If $X$ is a $n$ by $k$ real matrix, and we know that $X^{T}X$ is invertible, we know that $rank(X^{T}X) = n$ by $n$. Can we say that $X$ is invertible as well and hence has rank $n$? thanks!
2025-01-12 23:40:10.1736725210
If $X$ is a $n$ by $k$ real matrix, and we know that $X^{T}X$ is invertible, is $X$ invertible as well?
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No, if I understand the question right, it is not possible to say that $\mathbf{X} $ is invertible and also $\mathbf{X}^T\mathbf{X}$ is only invertible when $\mathbf{X}$ has full column rank. In that case, you can find the Moore Penrose pseudo inverse of $\mathbf{X}$.