Using the Singular Value Decomposition, show:
- $\operatorname{Rank}(A)=\operatorname{Rank}(AA^*)=\operatorname{Rank}(A^*A)$.
- $A^{+}=A^*(AA^*)^{-1}$.
- $\operatorname{null}(A^{+})=\operatorname{null}(A^*)$.
where $A^+$ is the Moore-Penrose matrix, and $A^*$ is the transpose conjugate matrix.
There are many identities on the Moore-Penrose matrix, on the following Wikipedia page, with no proofs.
Moore-penrose matrix: https://en.wikipedia.org/wiki/Moore%E2%80%93Penrose_inverse.
Part 1 can be shown with the rank-theorem since $\operatorname{null}(A)=\operatorname{null}(AA^*)$ thus $\dim(\operatorname{null}(A))=\dim(\operatorname{null}(A^*))$ which is the same as, $\operatorname{rank}(A)=\operatorname{rank}(AA^*)$. And if we use SVD decomposition it will give us the same result:
$A=VDU^*$ where $V$ and $U$ are orthogonal matrix, and $D=diag{\sigma_1\ldots\sigma_n}$. Where $\sigma_1,\ldots,\sigma_n$ are the singular values of $A$. It is easy to see that $Rank(A)=Rank(D)$. Then,
$A^*=UD^*V^*$.
$AA^*=V(DD^*)V^*$
$A^*A=U(D^*D)U^*$
So, we get the SVD of $AA^*$ and $A^*A$.
It is obvious that $rank(DD^*)=rank(D^*D)=rank(D)$. Thus, $rank(AA^*)=rank(A^*A)=rank(A)$
But I did not manage to use the SVD to show part 2 and part 3 in the properties above. Any help would be welcomed.