Euclidean Distance Between Haar Orthogonal and Gaussian Matrices

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 (Formula presented.) of order n and apply to it the Gram–Schmidt orthonormalization procedure by columns to obtain a Haar-distributed orthogonal matrix (Formula presented.). If (Formula presented.) denotes the vector formed by the first m-coordinates of the ith row of (Formula presented.) and (Formula presented.), our main result shows that the Euclidean norm of (Formula presented.) converges exponentially fast to (Formula presented.), up to negligible terms. To show the extent of this result, we use it to study the convergence of the supremum norm (Formula presented.) and we find a coupling that improves by a factor (Formula presented.) the recently proved best known upper bound on (Formula presented.). Our main result also has applications in Quantum Information Theory.