If this hasn’t already been posted, a new **Linear Algebra textbook** has a great **JULIA companion**, lecture slides, and additional exercises from Stephen Boyd out of Stanford and Lieven Vandenberghe, is available for download. I highly recommend this book as it includes real problems as exercises instead of the “toy” problems a lot of books contain. Also the focus on Least Squares is directly usable.

The JULIA companion is over a 170+ pages and a 1/3 of the way through has you working with the JULIA package DSP to find the coefficients of a polynomial using its Convolution function *conv*. And later, exercises such as writing “a function that solves the multi-objective least squares problem, with given positive weights.”

Downloads at http://vmls-book.stanford.edu/

**Introduction to Applied Linear Algebra – Vectors, Matrices, and Least Squares**

Stephen Boyd and Lieven Vandenberghe

Cambridge University Press