Radial Isotropic Position via an Implicit Newton's Method

Arun Jambulapati, Jonathan Li, Kevin Tian

Placing a dataset $A=\{{\mathbf{a}}_i{\}}_{i\in [n]}\subset {\mathbb{R}}^d$ in radial isotropic position, i.e., finding an invertible $\mathbf{R}\in {\mathbb{R}}^{d\times d}$ such th…