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).
For a course in Advanced Classical Mechanics, my suggestion is to cover the background necessary as quickly as possible to understand the course.

In addition to the books cited in linear algebra,... knowledge in differential geometry is essential, my professor A. Mikhailov, uses these notes <http://andreimikhailov.com/teaching/gdmc/index.html> (can help you).