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.