I'm a bit stuck with my homework in a subject called "Matrices in Statistics".
The task is as follows:
Prove, that if $A$ is symmetric ($A=A^{T}$) and idempotent ($A=A^2$). Then
$$ A^{+} = A $$
Where $A^{+}$ is called the Moore-Penrose generalized inverse matrix.
Can you give me any ideas/tips, how to get started with this one? I would be very thankful.
Just show directly that the Moore-Penrose identities hold. For instance, $$AAA=A^2A=AA=A^2=A. $$