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Given an $m\times n$ matrix $A$, where $m<n$, can the expression $(AA^T)^{-1}A$ be simplified?

Museful
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2 Answers2

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$(AA^T)^{-1}A$ is the Moore–Penrose inverse of $A^T$. The expression cannot be simplified in general.

lhf
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In general no, but you could express it in different terms. One instance of what I say is QR decomposition, so doing the decomposition for $A^T$ $$A^T = QR$$ You will get $$(AA^T)^{-1}A = (R^TQ^TQR)^{-1}R^TQ^T = (R^TR)^{-1}R^TQ^T$$

Ahmad Bazzi
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