Linear algebraic group
From Academic Kids

In mathematics, a linear algebraic group is a subgroup of the group of invertible n×n matrices (under matrix multiplication) that is defined by polynomial equations. An example is the orthogonal group, defined by the relation M^{T}M = I where M^{T} is the transpose of M.
The main examples of linear algebraic groups are certain of the Lie groups, where the underlying field is the real or complex field. (For example, every compact Lie group can be regarded as the group of points of a real linear algebraic group, essentially by the PeterWeyl theorem.) These were the first algebraic groups to be extensively studied. Such groups were known for a long time before their abstract algebraic theory was developed according to the needs of major applications. They were considered by Élie Cartan, Ludwig Maurer, Wilhelm Killing, and Sophus Lie in the 1880s and 1890s in the context of differential equations and Galois theory. However, a purely algebraic theory wasn't sought for, until around 1950. The PicardVessiot theory did lead to algebraic groups.
The first basic theorem of the subject is that any affine algebraic group is a linear algebraic group: that is, any affine variety V that has an algebraic group law has a faithful linear representation, over the same field. For example the additive group of an ndimensional vector space has a faithful representation as n+1×n+1 matrices.
One can define the Lie algebra of an algebraic group purely algebraically (it consists of the dual number points based at the identity element); and this theorem shows that we get a matrix Lie algebra. A linear algebraic group G consists of a finite number of irreducible components, that are in fact also the connected components: the one G^{o} containing the identity will be a normal subgroup of G.
One of the first uses for the theory was to define the Chevalley groups.
The deeper structure theory applies to connected linear algebraic groups G, and begins with the definition of Borel subgroups B. These turn out to be maximal as connected solvable subgroups (i.e., subgroups with composition series having as factors onedimensional subgroups, all of which are groups of additive or multiplicative type); and also minimal such that G/B is a projective variety.
Lie groups that aren't algebraic
There are several classes of examples of Lie groups that aren't the real or complex points of an algebraic group.
 Any Lie group with an infinite group of components G/G^{o} cannot be realized as an algebraic group (see identity component).
 The center of a linear algebraic group is again a linear algebraic group. Thus, any group whose center has infinitely many components is not a linear algebraic group. An interesting example is the universal cover of SL_{2}(R). This is a Lie group that maps infinitetoone to SL_{2}(R), since the fundamental group is here infinite cyclic  and in fact the cover has no faithful matrix representation.
 The general solvable Lie group need not have a group law expressible by polynomials.
See also:
Reference
A good introduction to the theory of linear algebraic groups is:
 Borel, Armand. Linear Algebraic Groups (2nd ed.). New York: SpringerVerlag. ISBN 0389973792.