Here is a good book to study <<Sparse and Redundant  Representations>>, by Michael Elad - The Technion – Israel Institute of Technology Haifa, Israel . In it, there are many algorithms and formular proof and application. The people who would like to learning machine learning, data mining should learn it.
At last, although it is from Theory to Applications in Signal and Image Processing, it give many views about machine learning and data ming. Thus, it can be extented into different fields.


Enjoy it.


Thanks.