Let A = XYT, where X is an m × r matrix, YT is an r × n matrix, and XTX and YTY are both nonsingular. Show that the matrix B = Y(YTY)−1(XTX)−1XT satisfies the Penrose conditions and hence must equal A+. Thus A+ can be determined from any factorization of this form.

Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
Publisher:Ron Larson
Chapter2: Matrices
Section2.1: Operations With Matrices
Problem 76E
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Let A = XYT, where X is an m × r matrix, YT
is an r × n matrix, and XTX and YTY are both
nonsingular. Show that the matrix
B = Y(YTY)−1(XTX)−1XT
satisfies the Penrose conditions and hence must
equal A+. Thus A+ can be determined from any
factorization of this form.

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