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[Anders Logg <logg@xxxxxxxxx>]

Does anyone know of a simple to use (and preferrably available in a
standard Debian package) least squares solver for small dense systems?

The LAPACK routine to use seems to be DGELS but I can't find out how
to use it from C++. For one thing, it seems to be missing from

  /usr/include/clapack.h

which is in the package libatlas-headers.

By chance, I found something in CGAL that might be useful:

  /usr/include/CGAL/Lapack/Linear_algebra_lapack.h

Does anyone have experience with or a suggestion for solving least
squares problems from C++?

--
Anders

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