Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2016/iii/paper-326/1/i/solution

For a bounded linear operator between Hilbert spaces, the Moore–Penrose inverse of an operator assigns to each admissible datum its unique minimum-norm least-squares solution. Its domain is
Write , where and . Then . Restricting to removes the ambiguity among solutions differing by an element of the kernel. The orthogonal decomposition also shows that is the orthogonal projection of onto , and is the orthogonal projection of onto . The inverse is defined on a dense domain and need not be a bounded linear operator when the range is not closed.

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