Geometrical Meaning Moore Penrose

Geometrical meaning of the Moore-Penrose
pseudo inverse
Massimo Zanetti
Abstract
A rectangular real valued linear system Ax = y of size m n is com-
pletely defined by a linear map A : Rn Rm . Given y Rm , by solving
the system one attempts to find x Rn such that y = Ax . If A is
full column rank, its solution x can be computed via the Moore-Penrose
pseudo inverse A+ as x = A+ y. However, in general it is Ax 6= y. In
this note we provide a geometrical interpretation of the Moore-Penrose
pseudo inverse A+ and we show that Ax is the orthogonal projection of
y onto the subspace of Rm spanned by the columns of A.
Preliminaries
A real valued matrix A of size m n can be seen as a linear map A : Rn
Rm that maps x 7 Ax, where Ax is the usual matrix-vector product. Two
important spaces related to the linear map A are:
ker(A) Rn the kernel of A is the vector subspace of Rn of all the points
that are mapped to 0 Rm :
ker(A) = {x Rn : Ax = 0}.
S(A) Rm the space spanned by A is the vector subspace of Rm of all

the points that can be mapped by A:
S(A) = {Ax : x Rn }.
The dimensions of these (vector) spaces depend on k = rank(A) (the rank of

A), which is the the maximum number of linearly independent rows/columns of
matrix A. The Dimension Theorem states that
dim(ker(A)) = n k, dim(S(A)) = k. (1)
Notice that, if k = min{n, m}, then matrix A has full rank and we have
dim(ker(A)) = 0, so ker(A) = {0}. In order to describe the geometrical meaning
of the Moore-Penrose pseudo inverse, we need to first introduce the notion of
orthogonal complement.
Definition (Orthogonal complement). Let E, V be two linear spaces with E
V subspace. We define E the orthogonal complement of E in V to be
E = {y V : y T z = 0 for all z E}.
1
It can be easily proved that E V is linear subspace. Moreover, if E V is
closed subspace, then E and its orthogonal complement are in direct sum and
generate V :
V = E E, E E = 0.
As important consequence of this, we have that every y V can be uniquely
decomposed into the sum of two orthogonal components:
y =q+z q E, z E .
To emphasize the fact that q, z are unique, they depend on y and E and they lie
on orthogonal spaces, we better write PE (y) := q and PE (Y ) := z. Thus
y = PE (y) + PE (y) PE (y) E, PE (y) E .
Operator PX (.) is sometimes called orthogonal projection onto space X.
The Moore-Penrose pseudo inverse

Let us consider a general y Rm . Of course, if y Rm \ S(A) the linear system
y = Ax has no solution. Whereas, if y S(A) the lineary system y = Ax has
at least one solution.
Being S(A) Rm a finite dimensional space, it is also closed linear subspace.
Therefore the orthogonal complement decomposition given above applies and we
have:
Rm = S(A) S(A) .
This implies mainly two things:
Rm \ S(A) = S(A) , therefore the y for which the linear system y = Ax
cannot be solved lie in the orthogonal space of S(A), i.e., y S(A) .
We can write every y Rm uniquely as a sum of two orthogonal compo-
nents as
y = PS(A) (y) + PS(A) (y) = q + z.
where q S(A) and z S(A) are used in the following to simplify the
notation.
By using the definition of orthogonal component and the definition of S(A), we
can now see that
S(A) = {b Rm : bT a = 0 for all a S(A)}

= {b Rm : bT Ax = 0 for all x Rn }
= {b Rm : xT AT b = 0 for all x Rn }
= {b Rm : AT b = 0}
= ker(AT )
where AT : Rm Rn is the linear map obtained by transposing matrix A. By

applying AT to our y Rm and using the definition of kernel, we get
AT y = AT (q + z) = AT q + AT z = AT q + 0 = AT q.
2
where AT z = 0 holds because z S(A) = ker(AT ). Since q S(A) there
exists x Rn such that Ax = q, thus
AT y = AT Ax. (2)
In order to constructively find such x, we need to inspect k = rank(A).
Full row rank. If m n and A is full rank (i.e., k = m) we say that

A is full row rank. In this case (1) implies dim(S(A)) = m, therefore the
linear system y = Ax admits at least one solution. In the particular case
n = m, the solution is y = A1 x.
Full column rank. If m n and A is full rank (i.e., k = n) we say that

A is full column rank. In this case AT A is invertible, thus from (2) we get
1
x = (AT A) AT y. (3)
and such x is unique. Notice that Ax = q = PS(A) (y), so the solution of the
linear system y = Ax provided by (3) is in general the orthogonal projec-
1
tion of y onto the space spanned by A. The matrix A+ := (AT A) AT is
called the Moore-Penrose pseudo inverse of A. It is called as such because
in the particular case A is invertible (i.e., m = n = k), then A+ = A1 ,
in fact
1 1
A+ = (AT A) AT = A1 (AT ) AT = A1 .
The geometrical meaning of A+ is illustrated in the figure below. Given
y Rm , then x = A+ y Rn is the unique point such that Ax = q is the
orthogonal projection of y onto S(A).
Numerical example
We develop here a simple test case that shows the geometrical meaning of the
Moore-Penrose inverse. We consider the linear map A : R2 R3 and the point
y given by
1 0 1
A = 0 1 , y = 1 .
0 0 1
3
Matrix A maps R2 into the 2-dimensional subspace of R3 given by:
S(A) = {(x1 , x2 , x3 ) R3 : x3 = 0}
and y does not belong to such space. The orthogonal projection of y onto S(A)
T T
is precisely q = [1, 1, 0] , which is obtained by multiplying A with x = [1, 1] .
So, expect the result of A+ y to be exactly x. There it is:
1 %A maps R2 into the subspace of R3 given by (z=0)

2 A=[1,0;0,1;0,0];
3 %y is the point of coordinates (1,1,1)
4 y=[1;1;1];
5 %apply pseudo inverse
6 x=pinv(A)*y
7 >> x =
8 1
9 1

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Geometrical meaning of the Moore-Penrose

S(A) Rm the space spanned by A is the vector subspace of Rm of all

The dimensions of these (vector) spaces depend on k = rank(A) (the rank of

dim(ker(A)) = n k, dim(S(A)) = k. (1)

E = {y V : y T z = 0 for all z E}.

y = PE (y) + PE (y) PE (y) E, PE (y) E .

Operator PX (.) is sometimes called orthogonal projection onto space X.

The Moore-Penrose pseudo inverse

S(A) = {b Rm : bT a = 0 for all a S(A)}

where AT : Rm Rn is the linear map obtained by transposing matrix A. By

In order to constructively find such x, we need to inspect k = rank(A).

Full row rank. If m n and A is full rank (i.e., k = m) we say that

Full column rank. If m n and A is full rank (i.e., k = n) we say that

1 %A maps R2 into the subspace of R3 given by (z=0)

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