Classification Lie subgroups of $\textrm{Gl}(n;\mathbb R)$

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I just wonder are there any Lie subgroups of $\textrm{Gl}(n;\mathbb R)$ besides $\textrm{Sl}(n;\mathbb R)$, $\textrm{O}(n;\mathbb R)$ and $\textrm{SO}(n;\mathbb R)$, and is there any classification of them?

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Sure. Let uss see:

  • the diagonal matrices with non-zero determinant;
  • the upper (or lower) trianguar matrices with non-zero determinant;
  • the Heisenberg group;
  • $\mathrm{SU}(n,\mathbb{C})$ can be seen as a subgroup of $\mathrm{GL}(2n,\mathbb{R})$;
  • the symplectic group can be seen as a subgroup of $\mathrm{GL}(4n,\mathbb{R})$

And so on... Actually, it is hard (although not impossible) to find a Lie group wich is not a subgroup of some $\mathrm{GL}(n,\mathbb{R})$. And, no, there is no classification.