Let $D$ be a given Euclidean Distance Matrix, where the entries are the non-squared distances.
The Gram Matrix of the corresponding points can be computed as follows : $$G = \frac{1}{2} (D_{0i}^2 + D_{0j}^2 - D_{ij}^2)$$
The embedding dimension is then $k = \operatorname{rank}G$.
Then, from the eigen-decomposition $G = OSO^T$ we can build the matrix $X = O\sqrt S$.
Another way to proceed is to compute :
$$F = -\frac{1}{2} (I - \mathbf{e}.\mathbf{x}^T).D.(I-\mathbf{x}.\mathbf{e}^T)$$ where $\mathbf{e}$ is the vector $(1,1,....,1)$ and $\mathbf{x}$ satisfies $\mathbf{x}^T\mathbf{e} = 1$ (one can simply take $\mathbf{x} = \mathbf{e}/n$). Then the matrix of coordinates is given by the decomposition $F = X^TX$. Again, $k= \operatorname{rank}F$.
Removing the $n-k$ null columns of $X$ we obtain the coordinates of the set of points described by $D$, in $k$-dimensional Euclidean space (up to an orthogonal transformation).
Question
Is it possible to exhibit some constraints over $D$, or over $F$ or $G$, as to bound the corresponding vectors in $\mathbb{R}^k$ inside the hypercube $[-L,L]^k$ ?
Clarification : I am looking for something like : If $G_{ij} \leq r$ then we will have $x_i \in [-f(r),f(r)]^d$ for some known function $f$.
(Bound the points in a hypersphere is trivial)
– Toool Aug 21 '17 at 20:10