Entering values into a linear regression / gradient descent algorithm

The instructor of the machine learning course I've been taking whipped this algorithm at my head without explaining how to apply it to a training set.

m = number of training sets (3)
j = subscript 0 or 1
x(i) = x from the ith training set
y(i) = y from the ith training set
alpha = ?
h theta = ?


If I had a training set of (1,1), (2,2), (3,3), how would I go about entering it into this algorithm?

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