For a matrix A∈Rr×n of rank r with $r
The most commonly used inverse I see in the literature is ˉA=AT(AAT)−1, but clearly ˉA=XAT(AXAT)−1 for X an arbitrary n×n matrix would also suffice.
Hence my question is, can all possible right-inverses of a rectangular, real valued matrix A be expressed in this form? Or does there exist another general formulation of right-inverses?
Answer
The matrix equation AB=I with B:=[b1,…,br] is equivalent to the set of linear systems
Abi=ei,
where ei is the ith column of the r×r identity. Since Im(AT)⊕Ker(A)=Rn, we can express bi as bi=ATci+di, where ci∈Rr and di∈Ker(A). Putting this to (1) gives the system for ci:
AATci=ei.
Since AAT is nonsingular (in fact, positive definite), the system has always as solution. Hence
bi=AT(AAT)−1ei+di
and
B=AT(AAT)−1+D,
where D is an arbitrary n×r matrix such that AD=0. With D=0, one obtains the Moore-Penrose pseudoinverse.
Note that I−AT(AAT)−1A is an orthogonal projector onto Ker(A). So a D can be expressed also as D=[I−AT(AAT)−1A]Z, where Z is now an arbitrary n×r matrix. This turns (2) to
B=AT(AAT)−1+[I−AT(AAT)−1A]Z=AT(AAT)−1(I−AZ)+Z.
Remark: Not all right inverses can be written as B=XAT(AXAT)−1. You can again add any matrix D such that AD=0 to XAT(AXAT)−1 and obtain a right inverse. In addition, XAT(AXAT)−1 does not need to be well defined as AXAT can be singular even if X is nonsingular and A is of rank $r
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