LLSQ is a MATLAB library which solves the 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.
ENTRUST, a MATLAB program which minimizes a scalar function of several variables using trust-region methods, by Jeff Borggaard and Gene Cliff.
FMINCON, MATLAB programs which illustrate the use of fmincon, a function included in MATLAB's Optimization Toolbox which seeks the minimizer of a scalar function of multiple variables, within a region specified by linear constraints and bounds.
TEST_APPROX, a MATLAB library which defines test problems for approximation, provided as a set of (x,y) data.
TEST_LLS, a MATLAB library which implements linear least squares (LLS) test problems of the form A*x=b.