Is there a non-matrix Lie group?

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I'm new to Lie Groups, but all the examples I found are matrix groups. Can someone show a non-matrix Lie group?

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There is the metaplactic group, which is the unique connected double cover of the symplectic group.

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Lie groups are smooth manifolds. They may or may not have matrix representations. For example, the universal cover of $\mathbf{SL}_2(\mathbf{R})$ is a Lie group that is not a matrix Lie group.