Friday, 25 March 2016

linear algebra - Prove transpose of pseudoinverse commutes



How can I show that (AT)+=(A+)T, where
A+ is Moore-Penrose Inverse?




I know there are 4 properties of the Moore-Penrose Generalized inverse, for example:
AA+A=A+.



To prove it, could I take the transpose of the above
(AA+A)T=(A+)T
and somehow simplify the LHS so it looks like the LHS of the original statement? Is this on the right track at all? I can get the LHS to be:
A+A(A+)T but this does not seem to help me.



Any hints please?


Answer




You are on the right track; we just need to show both matrices satisfy the same 4 properties.



Let Z=A+, so AZA=A,ZAZ=Z,(AZ)T=AZ,(ZA)T=ZA.



Let Y=(A+)T=ZT. Taking transposes in the 4 properties above gives



ATYAT=AT,YATY=Y,AYT=YAT,YTA=ATY.



Now show that if X=(AT)+, so ATXAT=AT,XATX=X,(ATX)T=ATX,(XAT)T=XAT,




then Y=X since Y satisfies these same 4 properties of the Moore-Penrose inverse.


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