Characterization of Matrices Satisfying the Reverse Order Law for the Moore-Penrose Pseudoinverse (2404.02843v2)
Abstract: We give a constructive characterization of matrices satisfying the reverse-order law for the Moore--Penrose pseudoinverse. In particular, for a given matrix $A$ we construct another matrix $B$, of arbitrary compatible size and chosen rank, in terms of the right singular vectors of $A$, such that the reverse order law for $AB$ is satisfied. Moreover, we show that any matrix satisfying this law comes from a similar construction. As a consequence, several equivalent conditions to $B+ A+$ being a pseudoinverse of $AB$ are given, for example $\mathcal{C}(AAB)=\mathcal{C}(BB*A^)$ or $B\left(AB\right)+A$ being an orthogonal projection. In addition, we parameterize all possible SVD decompositions of a fixed matrix and give Greville-like equivalent conditions for $B+A+$ being a ${1,2}$-,${1,2,3}$- and ${1,2,4}$-inverse of $AB$, with a geometric insight in terms of the principal angles between $\mathcal{C}(A*)$ and $\mathcal{C}(B)$.
- R. Penrose. A generalized inverse for matrices. Mathematical Proceedings of the Cambridge Philosophical Society, 51(3):406–413, 1955.
- T. N. E. Greville. Note on the generalized inverse of a matrix product. SIAM Rev., 8:518–521, 1966.
- Adi Ben-Israel and Thomas N. E. Greville. Generalized inverses. Theory and applications., volume 15 of CMS Books Math./Ouvrages Math. SMC. New York, NY: Springer, 2nd ed. edition, 2003.
- H. Schwerdtfeger. Remarks on the generalized inverse of a matrix. Linear Algebra Appl., 1:325–328, 1968.
- Yongge Tian. A family of 512 reverse order laws for generalized inverses of a matrix product: A review. Heliyon, 6(9):e04924, 2020.
- Yongge Tian. Using rank formulas to characterize equalities for Moore–Penrose inverses of matrix products. Applied Mathematics and Computation, 147(2):581–600, 2004.
- Serge Lang. Algebra., volume 211 of Grad. Texts Math. New York, NY: Springer, 3rd revised ed. edition, 2002.
- Aleš Černý. Characterization of the oblique projector U(VU)†V with application to constrained least squares. Linear Algebra and its Applications, 431(9):1564–1570, 2009.
- Numerical methods for computing angles between linear subspaces. Mathematics of Computation, 27(123):579–594, 1973.
- The canonical correlations of matrix pairs and their numerical computation. In Adam Bojanczyk and George Cybenko, editors, Linear Algebra for Signal Processing, pages 27–49, New York, NY, 1995. Springer New York.
- Series and parallel addition of matrices. Journal of Mathematical Analysis and Applications, 26(3):576–594, 1969.