Reverse-order law for the Moore--Penrose inverse
ID: reverse-order-law-for-the-moore-penrose-inverse
For arbitrary real or complex matrices, the Moore-Penrose inverse need not reverse products:For example, and give , while and . Thus but .
A useful sufficient condition is that have full column rank and have full row rank, with their shared inner dimension . Then and . Put and . Direct multiplication givesThe last two products are Hermitian orthogonal projection matrices. All four Penrose equations therefore hold, proving . These rank conditions are sufficient, rather than necessary; checking the Penrose equations explains why the rule works in a particular case.
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