In a problem in Guillemin and Pollack they ask to show that $O(n)$ compact. The boundedness comes from the fact that the sum of each row is $1$ and as the matrix is $n \times n$ then the set is bounded. Multiple solutions then go to say that "orthogonal matrices are the inverse image of the element $I$ under the continuous map $MM^{T}$." (3rd link)
Admittedly, I don't know why this fact implies closedness. Can anyone help clarify why this is the case? Is there some theorem that I am forgetting that is being utilized?