Tuesday, 2 July 2013

linear algebra - Is the pseudoinverse of a singular, lower triangular matrix itself lower triangular?

Suppose LRn×n is a singular, lower triangular matrix. Is its psuedoinverse, LRn×n, also lower triangular? I have already proved by induction that the product of two lower triangular matrices is lower triangular, and I also proved that the inverse of a (non-singular) lower triangular matrix is lower triangular. I have shown by working out an example with lower triangular LR2×2 that the pseudoinverse, LR2×2, does not have to be lower triangular, but I was wondering if there might be a better way to prove this than just by showing through an example in R2×2 that L is not necessarily lower triangular.



Useful information:
The pseudoinverse of a matrix A satisfies the following properties:
1) (AA)=AA
2) (AA)=AA
3) AAA=A
4) AAA=A
Note: here I will be considering only the reals, so the conjugate transpose becomes just a transpose.




Attempt at Solution:
For LRn×n, where n=1, it is easy to show that L is lower triangular. Since L is singular, we have L=0, which is also lower triangular, by the definition of a lower triangular matrix. Then, properties 1) through 3) above are trivially satisfied by any LR, but for property 4) to be satisfied, we need L0L=LL=0. But, L is lower triangular by the definition of a lower triangular matrix, so for n=1, the answer to the original question is "yes".



Now, consider the case of n=2. Let
L=(a0b˜L) for a and bR, and with ˜L a singular, lower triangular matrix R1×1, as before in the example with n=1. So L is a singular, lower triangular matrix, and L=(a0b0). Let LR2×2 be the pseudoinverse of L, and define L as L=(cde˜L), with c,d,eR and with ˜L being the psuedoinverse of ˜L as derived in the above example for n=1, so ˜L=0 and so L=(cde0).



Now, property 1) above requires ea=0. Property 2) requires ad=bc. Property 3) requires that (a=0 or ca+db=1) and (b=0 or ca+db=1). Property 4) requires e=0 and (c=0 or ca+db=1) and (d=0 or ca+db=1). I chose d0, which would then make L not a lower triangular matrix. Then, with ca+db=1 and d0, I found b=1cad. Further, from ad=bc, I found (substituting the previous expression for b), a=cc2+d2, which then gives b in terms of c and d as b=dc2+d2. My L and L then become L=1c2+d2(c0d0), and L=(cd00). L satisfies all four of the properties above, but it is not lower triangular, so my answer to the original question is, in general, "no".



However, surely their is a smarter way to do this, in which I don't have to resort to doing all this algebra, isn't there? If so, how might I approach the proof? Thanks a lot!

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