LULEÅ UNIVERSITY OF TECHNOLOGY
Research
My research interests are in scientific computing and numerical analysis.
More specificly algorithms for robust regression, piecewise
quadratic techniques to solve linear programming problems, and
ortogonal factorization techniques for sparse matrices.
I am doing this in cooperation with
Håkan Ekblom
at Luleå University of Technology, and
Kaj Madsen
and
Hans Bruun Nielsen
at the Technical University of Denmark.
The 9:th of September 1999 I defended my Ph.D. thesis,
Solution of Linear Programming
and Non-Linear Regression Problems
Using Linear M-Estimation Methods.
It can be downloaded by clicking
here.
The MATLAB code that was used in the examples in Articles I and II of the thesis
can be downloaded
here.
spLQ - Sparse LQ-factorization and up/down-dating
Finally I am releasing the software
presented in
Ove Edlund, 2002, A Software Package for Sparse Orthogonal
Factorization and Updating, ACM Trans. Math. Softw., 28, 4,
p. 448-482.
Download it here.
Constrained M-estimation for regession
This is a cooperation with Olcay Arslan and Håkan Ekblom. The
algorithm is described in general terms in
Arslan O., Edlund O. & Ekblom H. (2002), Algorithms to compute CM- and
S-estimates for regression, Metrika 55, 37-51.
The Matlab implementation has recently been submitted to the Journal of
Statistical Software along with a paper:
The new paper contains some important information on the choice
of parameters for CM estimates.