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I'd like to know whether there exists a standard way of classifying homomorphisms between two given Lie Groups, at least for some class of Lie groups, e.g. matrix groups. For instance, suppose that I want to classify all Lie group homomorphisms $\varphi\colon S^1\to GL(n,\mathbb{R})$. What can I say about it? Thank you.

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There are a few viewpoints towards solving a problem like this.

For example, suppose one wants to classiy all $f:H\rightarrow G$. We'll start by making a simplifying assumption that $H$ is simply connected. Now note that any such $f$ induces a map $f_\ast:\mathfrak{h}\rightarrow\mathfrak{g}$.

Now, $f_\ast$ is a linear map between $\mathfrak{h}$ and $\mathfrak{g}$ which preserves the bracket (in the sense that $[f_\ast v,f_\ast w] = f_\ast[v,w]$). Since we're talking about linear maps, one has a hope of classifying these. Since $H$ is simply connected, every Lie algebra map $\mathfrak{h}\rightarrow \mathfrak{g}$ is of the form $f_\ast$ for some $f:H\rightarrow G$ and further, at least if $H$ is connected, $f_\ast = g_\ast$ implies $f=g$.

For nonsimply connected $H$, first figure out the answer for the universal cover $\tilde{H}$, then try to figure out which maps descend back to $H$.

Another approach is via representation theory. This works especially well when the target space $G$ is something "nice" like $GL_n$, or $U(n)$, $SO(n)$, etc. If the target is something like, say, $U(3)/Z(U(3))$ or $G_2$, then it's slightly harder to apply representation theory.

Here, the goal is to classify linear $H$ actions on a vector space. Two such actions are equivalent if there is an isomorphism of the vector space intertwining the two actions. In many cases (but not all!) such an isomorphism is necessarily induced by conjugation by an element of $G$. What representation theory often gives you is a classification of maps $f:H\rightarrow G$ up to conjugation.

In the example you mentioned, the final answer (which I currently don't have time to type up all the details to), is that, up to conjugation, every map $S^1\rightarrow GL(n,\mathbb{R})$ sends $\theta \in S^1$ to the block diagonal matrix $\operatorname{diag}(R(k_1\theta), R(k_2\theta),..., R(k_{\lfloor n/2 \rfloor}\theta),1)$ if $n$ is odd or $\operatorname{diag}(R(k_1\theta), r(k_2\theta),..., R(k_{\lfloor n/2 \rfloor}\theta))$ if $n$ is even. Here, $R(m\theta) = \begin{bmatrix} \cos(m\theta) & \sin(m\theta)\\ -\sin(m\theta) & \cos(m\theta)\end{bmatrix}$ with $m$ an integer.

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    @Erik: For general representation theory, I like Fulton and Harris. My advisor also has a set of notes on his website which I'm quite fond of: http://www.math.upenn.edu/~wziller/math650/LieGroupsReps.pdf2014-02-16