Wolfram Alpha, of course

http://www78.wolframalpha.com/

Applets from Dr. Strang

http://ocw.mit.edu/OcwWeb/Mathematics/18-06Spring-2005/CourseHome/

The MIT course has its own website on MIT's Open Courseware site, including Java applets which illustrate visual concepts and such in Linear Algebra.

Sage

http://www.sagemath.org/

MIT Linear Algebra Lectures

Here is a full course of Linear Algebra lectures by Dr. Gilbert Strang at MIT.

Course Description

This is a basic course on matrix theory and linear algebra. Emphasis is given to topics that will be useful in other disciplines, including systems of equations, vector spaces, determinants, eigenvalues, similarity, and positive definite matrices.