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I have $4$ vectors in $\mathbb{R}^4$ as the following: $$ a_1, a_2 \in \mathbb{R}^4 \text{ and } a_1 \perp a_2, \\ b_1, b_2 \in \mathbb{R}^4 \text{ and } b_1 \perp b_2. \\ $$ The way I have constructed them is, I took random vectors in $\mathbb{R}^4$ and ran Gram-Schmidt on pairs $(a_1, a_2)$ and $(b_1, b_2)$. Now, I want a situation where $$ a_1 \perp b_1, a_2 \perp b_2. $$ I can use Gram-Schmidt again on the pairs $(a_1, b_1)$ and $(a_2, b_2)$, but then I lose the property that $(a_1 \perp a_2)$ and $(b_1 \perp b_2)$. Is there a way to ensure the above-mentioned desiderata? Note that I could run Gram-Schmidt on $(a_1, a_2, b_1, b_2)$ to find $4$ orthogonal vectors, but that's not what I want. Notice that in my specification, I am not telling anything about the inner products between $a_1, b_2$ or $a_2, b_1$. Is there a way to do this? Or can I prove that it is impossible? Thanks!

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    So to be clear, you want to generate vectors such that $a_1\perp b_1 \perp b_2 \perp a_2 \perp a_1$ (with no further conditions on the remaining inner products)? (I'd also be curious in what context you're encountering this. It reminds me of calculations I've seen regarding the so-called CHSH inequality in quantum mechanics.) – Semiclassical Aug 13 '21 at 02:41
  • You are right, that is the condition I am looking for. I was looking for these vectors in a cryptography scenario. I don't know how these could be related to the CHSH game. Your point is quite interesting! – QuestionEverything Aug 13 '21 at 02:55
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    I don't know if this would answer your question, but given $n-1$ vectors $a_1, \dots, a_{n-1} \in \mathbb{R}^n$ you can always find a new vector $a_n$ orthogonal to $a_j$ for $j=1, \dots, n-1$. This can be proved by generalizing the cross product in $\mathbb{R}^n$ and defining the $i$-th coordinate of $a_n$ as $(-1)^i \text{det} A_i$, where $A_i$ is the $(n-1) \times (n-1)$ matrix obtained by deleting the $i$-th row of the $n \times (n-1)$ matrix $A := (a_1, \dots, a_{n-1})$. – I. Roperval Aug 13 '21 at 03:00
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    One starting point to show that non-orthogonal versions are possible: Just take $b_2=a_1$ and $b_1=a_2$. Then the orthogonality of $a_1$ and $a_2$ ensures that every pair except $a_1,b_2$ and $a_2,b_1$ are orthogonal (because they're of course parallel). – Semiclassical Aug 13 '21 at 03:02
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    I. Roperval, indeed, that gives me a vector orthogonal to all others. What I want is a weaker condition, where we allow some pairs to be non-orthogonal. Semiclassical , I see, you are right. So it is possible... – QuestionEverything Aug 13 '21 at 03:05
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    To add a little bit of context to the quantum connection: The correlations between the two pairs of observables of Alice and Bob in the CHSH setup directly correspond to the inner products between vectors $a_1,a_2,b_1,b_2\in\mathbb{R}^3$. An obvious question is what quartets of inner products $(a_1\cdot b_1,a_1\cdot b_2,a_2\cdot b_1,a_2\cdot b_2)$ can be so generated. But in that setting one usually doesn't care about the remaining two products, so the "parallel" construction works just fine (and in particular works in 3D). – Semiclassical Aug 13 '21 at 04:59
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    For more mathematical details, the word to look up is probably "elliptope". I don't know a great source for such, but the book by Deza and Laurent talks about it in some detail. – Semiclassical Aug 13 '21 at 05:08
  • Nice! I would check out the CHSH connection and the elliptope object. Thanks a lot @Semiclassical . – QuestionEverything Aug 13 '21 at 05:10

2 Answers2

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Here is a simple example of such vectors, which yet manages to display all possible angles between the unconstrained pairs: \begin{eqnarray} &a_1 = e_1, & & a_2=e_3 \cos\alpha+e_4\sin\alpha,\\ & b_1 = e_3, & & b_2=e_1 \cos\beta+e_2\sin\beta, \end{eqnarray}

Then indeed $a_1\perp b_1\perp b_2\perp a_2\perp a_1$, but the angle between $a_2,b_1$ is $\alpha$ and the angle between $a_1,b_2$ is $\beta$. (This is of course a very simple example, but we can apply an arbitrary rotation to create a 'random' quartet with such relations.)

Semiclassical
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If $\ x_1, x_2,x_3,x_4\ $ are "random" independent vectors in $\ \mathbb{R}^4\ $, and \begin{align} y_1&=x_1\\ y_2&=x_2-\frac{\langle x_ 2,y_1\rangle}{\|y_1\|^2}y_ 1\\ y_3&=x_3-\frac{\langle x_ 3,y_2\rangle}{\|y_2\|^2}y_ 2\\ z_3&=y_3-\frac{\langle y_ 3,y_1\rangle}{\|y_1\|^2}y_ 1\\ y_ 4&=x_4-\frac{\langle x_ 4,z_3\rangle}{\|z_3\|^2}z_3-\frac{\langle x_4,y_1\rangle}{\|y_1\|^2}y_ 1\ , \end{align} then $\ y_1\perp y_2\perp y_3\perp y_4\perp y_1\ $. Is that what you're looking for?

lonza leggiera
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    Testing in Mathematica, this seems to check out in terms of inner products. However, there is one odd feature. Let $\theta_{jk}$ be the angle between the vectors $y_j,y_k$. As expected, $\theta_{12}=\theta_{23}=\theta_{34}=\theta_{14}=0$ within numerical precision. But it seems numerically as if $\theta_{24}$ is uniformly distributed on $(0,\pi)$, while $\cos\theta_{13}$ is uniformly distributed on $(-1,1)$. So that's an interesting asymmetry, presumably owing to the step-by-step nature of this Gram-Schmidt process. – Semiclassical Aug 13 '21 at 03:58
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    Interesting. How did you randomise the choice of the $\ x_i$s. Independent uniform over the unit sphere? – lonza leggiera Aug 13 '21 at 04:39
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    No, I picked the components as standard normal random variables. But it's simple enough for me to normalize these vectors before proceeding further, so let me test that. Edit: Preliminary results suggest normalizing first doesn't change the distribution. I suppose the point is that the rescaling absorbs into the computation of the $y_k$ and so doesn't affect anything. – Semiclassical Aug 13 '21 at 04:42
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    Nice answer @lonzaleggiera , could you please help me with the next case? If I have 9 nine-dimensional vectors a1, a2, a3.. b1, b2, b3.. c1, c2, c3.. where these triplets are orthogonal to each other and a1 \perp b1 \perp c1.... a2 \perp b2 \perp c2.... a3\perp b3 \perp c3. Is this construction possible in principle? I don't mind putting in the effort... – QuestionEverything Aug 13 '21 at 14:30
  • I misspoke a bit in the earlier comment, along with the elements of the triplets (a1, a2, a3).. (b1, b2, b3) and (c1, c2, c3) be orthogonal to each other (for example: a1 \perp a2, a3 \perp a1 and b1 \perp b3 and so on), I also want that (a1, b1, c1), (a2, b2, c2) and (a3, b3, c3) be orthogonal to each other.. is it possible? – QuestionEverything Aug 13 '21 at 15:33
  • Given that you seem to have a specific problem in mind, another question might be appropriate… @QuestionEverything – Semiclassical Aug 13 '21 at 21:32
  • Alright @Semiclassical , That might be better. Thanks! – QuestionEverything Aug 14 '21 at 04:18
  • Here is the new question as per your suggestion @Semiclassical : https://math.stackexchange.com/questions/4224461/find-orthogonal-vectors-in-9-dimensions – QuestionEverything Aug 14 '21 at 14:06