Not really a website, but I believe you can find ebooks online... I highly recommend Numerical Linear Algebra by Trefethen. It gives very detailed descriptions

Not really a website, but I believe you can find ebooks online... I highly recommend Numerical Linear Algebra by Trefethen. It gives very detailed descriptions of particular interpretations of the singular value decomposition and eigenvalues, it works out detailed algorithms for LU factorization, eigenvalue/eigenvector decomposition, QR factorization etc. If you know basic linear algebra, the book is a pleasure to read through. For this crowd of people it is also very practical. I don't know a good resource for probability... it is a much more diverse subject than linear algebra (which is a very small, very detailed subset of algebra).