Euclidean distance between Haar orthogonal and gaussian matrices

TL;DR

This paper investigates how closely a Haar orthogonal matrix can be approximated by a scaled Gaussian matrix, providing exponential convergence results and improved bounds relevant to quantum information applications.

Contribution

It introduces a precise exponential convergence analysis of the Euclidean distance between Haar orthogonal and Gaussian matrices, with improved bounds on their maximum entry differences.

Findings

Euclidean norm of the difference converges exponentially fast.

Improved bounds on the supremum norm of matrix differences.

Applications to Quantum Information Theory are demonstrated.

Abstract

In this work we study a version of the general question of how well a Haar distributed orthogonal matrix can be approximated by a random gaussian matrix. Here, we consider a gaussian random matrix $Y_n$ of order $n$ and apply to it the Gram-Schmidt orthonormalization procedure by columns to obtain a Haar distributed orthogonal matrix $U_n$. If $F_i^m$ denotes the vector formed by the first $m$-coordinates of the $i$th row of $Y_n-\sqrt{n}U_n$ and $\alpha=\frac{m}{n}$, our main result shows that the euclidean norm of $F_i^m$ converges exponentially fast to $\sqrt{ \left(2-\frac{4}{3} \frac{(1-(1 -\alpha)^{3/2})}{\alpha}\right)m}$, up to negligible terms. To show the extent of this result, we use it to study the convergence of the supremum norm $\epsilon_n(m)=\sup_{1\leq i \leq n, 1\leq j \leq m} |y_{i,j}- \sqrt{n}u_{i,j}|$ and we find a coupling that improves by a factor $\sqrt{2}$ the recently proved best known upper bound of $\epsilon_n(m)$. Applications of our results to Quantum Information Theory are also explained.