Engineering Mathematics - This book has been going for a long time and it is
now in its 5th edition, so it is tried and tested.
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Introduction to Lie Algebras (Springer Undergraduate Mathematics Series) (Paperback)
Mathematics for 3D game Programming - Includes introduction to Vectors, Matrices,
Transforms and Trigonometry. (But no euler angles or quaternions). Also includes
ray tracing and some linear & rotational physics also collision detection
(but not collision response).
3D Math Primer - Aimed at complete beginners to vector and matrix algebra.