Question: Currently I'm doing Advanced Classicial Mechanics courses.I'm finding it hard to understand due to the lack of knowledge in linear algebra, multi variable calculus and other chapters.

Can anyone suggest a mathematical book which is dedicated to teaching all the math that is used in physics?

Thank you,
Sai

Answer: 
Try [Mathematical Methods in the Physical Sciences](http://rads.stackoverflow.com/amzn/click/0471198269) by Mary Boas. It's pretty comprehensive and easy to follow.

Also, [Classical Mechanics](http://rads.stackoverflow.com/amzn/click/189138922X) by Taylor has a pretty decent section on inertia tensors (I'm *guessing* this is the linear algebra you need).
I like learning by solving problems and I would recommend the Schaum's outline series, especially the books on 

* vector analysis,
* mechanics,
* complex variables and
* linear algebra

also very helpful were the books on ordinary and partial differential equations and the book on tensor calculus.