I just solved the following exercise:
Let $SL_2(\mathbb Z)$ denote the set of $2\times2$ matrices with integer entries and determinant $1$. Prove that $SL_2(\mathbb Z)$ is a subgroup of $GL_2(\mathbb R)$. Is $SL_n(\mathbb Z)$ a subgroup of $GL_n(\mathbb R)$?
It's clear that if $A,B \in SL_2(\mathbb Z)$ then also $AB \in SL_2(\mathbb Z)$ and that $A^{-1} \in SL_2 (\mathbb Z)$ follows from the Cayley-Hamilton formula for the inverse (it is clear the entries are integers). Similarly the answer to the question is clearly affirmative.
What I don't quite get is why it is $\mathbb Z$ for the subgroup and $\mathbb R$ for the group.
I believe that it is also true that $SL_n(\mathbb Z)$ is a subgroup of $GL_n(\mathbb Z)$ and $SL_n(\mathbb R)$ is a subgroup of $GL_n(\mathbb R)$. So why is it integers for the subgroup and reals for the group in the exercise? Does this setting have any special properties?
If the exercise had been about $GL_n (\mathbb Z)$ and $SL_n(\mathbb Z)$ then there would not have been much to prove.
The only part in this exercise that makes it interesting in any way is to notice that the inverse of a matrix in $SL_n(\mathbb Z)$ has again integer coefficients. (which, if viewed as a subgroup of $GL_n(\mathbb R)$, is not immediate)