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Show that the set of all orthogonal matrices in the set of all n cross n matrices endowed with any norm topology is complact

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The column vectors of an orthogonal matrix are unit vectors. And there are $n$ column vectors. –  PEV Jan 23 '11 at 21:28
    
It would also be expeditious to use the operator norm. What is the operator norm of an orthogonal matrix? –  hardmath Jan 23 '11 at 21:42
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Recall a compact subset of $R^{n \times n}$ is a set that is closed and bounded. One way to show closedness is to observe that the orthogonal matrices are the inverse image of the element $I$ under the continuous map $M \rightarrow MM^T$. Boundedness follows for example from the fact that each column or row is a vector of magnitude $1$.

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