This is a question of mathematical nature. Let the Lorentz group O(1,3) be defined as a matrix group.
O(1,3)={Λ∈M4(R)|ΛTdiag(+−−−)Λ=diag(+−−−)}
One defines the supremum norm on M4(R) as:
which turns M4(R) into a topological space in the metric topology induced by the norm. Can this supremum norm be made particular for Lorentz matrices? I guess it would, right? It would immediately follow that the Lorentz group is a topological space in the subspace topology of M4(R).
Answer
Yes, O(1,3) is a topological subspace of M4(R) under this construction.
That said, there's nothing special about the topology induced by supremum norm in this regard; any subset S of a topological space X inherits a natural subspace topology from its "parent" space. You could define some weird topology on M4(R)∼R16 which is a product topology between n copies of R with the indiscrete topology and 16−n copies of R with the discrete topology, and it would still define a topology on O(1,3).
[EDIT: my original answer discussed whether the supremum norm might imbue the resulting topological space with non-physical structure; but as Valter Moretti pointed out in a comment, all norm topologies on a finite-dimensional vector space such as R16∼M4(R) are equivalent, so this point is somewhat moot.]
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