Here is a little write-up complete with data. It is a large(ish) sparse regression to interpolate the sales price of a house in the UK based on its relationship to other houses. There is a an approximate gradient descent based solution in Haskell and an exact LAPACK solution in Fortran. The write-up is here and the Fortran solution is here.
Note, the red dot(s) are actual paid prices, the gray dots are interpolated prices (one per month) and the solid line is a cublic spline.