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I googled it, and find at the introduction of the paper (Denis Luminet, Alain Valette, Faithful Uniformly Continuous Representations of Lie Groups,J. London Math. Soc. (1994) 49 (1): 100-108.), said the following: Although any connected real lie group G is locally isomorphic to some linear group, No nontrivial covering group of $SL_2(R)$ is linear.