LeastSquares— solve an exact or approximate least-squares problem

PseudoInverse— pseudoinverse of a square or rectangular matrix

Norm— matrix and vectorp-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  ▪ ...

Related Tech Notes

▪
• Numerical Optimization
▪
• Constrained Optimization
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• Unconstrained Optimization
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• Solving Linear Systems
▪
• Advanced Matrix Operations
▪
• Curve Fitting

Related Guides

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• Optimization
▪
• Linear Regression Package

Related Links

• Demonstrations related to Matrix-Based Minimization (Wolfram Demonstrations Project)
• Wolfram Core Areas: Optimization