Assume that, \(\left( {U{\bf{x}}} \right) \cdot \left( {U{\bf{y}}} \right) = {\bf{x}} \cdot {\bf{y}}\) for all \({\bf{x}},{\bf{y}}\) in \({\mathbb{R}^n}\) and consider \({{\mathop{\rm e}\nolimits} _1}, \ldots ,{{\mathop{\rm e}\nolimits} _n}\) as the standard basis for \({\mathbb{R}^n}\).
The \(j{\mathop{\rm th}\nolimits} \) column of \(U\) is denoted by \(U{e_j}\), with \(j = 1, \ldots ,n\). The columns of \(U\) are unit vectors because \({\left\| {U{e_j}} \right\|^2} = \left( {U{e_j}} \right) \cdot \left( {U{e_j}} \right) = {e_j} \cdot {e_j} = 1\).
The columns of \(U\) are pairwise orthogonal because \(\left( {U{e_j}} \right) \cdot \left( {U{e_k}} \right) = {e_j} \cdot {e_k} = 0\).
Thus, it is proved that \(U\) is an orthogonal matrix.