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I am trying to solve the following question, that I guess (hope?) has been solved before but I couldn't find any reference.

Let $S$ be a set of $d$ unit vectors in a $d$-dimensional Euclidean space such that for any pair of vectors in $S$ their distance is the range $[\sqrt 2 -O(1/d), \sqrt 2 + O(1/d)]$.

Then, one can find a set $Q$ of $d$ pairwise orthogonal unit vectors such that there is a 1-to-1 mapping between vectors in $S$ and $Q$ such that each point of $S$ is mapped to a point in $Q$ at distance at most $O(1/d)$.

Note: If the range was $\sqrt 2\pm c/\sqrt d$ for some large constant $c$, that would not necessarily be true, here the fact that we have a $1/d$ additive term is key. But I am not sure how to use it...

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  • $\begingroup$ Please use MathJax for your equations $\endgroup$
    – kodlu
    Commented Nov 29, 2023 at 13:16
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    $\begingroup$ "such that each point of $S$ is mapped to a point in $Q$ at distance at most $O(1/d)$" That is too much to ask for. You cannot hope for a better bound than $O(1/\sqrt d)$ here. $\endgroup$
    – fedja
    Commented Nov 29, 2023 at 15:35
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    $\begingroup$ @kodlu I fixed the $\LaTeX$ :-) $\endgroup$
    – fedja
    Commented Nov 29, 2023 at 15:39
  • $\begingroup$ @fedja, thanks; You're right for normalized vectors the Welch lower bound gives the bound stated in your comment. $\endgroup$
    – kodlu
    Commented Nov 29, 2023 at 15:43
  • $\begingroup$ Thanks a lot for fixing the Latex, somehow it wasn't displaying properly on my laptop so I removed it. So just restating what you said @fedja: there exists a set of vectors that are at pairwise distance $\sqrt 2 \pm O(1/d)$ but such that for any set of $d$ pairwise orthogonal vectors, there is one of the input vector at distance $O(1/\sqrt d)$? $\endgroup$
    – user103464
    Commented Nov 29, 2023 at 16:00

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The point of this answer is to confirm fedja's statement. Let $c$ be a fixed poitive constant, let $x = c/d$ and let $y = \sqrt{1-(d-1)x^2} = 1-(c^2/2)d^{-1} + O(d^{-2})$. Consider the $d$ unit vectors $x_1=(y,x,x,\ldots, x)$, $x_2=(x,y,x,\ldots,x)$, $x_3=(x,x,y,\ldots, x)$, ... $x_d=(x,x,x,\ldots, y)$. Note that the distance between $x_i$ and $x_j$ is $\sqrt{2(x-y)^2} = \sqrt{2} + O(d^{-1})$.

Let $u_i$ be any orthonormal vectors. I will show that $\sum |u_i-x_i|^2 \geq c^2 + O(d^{-1})$, and thus at least one of the $|u_i-x_i|$ is $\geq c/\sqrt{d} + O(d^{-1})$.

Let $U$ and $X$ be the matrices with columns $u_i$ and $x_i$. Then $\sum |u_i-x_i|^2$ is the square of the distance between $U$ and $X$ as elements of $\mathbb{R}^{n^2}$. The matrix $X$ is positive definite, because it is the sum of the positive semidefinite matrix all of whose entries are $x$, and the positive definite matrix $(y-x) \text{Id}_d$. For any positive definite matrix $X$, the distance $\text{dist}(U,X)$ to an orthogonal matrix is minimized at $U = \text{Id}_d$. (See, eg, here for a more general statement.) So we just need to compute $\text{dist}(\text{Id}_d, X)$. We have $$\text{dist}(\text{Id}_d, X)^2 = d (y-1)^2 + (d^2-d) x^2 = c^2 + O(d^{-1}),$$ as promised.

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  • $\begingroup$ Thanks a lot, I will update the status of the problem and accept the answer. I think I was also interested in the version of the question where the points are mapped to the simplex at distance $o(1)$ (rather than specifically $O(1/\sqrt{d})$. Maybe I should just ask a fresh question about this. $\endgroup$
    – user103464
    Commented Dec 4, 2023 at 16:05
  • $\begingroup$ I believe the more general statement should be that, if the distances are within $r$ of $\sqrt{2}$ (or, the dot products are within $r'$ of $0$), then the distance to the simplex is $O(\sqrt{d} r)$ (or $O(\sqrt{d} r')$) and this cannot be improved. If $r > 1/\sqrt{d}$, this is a trivial bound. $\endgroup$ Commented Dec 4, 2023 at 17:06
  • $\begingroup$ Nice, do you have a citation for this or something I could reference? $\endgroup$
    – user103464
    Commented Dec 5, 2023 at 22:59

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