  We study the weighted Poincar\'e constant $C(p,w)$ of a probability density
$p$ with weight function $w$ using integration methods inspired by Stein's
method. We obtain a new version of the Chen-Wang variational formula which, as
a byproduct, yields simple upper and lower bounds on $C(p,w)$ in terms of the
so-called Stein kernel of $p$. We also iterate these variational formulas so as
to build sequences of nested intervals containing the Poincar\'e constant,
sequences of functions converging to said constant, as well as sequences of
functions converging to the solutions of the corresponding spectral problem.
Our results rely on the properties of a pseudo inverse operator of the
classical Sturm-Liouville operator. We illustrate our methods on a variety of
examples: Gaussian functionals, weighted Gaussian, beta, gamma, Subbotin, and
Weibull distributions.
