I was reading a paper in which there was an argument as trivial, but could not make myself sure about it. It is said that given a full row-rank matrix $A$, the norm (probably $\ell_2$-induced matrix norm) of $A^T(AA^T)^{-1}A$ is one. Is that trivial, and correct for any given matrix $A$?
2026-02-23 01:19:12.1771809552
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Computing the spectral norm of a projection matrix
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Given fat matrix $\rm A$ with full row rank,
$$\rm P := A^\top \left( A A^\top \right)^{-1} A$$
is the (symmetric) projection matrix that projects onto the row space of $\rm A$. Every projection matrix has eigenvalues $0$ and $1$. Since $\rm P$ is symmetric and positive semidefinite,
$$\| \rm P \|_2 = \sigma_{\max} (\rm P) = \lambda_{\max} (\rm P) = 1$$
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We recognize in that expression a projection matrix onto $\operatorname{Row(A)}$ and since $A$ is a full row rank we have that
$$P=A^T(AA^T)^{-1}A \implies \sup\left\{\frac{\|Ax\|}{\|x\|},\, x\neq 0\right\}=1$$