FitPolynomial.cs

public static Vector<double> FitPolynomial(List<Point> data, int polynomialDegree)
{
    //http://mathworld.wolfram.com/LeastSquaresFittingPolynomial.html
    Matrix<double> vanderMondeMatrix = new DenseMatrix(data.Count(), polynomialDegree + 1);
    for (int i = 0; i < data.Count(); i++)
    {
        var xValue = data[i].X;
        for (int j = 0; j < (polynomialDegree + 1); j++)
        {
            vanderMondeMatrix[i, j] = Math.Pow(xValue, j);
        }
    }

    Vector<double> y = new DenseVector(data.Select(p => p.Y).ToArray());
    var coefficients = vanderMondeMatrix.QR().Solve(y);// Solve(y);
    return coefficients;
}