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ConvexAnalysisMonotoneOperators_BauschkeCombettes_2017.Chap03.Example_3_29

theorem normalEquationPseudoinverse_isMoorePenroseInverse {๐“— : Type u} {๐“š : Type v} [NormedAddCommGroup ๐“—] [InnerProductSpace โ„ ๐“—] [CompleteSpace ๐“—] [NormedAddCommGroup ๐“š] [InnerProductSpace โ„ ๐“š] [CompleteSpace ๐“š] (T : ๐“— โ†’L[โ„] ๐“š) [Fact (IsUnit (ContinuousLinearMap.adjoint T โˆ˜SL T))] :
IsMoorePenroseInverse T ((ContinuousLinearMap.adjoint T โˆ˜SL T).inverse โˆ˜SL ContinuousLinearMap.adjoint T)

Example 3.29: if Tโ€ T is invertible, then the operator (Tโ€ T)โปยน Tโ€  is the Moore-Penrose inverse of T.

instance instIsMoorePenroseInverseCompRealInverseCoeLinearIsometryEquivStarRingEndContinuousLinearMapIdAdjointOfFactIsUnit {๐“— : Type u} {๐“š : Type v} [NormedAddCommGroup ๐“—] [InnerProductSpace โ„ ๐“—] [CompleteSpace ๐“—] [NormedAddCommGroup ๐“š] [InnerProductSpace โ„ ๐“š] [CompleteSpace ๐“š] (T : ๐“— โ†’L[โ„] ๐“š) [Fact (IsUnit (ContinuousLinearMap.adjoint T โˆ˜SL T))] :
IsMoorePenroseInverse T ((ContinuousLinearMap.adjoint T โˆ˜SL T).inverse โˆ˜SL ContinuousLinearMap.adjoint T)

The normal-equation pseudoinverse can be used through typeclass search when Tโ€ T is invertible.