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Computing Lewis Weights to High Precision by Fixed-Point Iteration
The $\ell_p$-Lewis weights of a matrix are defined by a fixed-point equation. For $p<4$, Cohen and Peng [CP15] showed that iterating an equivalent rearrangement of this equation computes Lewis weights to high precision; for $p\geq4$, prior high-precision methods instead use optimization-based approa
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