Is it true that the orthogonal group $O(n)$ spans $M_n(\mathbb{R})$? That is, can every $n$ by $n$ matrix with real coefficients be written as a linear combination of orthogonal matrices?
1 Answer
Hint : To prove it, it suffices to show that $O(n)$ spans the $E_{i,j}$ (matrices that are all $0$'s except in position $(i,j)$, where there's a $1$). For that, consider permutation matrices, and permutation matrices with a few $-$signs