Smallest orthogonal group that has E8 as a subgroup?

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I'm assuming $E_8 \subset GL(248)$ since it has 248 generators. Is it true that also $E_8 \subset O(248)$ ?

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Yes, it is true. On the level of Lie algebras, $\pi:\mathfrak{e}_8\hookrightarrow \mathfrak{so}(248)$, where $\pi$ is the adjoint representation of $\mathfrak{e}_8$. It is well-known that this is the smallest non-trivial representation of $\mathfrak{e}_8$.