LeastSquares — solve an exact or approximate least-squares problem

PseudoInverse — pseudoinverse of a square or rectangular matrix

Norm — matrix and vector p-norms

QRDecomposition   ▪ SingularValueDecomposition

Fit — find a linear least-squares fit to a symbolic basis

FindFit — find a general nonlinear least-squares fit

Statistical Fitting »

LinearModelFit — find a linear regression model and compute properties

NonlinearModelFit   ▪ GeneralizedLinearModelFit   ▪ LogitModelFit   ▪ ...

Convex Optimization »

LinearOptimization — solve linear optimization problems

QuadraticOptimization   ▪ SemidefiniteOptimization   ▪ ConicOptimization   ▪ ...