  We suggest a generalization of the Lie algebraic approach for constructing
quasi-exactly solvable one-dimensional Schroedinger equations which is due to
Shifman and Turbiner in order to include into consideration matrix models. This
generalization is based on representations of Lie algebras by first-order
matrix differential operators. We have classified inequivalent representations
of the Lie algebras of the dimension up to three by first-order matrix
differential operators in one variable. Next we describe invariant
finite-dimensional subspaces of the representation spaces of the one-,
two-dimensional Lie algebras and of the algebra sl(2,R). These results enable
constructing multi-parameter families of first- and second-order quasi-exactly
solvable models. In particular, we have obtained two classes of quasi-exactly
solvable matrix Schroedinger equations.
