I recommend the excellent (and free) book from Jean Gallier @ the Department of Computer and Information Science, University of Pennsylvania: Fundamentals of Li

I recommend the excellent (and free) book from Jean Gallier @ the Department of Computer and Information Science, University of Pennsylvania: Fundamentals of Linear Algebra and Optimization. Everything you need to know, all the way up to machine learning algs. Download here: http://www.seas.upenn.edu/~cis515/linalg.pdf http://www.seas.upenn.edu/~cis515/linalg.pdf Enjoy!