How does one prove that $O(n,C) $ is not compact?
I am guessing it can be done by showing it is not bounded.
Try this :
$$ \begin{bmatrix} r_n & i\sqrt {r_n^2-1} \\ -i\sqrt {r_n^2-1} & r_n \\ \end{bmatrix} $$
where $r_n\in \mathbb C$
$$ \begin{bmatrix} \cos z& -\sin z \\ \sin z & \cos z \\ \end{bmatrix} $$
where $z\in \mathbb C$
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Try this :
$$ \begin{bmatrix} r_n & i\sqrt {r_n^2-1} \\ -i\sqrt {r_n^2-1} & r_n \\ \end{bmatrix} $$
where $r_n\in \mathbb C$