1、Matrix Algebra From a Statistician's Perspective，1997.pdf
2、Matrix Analysis for Statistics.djvu
3、Matrix Algebra：Theory, Computations, and Applications in Statistics，James E. Gentle，2007 .pdf
4、A Matrix Handbook for Statisticians.pdf
主要从公式推到详细程度和论述的深入程度


这四本书论坛都有：

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

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

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

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