This question is closely related to [this one](https://mathoverflow.net/questions/124/is-every-finite-dimensional-lie-algebra-the-lie-algebra-of-an-algebraic-group).


Ado's theorem states that given a finite-dimensional Lie algebra $\mathfrak g$, there exists a faithful representation $\rho\colon\mathfrak g \to \mathfrak{gl}(V)$, with $V$ a finite-dimensional vector space. In the real or complex case one can take the exponent of the image and obtain a (virtual) Lie subgroup $\exp\rho(\mathfrak g)$ in $GL(V)$ having Lie algebra $\rho(\mathfrak g)$. But nothing guarantees that this subgroup will be closed in $GL(V)$. 


So the question is: is every finite-dimensional Lie algebra the Lie algebra of some closed linear Lie group? I am primarily interested in the real and complex case, but it might be interesting to ask what happens in the ultrametric case as well.



Is every finite-dimensional Lie algebra the Lie algebra of a closed linear Lie group?
I think that the answer is yes. It looks like you can prove it by relying on a convenient proof of Ado's theorem.


Procesi's book, "Lie groups: an approach through invariants and representations", has the following theorem preceding the proof of Ado's theorem:


**Theorem 2.** Given a Lie algebra $L$ with semismiple part $A$, we can embed it into a new Lie algebra $L'$ with the following properties:


1. $L'$ has the same semismiple part $A$ as $L$.
2. The solvable radical of $L'$ is decomposed as $B' \oplus N'$, where $N'$ is the nilpotent radical of $L'$, $B'$ is an abelian Lie algebra acting by semisimple derivations, and $[A, B'] = 0$.
3. $A \oplus B'$ is a subalgebra and $L' = (A \oplus B') \ltimes N'$.


With all of that, the idea is to first prove the refinement of Ado's theorem for $L'$. We need a particular refinement: Let $\tilde{A}$ be the maximal algebraic semisimple Lie group with Lie algebra $A$, and let $\tilde{B'}$ and $\tilde{N'}$ be the contractible Lie groups with Lie algebras $B'$ and $N'$. If we can find a closed embedding of $(\tilde{A} \times \tilde{B'}) \ltimes \tilde{N'}$ in a matrix group, then it will restrict to a closed embedding of the Lie subgroup of the original $L$.


In the proof of Ado's theorem that follows, the action of $N'$ is nilpotent, so the representation of $\tilde{N'}$ is closed and faithful. The Lie algebra $L'$ has a representation which is trivial on $B'$ and $N'$ and generates $\tilde{A}$. It has another representation which is trivial on $N'$ and $A$ and for which the action of $B'$ is nilpotent. If I have not made a mistake, the direct sum of these three representations is the desired representation of $L'$.


