linear least square problems solved using LU decomposition I have been given this datafile
For which I have to solve Ax=b.  In which A is a matrix, x a vector and b a vector. 
The datafile consist of 2 vector one with the X-coordinates, and the other one with y-coordinates. I don't how i based from that shall create a A matrix, because that will make a A matrix on length of dataset) x 2?  

Here is how you get the matrix. You substitute the pairs $(x_i,y_i)$ in the model 
$$ y = \beta_0+\beta_1 x +\beta_2 x^2 + \epsilon $$
to get the system of equations
$$ y_i = \beta_0+\beta_1 x_i +\beta_2 x_i^2 + \epsilon, \quad i=1,2,\dots, n $$
then you will get the matrix.
