Metric net ($\forall x\in T\exists u\in U:d(x,u)\le \epsilon$)

An $\epsilon$-net of a metric space $(T,d)$ is a subset $U\subseteq T$ such that every $x\in T$ has $d(x,u)\le \epsilon$ for some $u\in U$. Its least possible finite size is the metric covering number with closed balls. A maximal set with pairwise distances greater than $\epsilon$ is an $\epsilon$-net.

A cover of the unit ball by balls of radius $\delta /2$ gives a radius-$\delta$ metric net on the unit sphere: discard balls missing the sphere and choose a sphere point in each remaining ball. Every sphere point lies within $\delta$ of the selected point in its ball. The argument keeps the number of balls and ensures that the selected points have unit length, regardless of the initial covering centers.

For a symmetric matrix $H$ and an $\eta$-metric net $U$ of the unit sphere, with $0<\eta <1/2$, approximate a maximizing unit vector $x$ by $u\in U$. Expanding $x^{\top }Hx-u^{\top }Hu=(x-u{)}^{\top }Hx+u^{\top }H(x-u)$ bounds its absolute value by $2\eta \Vert H{\Vert }_{\mathrm{op}}$. Rearrangement proves the bound. The volumetric bound for Euclidean metric nets limits the number of needed directions, allowing a union bound to control a random matrix.

A subset of the radius-$R$ Euclidean ball admits an $\epsilon$-metric net of size at most $(1+2R/\epsilon {)}^n$. Take a maximal separated set: its disjoint radius-$\epsilon /2$ Euclidean balls lie in the radius-$(R+\epsilon /2)$ ball. Comparing Lebesgue measures gives the estimate. In particular, the unit sphere admits a net of radius one with at most $3^n$ points.