I was wondering if for the below matrix multiplication:
AT∗A∗ A−1∗(A−1)T
we can assume the product of the inner 2 matrices to equal the identity matrix I, and simply rewrite this as:
AT∗(A−1)T
or is this not generally acceptable because matrix multiplication is not commutative?
Answer
You are correct. Since matrix multiplication is associative, thus you can do
AT⋅A⋅A−1⋅(A−1)T=AT⋅(A⋅A−1)⋅(A−1)T=AT⋅(A−1)T
But you can even go further by switching the inverse with the transpose:
AT⋅(A−1)T=AT⋅(AT)−1=I
So your whole expression is equal to the identity matrix.
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