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Moore-Penrose Pseudoinverse Properties

Medium · Linear Algebra & Machine Learning · Quant Trader interview question · linear-algebra, matrix, pseudoinverse, moore-penrose, rank

Consider a real-valued matrix $A$ of size $m imes n$. The Moore-Penrose pseudoinverse, denoted as $A^+$, is a generalization of the matrix inverse. It exists even if $A$ is not square or does not have full rank. Under what conditions is $A^+ A$ equal to the identity matrix $I_n$?