I would like to prove that the following holds for all $n \geq 3$ :
$$\forall n \geq 3, \text{Span}(SO_n(\mathbb{R})) = M_n(\mathbb{R})$$
So far I have noticed the following :
For $n =2$ the result doesn't hold since $\text{dim(Span}(SO_2(\mathbb{R}))) = 2 \ne 4$
For $n =2$ we can express every matrices of $SO_2(\mathbb{R})$ which help in finding a basis and thus the dimension. Yet I am enable to find a basis of $SO_n$ for $n \geq 3$
I don't have much idea of the way to go to prove the result since I am enable to find a basis of $\text{Span}(SO_n(\mathbb{R}))$.
We will construct a basis of $M_n(\mathbb R)$ consisting of special orthogonal matrices below. Denote by $E_{ij}$ the matrix with a $1$ at the $(i,j)$-th position and zeros elsewhere. For $i=1,2,\ldots,n-1$, define $D_i=I-2E_{ii}-2E_{nn}$. Define also $D_n=I$. Then the $D_i$s are linearly independent and they span the subspace of all diagonal matrices.
Now, for every pair of indices $(i,j)$ with $i<j$, pick an index $r\ne i,j$ and define \begin{aligned} R_{ij}&=E_{ij}-E_{ji}+\underbrace{\sum_{k\ne i,j}E_{kk}}_{\text{diagonal}},\\ S_{ij}&=E_{ij}+E_{ji}\,\underbrace{-\,E_{rr}+\sum_{k\ne i,j,r}E_{kk}}_{\text{diagonal}},\\ \end{aligned} In other words, if $\mathcal I=\{i,j,r\}$ and $\mathcal J=\{1,2,\ldots,n\}\setminus\mathcal I$, then $$ R_{ij}([\mathcal I,\mathcal J],[\mathcal I,\mathcal J]) =\pmatrix{0&1&0\\ -1&0&0\\ 0&0&1\\ &&&I_{n-3}}, \ S_{ij}([\mathcal I,\mathcal J],[\mathcal I,\mathcal J]) =\pmatrix{0&1&0\\ 1&0&0\\ 0&0&-1\\ &&&I_{n-3}}, $$
Since the $D_i$s span all diagonal matrices, both $E_{ij}-E_{ji}$ and $E_{ij}+E_{ji}$ lie inside the matrix space spanned by the $D_i$s, $R_{ij}$s and $S_{ij}$s. It follows that the $D_i$s, $R_{ij}$s and $S_{ij}$s form a basis of $M_n(\mathbb R)$.