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  ▪  ...