Primal-dual identity for ridge regression ($(X^{T}X+\lambda I{)}^{-1}{X}^T=X^T(X{X}^T+\lambda I{)}^{-1}$)

For any real design matrix $X$ and $\lambda >0$, $(X^{T}X+\lambda I{)}^{-1}{X}^T=X^T(X{X}^T+\lambda I{)}^{-1}$. Multiplication by $X$ identifies the primal ridge regression fitted values with $K(K+\lambda I{)}^{-1}Y$, $K=X{X}^T$, the kernel-ridge hat matrix for the linear kernel. No rank assumption is needed.