Here is my favorite: Victor Prasolov, Problems and Theorems in Linear AlgebraVictor Prasolov, Problems and Theorems in Linear Algebra. Also avaliable in PDFAlso avaliable in PDF (mirror). However, I wouldn't recommend this to any undergrad without olympiad background.
Generally, writing textbooks in form of problem compendiums is distinctive for Soviet mathematics. I could name some more books of this kind (such as one on Lie algebras), but unfortunately they are all in Russian and most have never been translated.