Calibrating the magnetometer with linear algebra

Hello,

I am working on code which calibrates the magnetometer on the puck.js. This hasn't been done, has it? A short review of online resources shows that this can be done using elementary linear algebra (and, apparently, involves distortion coming from 'soft' and 'hard' iron nearby). As seen in the attach picture (projection to the first two coordinates) the data fits on an ellipse. This can be corrected so that the data fits on a sphere centered at zero. The readings on the picture come directly from the magnetometer on a puck.js.

I am considering writing the whole thing up, but I wanted to know if there is an easy way to acces some "standard" libraries implementing things such as matrix multiplication, diagonalization, or svd decomposition, or such things. I am now in the process of learning how to use modules in node.js, since these things have been implemented, but I'm not sure how that would translate to the puck.js interpreter. Writing the whole thing up in a couple hundred lines seems like an easier way out at this point. But if these tools are available easily, that would be great.