What is the pseudoinverse in the case where \(A \in \mathbb{R}^{n \times m}\) has neither full column nor full row rank?
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What is the pseudoinverse in the case where \(A \in \mathbb{R}^{n \times m}\) has neither full column nor full row rank?
We have to solve both projecting and finding \(||x||^2\) with the smallest norm at once.
We decompose \(A = CR'\) where \(C\) has full column and \(R'\) full row-rank.
Then \(A^\dagger = R^\dagger C^\dagger\).
We decompose \(A = CR'\) where \(C\) has full column and \(R'\) full row-rank.
Then \(A^\dagger = R^\dagger C^\dagger\).
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| Front | What is the pseudoinverse in the case where \(A \in \mathbb{R}^{n \times m}\) has neither full column nor full row rank? | |
| Back | We have to solve both projecting and finding \(||x||^2\) with the smallest norm at once.<br>We decompose \(A = CR'\) where \(C\) has full column and \(R'\) full row-rank.<br>Then \(A^\dagger = R^\dagger C^\dagger\). |
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Front
\(A^\dagger A\) is the projection matrix on \(C(A^\top)\)
Back
\(A^\dagger A\) is the projection matrix on \(C(A^\top)\)
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| Text | \(A^\dagger A\) is {{c1::the projection matrix on \(C(A^\top)\)}} |
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\((A^\top)^\dagger = (A^\dagger)^\top \)
Back
\((A^\top)^\dagger = (A^\dagger)^\top \)
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| Text | \((A^\top)^\dagger = {{c1:: (A^\dagger)^\top }}\) |
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Front
For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = m\), the pseudo-inverse \(A^\dagger \in \mathbb{R}^{n \times m}\) is a right inverse of \(A\): \[ A A^\dagger = I \]Proof Included
Back
For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = m\), the pseudo-inverse \(A^\dagger \in \mathbb{R}^{n \times m}\) is a right inverse of \(A\): \[ A A^\dagger = I \]Proof Included
Proof Since \(A^\top\) has full column rank, \(((A^\top)^\top A^\top) = AA^\top\) is invertible: \(AA^\dagger = AA^\top(A A^\top)^{-1} = I\).
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| Text | For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = m\), the <b>pseudo-inverse</b> \(A^\dagger \in \mathbb{R}^{n \times m}\) is {{c1::a right inverse}} of \(A\): \[ {{c1:: A A^\dagger = I }}\]<i>Proof Included</i> | |
| Extra | <div><b>Proof</b> Since \(A^\top\) has full column rank, \(((A^\top)^\top A^\top) = AA^\top\) is invertible: \(AA^\dagger = AA^\top(A A^\top)^{-1} = I\).</div> |
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Front
Given \(A \in \mathbb{R}^{m \times n}\) (can have any rank) and a vector \(b \in \mathbb{R}^m\), the unique solution to \[ \min_{x \in \mathbb{R}^n} ||x||^2 \] such that \(A^\top Ax = A^\top b\) is given by {{c2::\(\hat{x} = A^\dagger b\)}}.
Back
Given \(A \in \mathbb{R}^{m \times n}\) (can have any rank) and a vector \(b \in \mathbb{R}^m\), the unique solution to \[ \min_{x \in \mathbb{R}^n} ||x||^2 \] such that \(A^\top Ax = A^\top b\) is given by {{c2::\(\hat{x} = A^\dagger b\)}}.
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| Text | Given \(A \in \mathbb{R}^{m \times n}\) (can have any rank) and a vector \(b \in \mathbb{R}^m\), the {{c1::<b>unique</b>}}<b> </b>solution to \[ \min_{x \in \mathbb{R}^n} ||x||^2 \] such that {{c1::\(A^\top Ax = A^\top b\)}} is given by {{c2::\(\hat{x} = A^\dagger b\)}}. |
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\(A^\dagger A\) is symmetric
Back
\(A^\dagger A\) is symmetric
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| Text | \(A^\dagger A\) is {{c1:: symmetric :: property }} |
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Front
Why is the pseudoinverse (for \(A\) with full row-rank) \(A^\top (AA^\top)^{-1}\)?
Back
Why is the pseudoinverse (for \(A\) with full row-rank) \(A^\top (AA^\top)^{-1}\)?
It uses the multiplication by \(A^\top\) to choose an \(\hat{x}\) that lies in the row-space, thus minimising the norm.
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| Front | Why is the pseudoinverse (for \(A\) with full row-rank) \(A^\top (AA^\top)^{-1}\)? | |
| Back | It uses the multiplication by \(A^\top\) to choose an \(\hat{x}\) that lies in the row-space, thus minimising the norm. |
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The nullspace of \(A\) \(N(A) \) is equal to the nullspace of \(N(A^\dagger)\). Proof Included
Back
The nullspace of \(A\) \(N(A) \) is equal to the nullspace of \(N(A^\dagger)\). Proof Included
Intuitively this holds as \(A^\dagger\) projects onto the \(C(A)\).
Thus anything in \(C(A)^\bot = N(A^\top)\) is projected to \(0\). In other words, \(\forall x \in C(A^\top)^\bot = N(A^\top)\) we have \(A^\dagger x = 0\).
We conclude that \(N(A) = C(A^\top)^\bot = N(A^\dagger)\).
Thus anything in \(C(A)^\bot = N(A^\top)\) is projected to \(0\). In other words, \(\forall x \in C(A^\top)^\bot = N(A^\top)\) we have \(A^\dagger x = 0\).
We conclude that \(N(A) = C(A^\top)^\bot = N(A^\dagger)\).
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| Text | The <b>nullspace of </b>\(A\) \(N(A) \) is equal to {{c1:: the nullspace of \(N(A^\dagger)\)}}. <i>Proof Included</i> | |
| Extra | Intuitively this holds as \(A^\dagger\) projects onto the \(C(A)\).<br><br>Thus anything in \(C(A)^\bot = N(A^\top)\) is projected to \(0\). In other words, \(\forall x \in C(A^\top)^\bot = N(A^\top)\) we have \(A^\dagger x = 0\).<br>We conclude that \(N(A) = C(A^\top)^\bot = N(A^\dagger)\). |
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For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = n\), the pseudoinverse \(A^\dagger\) is a left inverse of \(A\), meaning \[ A^\dagger A = I \]Proof Included
Back
For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = n\), the pseudoinverse \(A^\dagger\) is a left inverse of \(A\), meaning \[ A^\dagger A = I \]Proof Included
Proof: Since \(A\) has full column rank, \(A^\top A\) invertible and then \(A^\dagger A = ((A^\top A)^{-1} A^\top)A\) \(= (A^\top A)^{-1} (A^\top A) = I\).
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| Text | For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = n\), the pseudoinverse \(A^\dagger\) is {{c1::a left inverse}} of \(A\), meaning \[{{c1:: A^\dagger A = I }}\]<i>Proof Included</i> | |
| Extra | <b>Proof: </b>Since \(A\) has full column rank, \(A^\top A\) invertible and then \(A^\dagger A = ((A^\top A)^{-1} A^\top)A\) \(= (A^\top A)^{-1} (A^\top A) = I\). |
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For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = n\), we define the pseudo-inverse \(A^\dagger \in \mathbb{R}^{n \times m}\) as \[ A^\dagger = {{c1::(A^\top A)^{-1} A^\top }}\]
Back
For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = n\), we define the pseudo-inverse \(A^\dagger \in \mathbb{R}^{n \times m}\) as \[ A^\dagger = {{c1::(A^\top A)^{-1} A^\top }}\]
Field-by-field Comparison
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| Text | For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = n\), we define the <b>pseudo-inverse</b> \(A^\dagger \in \mathbb{R}^{n \times m}\) as \[ A^\dagger = {{c1::(A^\top A)^{-1} A^\top }}\] |
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Front
What is the pseudoinverse in the case where \(A \in \mathbb{R}^{n \times m}\) has independent rows?
Back
What is the pseudoinverse in the case where \(A \in \mathbb{R}^{n \times m}\) has independent rows?
Because \(rank(A) = r = m\) and thus \(n \geq m\)
We know \(x = x_r + x_n\) for \(x_r \in R(A)\) and \(x_n \in N(A)\) thus we pick \(x = x_r + 0\) to get the smallest norm.

- \(C(A)\)spans \(\mathbb{R}^m\) (columns span the space)
- \(R(A) \subseteq\) \(\mathbb{R}^n\)
We know \(x = x_r + x_n\) for \(x_r \in R(A)\) and \(x_n \in N(A)\) thus we pick \(x = x_r + 0\) to get the smallest norm.

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| Front | What is the pseudoinverse in the case where \(A \in \mathbb{R}^{n \times m}\) has independent rows? | |
| Back | Because \(rank(A) = r = m\) and thus \(n \geq m\)<ul><li>\(C(A)\)spans \(\mathbb{R}^m\) (columns span the space)</li><li>\(R(A) \subseteq\) \(\mathbb{R}^n\)</li></ul>There could be multiple \(x \in \mathbb{R}^n\) that map to \(T_A(x) = b\). We pick the one with the smallest norm \(||x||^2\).<br>We know \(x = x_r + x_n\) for \(x_r \in R(A)\) and \(x_n \in N(A)\) thus we pick \(x = x_r + 0\) to get the smallest norm.<br><br><div> <img src="paste-4707a6f9abbe720721f1a4ab781ab8c8fda3c76a.jpg"></div> |
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Rewrite \(A^\dagger = R^\dagger C^\dagger\) in terms of A, R, C:
Back
Rewrite \(A^\dagger = R^\dagger C^\dagger\) in terms of A, R, C:
\(A^\dagger = R^\top {(RR^\top)}^{-1} {(C^\top C)}^{-1} C^\top =\) \(R^\top {(C^\top C R R^\top)}^{-1} C^\top =\) \(R^\top {(C^\top A R^\top)}^{-1}C^\top\).
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| Front | Rewrite \(A^\dagger = R^\dagger C^\dagger\) in terms of A, R, C: | |
| Back | \(A^\dagger = R^\top {(RR^\top)}^{-1} {(C^\top C)}^{-1} C^\top =\) \(R^\top {(C^\top C R R^\top)}^{-1} C^\top =\) \(R^\top {(C^\top A R^\top)}^{-1}C^\top\). |
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Front
For a full row rank matrix \(A\), the unique solution to\[{{c1:: \min_{x \in \mathbb{R}^n} ||x||^2 \text{ s.t. } Ax = b}}\] is given by the vector \(\hat{x} = A^\dagger b\). This \(\hat{x}\) is in \(C(A^\top)\). Proof Included
Back
For a full row rank matrix \(A\), the unique solution to\[{{c1:: \min_{x \in \mathbb{R}^n} ||x||^2 \text{ s.t. } Ax = b}}\] is given by the vector \(\hat{x} = A^\dagger b\). This \(\hat{x}\) is in \(C(A^\top)\). Proof Included
Proof
By Lemma 6.4.5 we only need to show that \(\hat{x} = A^\dagger b\) satisfies \(A \hat{x} = b\) and that \(\hat{x} \in C(A^\top)\).
- \(A\hat{x} = AA^\dagger b = AA^\top (AA^\top)^{-1}b = b\)
- \(\hat{x} = A^\dagger b = A^\top ((AA^\top)^{-1} b) = A^\top y\) for some \(y\) thus \(x \in C(A^\top)\).
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| Text | <div>For a <b>full row rank</b> matrix \(A\), the unique solution to\[{{c1:: \min_{x \in \mathbb{R}^n} ||x||^2 \text{ s.t. } Ax = b}}\] is given by the vector \(\hat{x} = A^\dagger b\). This \(\hat{x}\) is in {{c1:: \(C(A^\top)\)}}. <i>Proof Included</i></div> | |
| Extra | <div><strong>Proof</strong> </div><div>By Lemma 6.4.5 we only need to show that \(\hat{x} = A^\dagger b\) satisfies \(A \hat{x} = b\) and that \(\hat{x} \in C(A^\top)\).</div><div><ul><li>\(A\hat{x} = AA^\dagger b = AA^\top (AA^\top)^{-1}b = b\) </li><li>\(\hat{x} = A^\dagger b = A^\top ((AA^\top)^{-1} b) = A^\top y\) for some \(y\) thus \(x \in C(A^\top)\).</li></ul></div> |
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We can compute the pseudoinverse from the any full rank (not just CR) factorisation of \(A\).
Back
We can compute the pseudoinverse from the any full rank (not just CR) factorisation of \(A\).
Note to Lorenz: Leave the "the" in, it's for maximum confusion .
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| Text | We can compute the pseudoinverse from the {{c1:: any full rank (not just CR)}} factorisation of \(A\). | |
| Extra | <i>Note to Lorenz</i>: Leave the "<i>the</i>" in, it's for maximum confusion . |
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Front
What is the pseudoinverse in the case where \(A \in \mathbb{R}^{n \times m}\) has independent columns?
Back
What is the pseudoinverse in the case where \(A \in \mathbb{R}^{n \times m}\) has independent columns?
Because \(rank(A) = r = n\) and thus \(m \geq n\)

- \(R(A)\) spans \(\mathbb{R}^n\)(rows span the space)
- \(C(A) \subseteq\) \(\mathbb{R}^m\) (as \(A\) is not necessarily square)
We therefore first project into \(b\) into \(C(A)\) and then invert, which is Least Squares

Field-by-field Comparison
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| Front | What is the pseudoinverse in the case where \(A \in \mathbb{R}^{n \times m}\) has independent columns? | |
| Back | Because \(rank(A) = r = n\) and thus \(m \geq n\)<br><ul><li>\(R(A)\) spans \(\mathbb{R}^n\)(rows span the space)</li><li>\(C(A) \subseteq\) \(\mathbb{R}^m\) (as \(A\) is not necessarily square)</li></ul><div>We therefore first project into \(b\) into \(C(A)\) and then invert, which is <b>Least Squares</b></div><br><div> <img src="paste-455009459e5a5c70fa5574bdbcedcfb838341523.jpg"></div> |
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Front
\(AA^\dagger\) is symmetric
Back
\(AA^\dagger\) is symmetric
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| Text | \(AA^\dagger\) is{{c1:: symmetric :: property }} |
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Front
For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = m\), we define the pseudo-inverse \(A^\dagger \in \mathbb{R}^{n \times m}\) as \[ A^\dagger = {{c1::A^\top (A A^\top)^{-1} }}\]
Back
For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = m\), we define the pseudo-inverse \(A^\dagger \in \mathbb{R}^{n \times m}\) as \[ A^\dagger = {{c1::A^\top (A A^\top)^{-1} }}\]
For an \(A\) with full column-rank, we basically define, \(A^\dagger\) as the transpose of the pseudoinverse of the transpose:


Field-by-field Comparison
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| Text | For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = m\), we define the <b>pseudo-inverse</b> \(A^\dagger \in \mathbb{R}^{n \times m}\) as \[ A^\dagger = {{c1::A^\top (A A^\top)^{-1} }}\] | |
| Extra | For an \(A\) with full column-rank, we basically define, \(A^\dagger\) as the transpose of the pseudoinverse of the transpose:<br><img src="paste-ea3dc98b302c74b79fb2bafc8b144f36da289e16.jpg"><br><br> |
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Front
For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = r\) and CR decomposition \(A = CR\), we define the pseudoinverse \(A^\dagger\) as \[ A^\dagger = R^\dagger C^\dagger \]
Back
For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = r\) and CR decomposition \(A = CR\), we define the pseudoinverse \(A^\dagger\) as \[ A^\dagger = R^\dagger C^\dagger \]
We can rewrite this as \(A^\dagger = R^\top {(RR^\top)}^{-1} {(C^\top C)}^{-1} C^\top =\) \(R^\top {(C^\top C R R^\top)}^{-1} C^\top =\) \(R^\top {(C^\top A R^\top)}^{-1}C^\top\).
Field-by-field Comparison
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| Text | For \(A \in \mathbb{R}^{m \times n}\) with \(\text{rank}(A) = r\) and CR decomposition \(A = CR\), we define the pseudoinverse \(A^\dagger\) as \[ A^\dagger = {{c1::R^\dagger C^\dagger }}\]<br> | |
| Extra | We can rewrite this as \(A^\dagger = R^\top {(RR^\top)}^{-1} {(C^\top C)}^{-1} C^\top =\) \(R^\top {(C^\top C R R^\top)}^{-1} C^\top =\) \(R^\top {(C^\top A R^\top)}^{-1}C^\top\). |
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Front
\(AA^\dagger\) is the projection matrix on \(C(A)\).
Back
\(AA^\dagger\) is the projection matrix on \(C(A)\).
Field-by-field Comparison
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| Text | \(AA^\dagger\) is {{c1:: the projection matrix on \(C(A)\)}}. |