I am a new user to Photon2 as I recently decided to upgrade from Photon1 due to the Bluetooth module for my school semester project. I used to try to perform matrix calculation in Photon but it is super slow, and I found out that Photon2 MPU is having a FPU (Floating-point unit) there and I would like to perform some matrix calculation there such as linear regression.
To fully utilize the FPU in Photon2 and optimize the matrix calculation process, is there any thing I can do? such as some library which is helpful? Or is there any tutorial on this which I can refer to?

I've never tried matrix math on the Photon 2 but it should work. Keep in mind that even though it has a FPU and a faster MCU than the Photon 1, it still will be very slow compared to a computer, unless your frame of reference is a 1990s computer.

A quick search lead to this list of C++ libraries and a Eigen looks like the best option for the Photon 2. It has no external dependencies so you should just be able to copy the header files into your own project.