 Solution

A Lie group is a group that is also a smooth manifold, with differentiable multiplication and inversion. A Lie algebra is a vector space with a bilinear alternating Lie bracket satisfying the Jacobi identity.

For a Matrix Lie group $G$, put $\mathfrak{g}=T_{I}G$. If $X,Y\in \mathfrak{g}$, the matrix commutator $[X,Y]=XY-YX$ again lies in $\mathfrak{g}$: the group commutator $e^{tX}{e}^{sY}{e}^{-tX}{e}^{-sY}$ lies in $G$, and the coefficient of $ts$ in its matrix logarithm is $[X,Y]$. Bilinearity and antisymmetry are immediate, while associativity of matrix multiplication gives the Jacobi identity. Thus $T_{I}G$, with the commutator bracket, is the Lie algebra of a matrix Lie group $\mathcal{L}(G)$.

The special linear group $SL(2,\mathbb{R})$ is the inverse image of the regular value $1$ under the smooth determinant map, and multiplication and inversion are smooth. Differentiating $\det (I+tA)=1+t\mathrm{tr}A+O(t^2)$ shows thatThe Cayley-Hamilton theorem applied to a trace-zero two-by-two matrix gives

The exponential map of a matrix Lie group is the matrix exponentialSince $\det (e^A)=e^{\mathrm{tr}A}=1$, its image lies in $SL(2,\mathbb{R})$. Put $d=\det A$. The identity $A^2=-dI$ sums the series explicitly. If $d>0$, with $r=\sqrt{d}$,If $d=0$, the trace is $2$, while if $d<0$, with $r=\sqrt{-d}$,HenceBut $\mathrm{diag}(-2,-1/2)\in SL(2,\mathbb{R})$ has trace $-5/2$. It is therefore outside the image, so the exponential map is not surjective.