How to show that the set of orthogonal n x n matrices forms a group under multiplication

Solution 1:

$(U_1 U_2)^T (U_1 U_2) = I$, hence $U_1 \circ U_2$ is orthogonal.

Associativity follows from associativity of matrix multiplication.

The matrix $I$ is an identity for matrix multiplication.

$U^T U = U U^T = I$, hence $U^{-1} = U^T$ is the required inverse.