I was looking at the properties of invertible matrix, and I came across this statement.
If $A$ is $m$ by $n$ matrix and the $rank$ of $A$ is equal to $m$, then $A$ has a right inverse.
Can any give me a proof for this statement?
I was looking at the properties of invertible matrix, and I came across this statement.
If $A$ is $m$ by $n$ matrix and the $rank$ of $A$ is equal to $m$, then $A$ has a right inverse.
Can any give me a proof for this statement?
A right inverse means that there exists some $B$ such that $AB = I$, in this case the identity is on $\mathbb{R}^{m \times m}$.
The fun fact here is that $\ker A^T = \ker (A A^T)$. Since ${\cal R} A = \mathbb{R}^m$, we have $\ker A^T = \{0\}$, that is, $A A^T$ is invertible.
To find $B$ above, we try to solve $Ax = y$. Since ${\cal R} A = {\cal R} A A^T$, we can start by looking for a solution to $A (A^T z) = y$, and substitute back to get $x$ later.
Since $A A^T$ is invertible, we have $z = (A A^T) ^{-1} y$, and so $x = A^T (A A^T) ^{-1} y$, which suggests setting $B = A^T (A A^T) ^{-1}$.
It is easy to verify that $B = A^T (A A^T) ^{-1}$ is a right inverse of $A$.
Note that this is not, in general, unique. For example, suppose $C$ is such that ${\cal R} C \subset \ker A$, then we have $AC = 0$, and so $B+\lambda C$ is also a right inverse for any $\lambda$.