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Recommendation for a good book on Linear Algebra

PostPosted: Sat Jan 28, 2017 3:35 pm
by quasar
Dear friends,

I am a CompSci engineering graduate. I have applied for a masters in financial engineering to two-three programmes that I shortlisted. I am self-learning :

  • Basic probability from Introduction to Probability, Joe Blitzstein and Jessica Hwang
  • Real Analysis from PMA, Rudin

A working knowledge of Linear Algebra, numerical methods and how to program these is an absolute must. What would be some good books to brush up Linear Algebra as well as program these in say, C++?

Thanks in advance,
Quasar.

Re: Recommendation for a good book on Linear Algebra

PostPosted: Fri Mar 10, 2017 5:23 am
by mj
Strang is a standard reference.