General linear group ($GL(n)$, $GL(n,F)$)

Invertible matrices. Or if you think a bit more generally, an invertible linear map.

When the field $F$ is not given, it defaults to the real numbers.

Non-invertible are excluded "because" otherwise it would not form a group (every element must have an inverse). This is therefore the largest possible group under matrix multiplication, other matrix multiplication groups being subgroups of it.