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It is known that the orders of elements of $\text{SL}(2, \mathbf Z)$ are restricted: for example, there is no element of order 5.

What about for $\text{SL}(3,\mathbf Z)$? Does there exist an element of order 5? Of order 7? Of order any integer?

How would one go about constructing such a matrix?

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An element of order $n$ would have an eigenvalue of that order, necessarily together with the other $\phi(n)-1$ primitive roots of unity of that order, which means that $\phi(n)\leqslant3$, which gives the same crystallographic restriction as in dimension $2$: only orders $1,2,3,4,6$, as Mariano said in the comment.