When $n>3$ is even, how can I show that $PGL(n,\mathbb{R})$ has a faithful adjoint representation? Of course when n is even, $PGL(n,\mathbb{R})$ is not connected.

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Are you asking why $PGL_n(\mathbb{R})$ has trivial center? – S. Carnahan Nov 8 '10 at 10:02
NO. I know that for connected lie groups, if it has a trivial center then it has a faithful adjoint representation. Are you saying that the same statement holds for nonconnected lie groups? – user9552 Nov 8 '10 at 13:23
Ah, but ${\rm{PGL}}_n$ is connected for Zariski topology over any field. For a connected adjoint semisimple gp $G$ over a field $k$ then its adjoint representation has trivial kernel (so it's even a closed immersion). For $k = \mathbf{R}$, the functor $G \rightsquigarrow G(\mathbf{R})$ from (perhaps disconnected) group varieties to Lie groups is clearly compatible with the formation of adjoint representations, so when $G$ is connected adjoint semisimple (connected for Zariski topology!) then $G(\mathbf{R})$ has faithful adjoint repn even if it is disconnected (for the classical topology). QED – BCnrd Nov 8 '10 at 15:31

Suppose $A \in PGL_n(\mathbb{R})$ lies in the kernel of the adjoint representation. Then for any lift $\tilde{A}$ of $A$ in $GL_n(\mathbb{R})$, and any traceless matrix $B$, we have $\tilde{A}B = B\tilde{A}$. This implies $\tilde{A}$ is scalar, and hence $A$ is the identity.
How does $\tilde{A}B=B\tilde{A}$ imply $\tilde{A}$ is scalar? – user9552 Nov 8 '10 at 14:55
The equation holds for all matrices $B$. This implies $\tilde{A}$ is in the center of the matrix algebra. – S. Carnahan Nov 9 '10 at 11:22