depth $\widetilde{O}\left(n^{1/3}\right)$ and work $\widetilde{O}$$\left(n^{1/3}\cdot\text{nnz}\right)$. This result marks a significant instance in which a standard log-barrier IPM permits provably fewer than $Θ\left(n^{1/2}\right)$ iterations.