Let $\{e_1,e_2\} $ be standard orthonormal basis of $\Bbb R^2$. Then a new basis $\{E_1,E_2\}$ obtained by $\frac{\pi}{4}$-rotation (counterclockwise) of $\{e_1,e_2\} $ is:
$$R(\theta) = \begin{bmatrix} \cos \theta & -\sin \theta \\ \sin \theta & \cos \theta \\ \end{bmatrix}\Rightarrow (E_1,E_2)= \frac{\sqrt{2}}{2}\begin{bmatrix} 1 & 1 \\ -1 & 1 \\ \end{bmatrix}.$$ For example in dim $=3$ the rotation of standard basis are: first rotation in $xy$-plan about $z$-axis and second rotation in direction of old $xz$-plan (before rotation)
I want to know
Question: How to find matrix of $\frac{\pi}{4}$-rotation ($\frac{\pi}{4}$ about every coordinate axis) for $\Bbb R^n$? Does this matrix belongs to ${\rm SO}(n)$ or ${\rm O}(n)$?
