Good morning,
I've came across this question during my researches. It seems apparently very simple, however I Googled a bit and I couldn't find the answer I was looking for.
The question is as follows: Is it true that any connected subgroup of $GL(d,\mathbb{R})$ admits at least one compact orbit on the sphere $\mathbb{S}^{d-1}$ (or, if you prefer, on the projective space $\mathbb{P}(\mathbb{R}^d))$?
Well, of course this is true if the subgroup is of the form $e^{tA},t\in\mathbb{R}$, but for more complicated subgroups I don't know. I guess that the main point that prevents the use of standard methods is that the subgroup is not, in general, (Zariski) closed. Thus many powerful results are not available. Nonetheless, I'm still guessing that the answer should be yes, but I cannot prove it.
If you can provide me with references, or showing me counter-examples, that would be great!
Thanks in advance for your kindness.
Regards
EDIT: in response to the comments below, I would like to narrow a bit the question.
In fact, what I am really interested in is the following setting: take any Lie subalgebra $\mathfrak{a}$ of $\mathfrak{gl}(d,\mathbb{R})$, and consider the subgroup $G$ of $GL(d,\mathbb{R})$ generated by $\mathfrak{a}$, so to avoid nasty possibilities. Nonetheless, $G$ need not be algebraic.
Also, for any $g\in G$, the action on the sphere is intended to be $x\mapsto \frac{gx}{\|gx\|}$, for any $x\in\mathbb{S}^{d-1}$.