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: 
It might be a bit over your head now, but when you feel ready to take the next step, I have heard that [Advanced Mathematical Methods for Scientists and Engineers](http://books.google.se/books?id=-yQXwhE6iWMC&printsec=frontcover&dq=carl%20bender&hl=en&sa=X&ei=QT8JUr-yBqv74QSD5YCwBw&redir_esc=y#v=onepage&q=carl%20bender&f=false) by Carl Bender and Steve Orszag is a very nice book.

As a side note, his lecture series on Mathematical Physics is available on [Youtube](http://www.youtube.com/playlist?list=PLOFVFbzrQ49TNlDOxxCAjC7kbnorAR1MU).
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.