LLSQ is a C++ library which solves the simple linear least squares (LLS) problem of finding the formula of a straight line y=a*x+b which minimizes the root-mean-square error to a set of N data points.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
LLSQ is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
MINPACK, a C++ library which solves systems of nonlinear equations, or the least squares minimization of the residual of a set of linear or nonlinear equations.
QR_SOLVE, a C++ library which computes the least squares solution of a linear system A*x=b.
TEST_APPROX, a C++ library which defines test problems for approximation, provided as a set of (x,y) data.
TEST_LLS, a C++ library which implements linear least squares test problems of the form A*x=b.
You can go up one level to the C++ source codes.