DNA copy number aberration (CNA) is one of the key characteristics of cancer cells. Recent studies demonstrated the feasibility of utilizing high density single nucleotide polymorphism (SNP) genotyping arrays to detect CNA. Compared with the two-color array-based comparative genomic hybridization (array-CGH), the SNP arrays offer much higher probe density and lower signal-to-noise ratio at the single SNP level. To accurately identify small segments of CNA from SNP array data, segmentation methods that are sensitive to CNA while resistant to noise are required.