TITLE: Orthogonal matrices with small entries
QUESTION [15 upvotes]: Is it true that for any $n$, there exists a $n \times n$ real orthogonal matrix with all coefficients bounded (in absolute value) by $C/\sqrt{n}$, $C$ being an absolute constant ?
Some remarks :

If we want $C=1$, the matrix must be a Hadamard matrix.
The complex analogue has an easy answer: the Fourier matrix $(\exp(2\pi \imath jk/n)/\sqrt{n})_{(j,k)}$. Forgetting the complex structure gives a positive answer to the question in the real case when $n$ is even.
A random matrix doesn't work (the largest entry is typically of order $\sqrt{\log(n)}/\sqrt{n}$).

REPLY [6 votes]: Take $A$ to be the $n\times n$ matrix with $A_{jk}=\sqrt{\frac{2}{n+1}}\sin(\frac{jk\pi}{n+1})$. This is a variant of the answer of jj-joerg-arndt.