In addition to Anthony’s link (the Strang Linear Algebra book is one of the most widely respected out there), you can also find a number of lectures on PCA on YouTube. Prof Ng covered this in his original Stanford Machine Learning class and here’s his first lecture on that.
Stanford has put a lot of their ML related graduate CS classes out for public view as well. Here’s the lecture from CS 229 that introduces PCA among other things. CS 229 is one of the courses that Prof Andrew taught at Stanford for many years, but it’s been handed off to other professors now.