Hi @mathreadler, sorry to bother you with this once more — did you have a chance to think about the above? Additionally, I placed a (small) bounty on the question

Sorry I am working much. Don't have too much time on the site and hobby projects right now.

Maybe I can check later.

I have some old reweighted least squares solution doing it somewhere around but I will need to try and formulate it so that it is understandable and not just a codemess.