Introduction to Linear Algebra, Gilbert Strang, 2016 (Wellesley-Cambridge Press) - A classic textbook on linear algebra, providing a fundamental treatment of systems of equations, least squares, and matrix operations essential for linear regression. (5th edition)
Mathematics for Machine Learning, Marc Peter Deisenroth, A. Aldo Faisal, and Cheng Soon Ong, 2020 (Cambridge University Press) - A comprehensive textbook directly addressing the mathematical foundations of machine learning, including a dedicated chapter on linear regression using matrix algebra.
The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Trevor Hastie, Robert Tibshirani, and Jerome Friedman, 2009 (Springer) - An authoritative text covering statistical learning methods, including a detailed derivation of linear regression using matrix notation and the Normal Equations. (2nd edition)