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The following answer attempts to characterize all isometry groups of finite-dimensional normed spaces as essentially the closed subgroups of $O(n)$. Perhaps someone could explain which these are, but I guess they are all "finite modulo Euclidean subspaces".

I assume that an isometry is a bijection preserving the distance function. By the Mazur-Ulam theorem it then follows that an isometry is a linear transformation composed with a translation. Thus we may assume without loss of generality that an isometry fixes the origin, so the isometry group is a subgroup of $GL(n)$.

Then I think the isometry groups of finite-dimensional normed spaces are exactly the conjugates in $GL(n)$ of the closed subgroups of $O(n)$ that contain $-id$.

Consider the John ellipsoid $E$ of the unit ball $B$ of some $n$-dimensional normed space. This is the ellipsoid of largest volume contained in $B$ and, crucially, it is the unique such ellipsoid.

After some choice of basis we may assume that $E$ is the Euclidean ball. An isometry maps $B$ onto $B$, so it must map the John ellipsoid to the John ellipsoid. It follows that the isometry group is a necessarily closed subgroup of $O(n)$ containing $-id$.

I'm not so sure, but conversely, take any closed (hence compact) subgroup $G$ of $O(n)$ containing $-id$. Fix such an orbit $Gv$ by taking $v$ to be a Euclidean unit vector. Then $Gv$ is a compact set of Euclidean unit vectors. Then the convex hull of $Gv\cup -Gv$ is still compact, so gives a unit ball $B_0$ of some norm on the linear span of $Gv$. If this linear span is all of $\mathbb{R}^n$, then hopefully the only isometries are the elements of $G$. If the linear span is not all of $\mathbb{R}^n$, then the unit ball has to be made full-dimensional in a sufficiently rough way, so as not to add any more isometries.

The following answer gives a partial description of the isometry groups of finite-dimensional normed spaces.

I assume that an isometry is a bijection preserving the distance function. By the Mazur-Ulam theorem it then follows that an isometry is a linear transformation composed with a translation. Thus we may assume without loss of generality that an isometry fixes the origin, so the isometry group is a subgroup of $GL(n)$.

Then the isometry group of any (real) finite-dimensional normed space is conjugate in $GL(n)$ to a closed subgroup of $O(n)$ that contain $-id$. This is seen as follows.

Consider the John ellipsoid $E$ of the unit ball $B$ of some $n$-dimensional normed space. This is the ellipsoid of largest volume contained in $B$ and, crucially, it is the unique such ellipsoid.

After some choice of basis we may assume that $E$ is the Euclidean ball. An isometry maps $B$ onto $B$, so it must map the John ellipsoid to the John ellipsoid. It follows that the isometry group is a subgroup of $O(n)$ containing $-id$. This subgroup is clearly closed, hence compact.

The converse is surely false. The following is an attempt at constructing a norm from such a subgroup. Fix a Euclidean unit vector $v$. Then its $Gv$ is a compact set of Euclidean unit vectors, symmetric with respect to the origin. Its convex hull $Gv$ is still compact and symmetric, so gives a unit ball $B_0$ of some norm on the linear span of $Gv$. If this linear span is not all of $\mathbb{R}^n$, then the unit ball has to be made full-dimensional in a sufficiently rough way, so as not to add any more isometries.

However, as pointed out by Leonid Kovalev in the comments, there are closed subgroups of $O(n)$, such as $U(n)$, where this construction gives a norm with a strictly larger isometry group (in the case of $U(n)$, the Euclidean norm).

As pointed out by Bill Johnson in a comment to his answer, it was shown by Gordon and Loewy that any $finite$ subgroup of $O(n)$ that contains $-id$ is the isometry group of some norm on $\mathbb{R}^n$. It's still my guess that the only way you can get infinite isometry groups (in the finite-dimensional case) is by having Euclidean subspaces, and for the norm to be so symmetric that it shares all the symmetries of this subspace.

The following answer attempts to characterize all isometry groups of finite-dimensional normed spaces as essentially the closed subgroups of $O(n)$. Perhaps someone could explain which these are, but I guess they are all "finite modulo Euclidean subspaces".

I assume that an isometry is a bijection preserving the distance function. By the Mazur-Ulam theorem it then follows that all isometries are linear.

Then I think the isometry groups of finite-dimensional normed spaces are exactly the conjugates in $GL(n)$ of the closed subgroups of $O(n)$ that contain $-id$.

Consider the John ellipsoid $E$ of the unit ball $B$ of some $n$-dimensional normed space. This is the ellipsoid of largest volume contained in $B$ and, crucially, it is the unique such ellipsoid.

After some choice of basis we may assume that $E$ is the Euclidean ball. An isometry maps $B$ onto $B$, so it must map the John ellipsoid to the John ellipsoid. It follows that the isometry group is a necessarily closed subgroup of $O(n)$ containing $-id$.

I'm not so sure, but conversely, take any closed (hence compact) subgroup $G$ of $O(n)$ containing $-id$. Fix such an orbit $Gv$ by taking $v$ to be a Euclidean unit vector. Then $Gv$ is a compact set of Euclidean unit vectors. Then the convex hull of $Gv\cup -Gv$ is still compact, so gives a unit ball $B_0$ of some norm on the linear span of $Gv$. If this linear span is all of $\mathbb{R}^n$, then hopefully the only isometries are the elements of $G$. If the linear span is not all of $\mathbb{R}^n$, then the unit ball has to be made full-dimensional in a sufficiently rough way, so as not to add any more isometries.

The following answer attempts to characterize all isometry groups of finite-dimensional normed spaces as essentially the closed subgroups of $O(n)$. Perhaps someone could explain which these are, but I guess they are all "finite modulo Euclidean subspaces".

I assume that an isometry is a bijection preserving the distance function. By the Mazur-Ulam theorem it then follows that an isometry is a linear transformation composed with a translation. Thus we may assume without loss of generality that an isometry fixes the origin, so the isometry group is a subgroup of $GL(n)$.

Then I think the isometry groups of finite-dimensional normed spaces are exactly the conjugates in $GL(n)$ of the closed subgroups of $O(n)$ that contain $-id$.

Consider the John ellipsoid $E$ of the unit ball $B$ of some $n$-dimensional normed space. This is the ellipsoid of largest volume contained in $B$ and, crucially, it is the unique such ellipsoid.

After some choice of basis we may assume that $E$ is the Euclidean ball. An isometry maps $B$ onto $B$, so it must map the John ellipsoid to the John ellipsoid. It follows that the isometry group is a necessarily closed subgroup of $O(n)$ containing $-id$.

I'm not so sure, but conversely, take any closed (hence compact) subgroup $G$ of $O(n)$ containing $-id$. Fix such an orbit $Gv$ by taking $v$ to be a Euclidean unit vector. Then $Gv$ is a compact set of Euclidean unit vectors. Then the convex hull of $Gv\cup -Gv$ is still compact, so gives a unit ball $B_0$ of some norm on the linear span of $Gv$. If this linear span is all of $\mathbb{R}^n$, then hopefully the only isometries are the elements of $G$. If the linear span is not all of $\mathbb{R}^n$, then the unit ball has to be made full-dimensional in a sufficiently rough way, so as not to add any more isometries.

I assume that an isometry is a bijection preserving the distance function. By the Mazur-Ulam theorem it then follows that all isometries are linear.

Then I think the isometry groups of finite-dimensional normed spaces are exactly the conjugates in $GL(n)$ of the closed subgroups of $O(n)$ that contain $-id$.

Consider the John ellipsoid $E$ of the unit ball $B$ of some $n$-dimensional normed space. This is the ellipsoid of largest volume contained in $B$ and, crucially, it is the unique such ellipsoid.

After some choice of basis we may assume that $E$ is the Euclidean ball. An isometry maps $B$ onto $B$, so it must map the John ellipsoid to the John ellipsoid. It follows that the isometry group is a necessarily closed subgroup of $O(n)$ containing $-id$.

I'm not so sure, but conversely, take any closed (hence compact) subgroup $G$ of $O(n)$ containing $-id$. Fix such an orbit $Gv$ by taking $v$ to be a Euclidean unit vector. Then $Gv$ is a compact set of Euclidean unit vectors. Then the convex hull of $Gv\cup -Gv$ is still compact, so gives a unit ball $B_0$ of some norm on the linear span of $Gv$. If this linear span is all of $\mathbb{R}^n$, then hopefully the only isometries are the elements of $G$. If the linear span is not all of $\mathbb{R}^n$, then the unit ball has to be made full-dimensional in a sufficiently rough way, so as not to add any more isometries.

The following answer attempts to characterize all isometry groups of finite-dimensional normed spaces as essentially the closed subgroups of $O(n)$. Perhaps someone could explain which these are, but I guess they are all "finite modulo Euclidean subspaces".

I assume that an isometry is a bijection preserving the distance function. By the Mazur-Ulam theorem it then follows that all isometries are linear.

Then I think the isometry groups of finite-dimensional normed spaces are exactly the conjugates in $GL(n)$ of the closed subgroups of $O(n)$ that contain $-id$.

Consider the John ellipsoid $E$ of the unit ball $B$ of some $n$-dimensional normed space. This is the ellipsoid of largest volume contained in $B$ and, crucially, it is the unique such ellipsoid.

After some choice of basis we may assume that $E$ is the Euclidean ball. An isometry maps $B$ onto $B$, so it must map the John ellipsoid to the John ellipsoid. It follows that the isometry group is a necessarily closed subgroup of $O(n)$ containing $-id$.

I'm not so sure, but conversely, take any closed (hence compact) subgroup $G$ of $O(n)$ containing $-id$. Fix such an orbit $Gv$ by taking $v$ to be a Euclidean unit vector. Then $Gv$ is a compact set of Euclidean unit vectors. Then the convex hull of $Gv\cup -Gv$ is still compact, so gives a unit ball $B_0$ of some norm on the linear span of $Gv$. If this linear span is all of $\mathbb{R}^n$, then hopefully the only isometries are the elements of $G$. If the linear span is not all of $\mathbb{R}^n$, then the unit ball has to be made full-dimensional in a sufficiently rough way, so as not to add any more isometries.