The Pseudoinverse of A=CR is A+=R+C+ (?)

Abstract

This paper gives three formulas for the pseudoinverse of a matrix product A = CR. The first is sometimes correct, the second is always correct, and the third is almost never correct. But that third randomized pseudoinverse A+r may be very useful when A is a very large matrix. 1. A+ = R+C+ when A = CR and C has independent columns and R has independent rows. 2. A+ = (C+CR)+(CRR+)+ is always correct. 3. A+r = (PTCR)+PTCRQ(CRQ)+ = A+ only when rank(PTA) = rank(AQ) = rank(A) with A = CR.

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