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The Pseudoinverse of $A=CR$ is $A^+=R^+C^+$ (?)

Numerical Analysis 2024-03-28 v3 Numerical Analysis

Abstract

This paper gives three formulas for the pseudoinverse of a matrix product A=CRA = CR. The first is sometimes correct, the second is always correct, and the third is almost never correct. But that third randomized pseudoinverse Ar+A^+_r may be very useful when AA is a very large matrix. 1. A+=R+C+A^+ = R^+C^+ when A=CRA = CR and CC has independent columns and RR has independent rows. 2. A+=(C+CR)+(CRR+)+A^+ = (C^+CR)^+(CRR^+)^+ is always correct. 3. Ar+=(PTCR)+PTCRQ(CRQ)+=A+A^+_r = (P^TCR)^+P^TCRQ(CRQ)^+ = A^+ only when rank(PTA)=rank(AQ)=rank(A)\mathrm{rank}(P^TA) = \mathrm{rank}(AQ) = \mathrm{rank}(A) with A=CRA = CR.

Keywords

Cite

@article{arxiv.2305.01716,
  title  = {The Pseudoinverse of $A=CR$ is $A^+=R^+C^+$ (?)},
  author = {Michał P. Karpowicz and Gilbert Strang},
  journal= {arXiv preprint arXiv:2305.01716},
  year   = {2024}
}

Comments

10 pages, 5 figures, matlab code, new paragraphs introduce general formulas for the pseudoinverse of CR, new Figures and the randomized pseudoinverse algorithm