I saw the following theorem in my text book:
If $A$ is an $n \times m$ matrix with $n \geq m$ then
$$\operatorname{rank}(A^G A) = \operatorname{rank}(A)$$
Note: $A^G$ here is the generalized inverse of $A$.
I'm trying to understand why this is and would really appreciate it if someone could prove it.
Because by definition of $A^G$, we have $AA^GA=A$ and by the general properties of rank with respect to products, the rank of $A^GA$ lies between the rank of $A$ and the rank of $AA^GA$.