这四本书论坛都有：

1、Matrix Algebra From a Statistician's Perspective https://bbs.pinggu.org/viewthread.php?tid=346968&page=1#pid2138548
及其习题解答：https://bbs.pinggu.org/viewthread.php?tid=346974&page=1#pid2138572

2、Matrix Analysis for Statistics.https://bbs.pinggu.org/viewthread.php?tid=861578&page=1#pid6499929或https://bbs.pinggu.org/viewthread.php?tid=577631&page=1#pid3622622

3、Matrix Algebra：Theory, Computations, and Applications in Statistics，James E. Gentle，2007 https://bbs.pinggu.org/viewthread.php?tid=229272&page=1#pid1469183

4、A Matrix Handbook for Statisticians https://bbs.pinggu.org/viewthread.php?tid=486374&page=1#pid2915183

5、Matrix Algebra and Its Applications to Statistics and Econometrics
https://bbs.pinggu.org/viewthread.php?tid=1088782&extra=
这本书相当经典，但是我只找到了部分章节

另外买有下面几本，也和统计有关：
Bhatia, R. (1997). Matrix Analysis. Springer, New York 经典但较难
Zhang, F. (1999). Matrix Theory: Basic Results and Techniques. Springer-Verlag, New York.
Bilodeau,M.&Brenner,D. (1999). Theory of Multivariate Statistics. Springer-Verlag, New York.
下面这本没找到电子版的：
Basilevsky, A. (1983). Applied Matrix Algebra in the Statistical Sciences. North-Holland, New York.