[homerowilson]

I'm coming from an applied math perspective. A few of my favorites (and ones I find myself regularly referring to) are:

Matrix Analysis by Horn and Johnson (perhaps the best end-of-chapter problem sets of any math book I've encountered!)

Matrix Computations by Golub and Van Loan

Elements of Statistical Learning by Hastie, Friedman, Tibshirani

Functional Analysis by Reed and Simon