Principal Component Analysis, I. T. Jolliffe, 2002 (Springer New York)DOI: 10.1007/b98835 - A definitive and comprehensive book on Principal Component Analysis, covering its theory, methods, and applications in detail.
The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Trevor Hastie, Robert Tibshirani, and Jerome Friedman, 2009 (Springer) - A classic reference in statistical learning, with a dedicated chapter explaining PCA as a dimension reduction technique. 2nd edition, available as free PDF.
Linear Algebra and Learning from Data, Gilbert Strang, 2019 (Wellesley-Cambridge Press) - This book connects core linear algebra concepts, including eigenvectors and eigenvalues, directly to their applications in machine learning, such as PCA. Author's official page.