Sundogs, also known as parhelia, are typically produced as light from the sun is refracted by ice crystals in cirrus clouds, as was the case above. There is some decomposition of the light into a color spectrum, but the decomposition is not as dramatic as occurs with rainbows, which are produced by water droplets.
The Atmospheric Optics site run by Les Cowley is a good place to learn more about sundogs, halos, and similar phenomenon.
The sites at Notre Dame are less dramatic and dominated by football. I'm not a Notre Dame football fan, but did my best to grin and bear it.
Not shown here is the hex I put on touchdown Jesus.