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/