Pseudoinverse and definiteness

The normal equations are a square n×n linear system to solve for x which leads to the defintion of the pseudoinverse as a formal solution:

A+=(ATA)1AT

In practice this is not used for the same reason that the ordinary inverse is not used. But conceptually the \ operator is mathematically equivalent to left multiplying by the inverse (square matrix) or pseudoinverse (rectangular).

The matrix ATA has some important properties:

  1. ATA is symmetric

  2. ATA is singular only if the columns of A or linearly dependant.

  3. If ATA is nonsingular, that it is positive definate.