I am interested in finding a set of, say 3, orthogonal vectors whose components add up to zero. This is a concept that is used in statistics as well, but for the sake of this question, I wanted to phrase it as simple as I could.
I have found a built-in function within my statistical software to do this task for me, but I do not want to blindly use it without understanding the "behind the scene" action.
I also have found a notion in my linear algebra course discussing about the Orthogonal Complement of a span, but the components of these vectors do not have to add up to zero.
Any tip would be appreciated!
The set of vectors with coordinates summing to zero are the linear span of the vectors $e_1-e_2$, $e_2-e_3,\ldots,e_{n-1}-e_n$ where the $e_i$ are the usual unit vectors.
You can use the Gram-Schmidt process on these to produce up to $n-1$ orthogonal vectors.