Could someone suggest texts/online resources for the topics covered in this appendix? I am comfortable with the topics in generality (my background is in mathematics), but would like to get a deeper look before reading this book on Pattern Recognition.

The topics are linear algebra, Lagrange optimization, probability theory, Gaussian derivatives and integrals, information theory, and computational complexity. Of all the topics, Gaussian derivatives/integrals and information theory will likely require the most review for me, since I have really only used them in passing before. I'd also love your suggestions on a good linear algebra text.

Thank you!