Let A, B ∈ ℂn×n where A is an invertible matrix (and A⁻¹ ≠ AT), but B is a noninvertible. Let C = AB. What is C†? (C† is the Moore-Penrose inverse of C). Suppose that rank C = rank C². What is C#? (C# is the group inverse of C).
Note: All generalized inverses of a product of AB such that one of the factors is invertible, ( for example, here A is invertible ) are of the form: B- A-1 where B- is a generalized inverse of B.
Hince:
1) (AB)+ = B+A-1, where B+ is the Moore-Penrose inverse of B under conditions ( because still the 3 and 4 conditions of Moore Penrose, i.e. orthogonality of projectors)
2) If rank C= rank C2 , then the same for B, because, as A is invertible, then rankC=rank B. Consequently, the group inverse B# of B exists and also C# and C#=B#A-1
For the general case, where A and B are not invertible, the generalized inverses of the product doesn't obey to the reverse order law (AB)- =B- A- as in the normal case, only under conditions.
Also there is an expression for the (AB)- constitute of terms of A- and B- and projectors related to A and B and their generalized inverses.
You can see my article; Some algebraic properties of the generalized inverses of the product of two matrices. Also you can find many knowledge on my thesis: SUR LES PROPRIETES
I was checking the orthogonality of the projectors (3 and 4 conditions of Moore Penrose ), there are cases where it is correct: (AB)+ =B+ A-1:
A-1 =A* or B has full row rank. Or we can directly check Greville's conditions for the reverse order.Then when we want to calculate the Moore -Penrose inverse of a square matrix using Jordan form, it is incorrect to say that ( P-1 BP)+ =P-1 B+ P, only if P-1=P*. That why, it is preferable to use SVD or the expression B+=B*(BB*)+ . (BB* )+ is easy to calculate, because it is symmetric.
In my last answer above, there was a misprint of -1, I corrected it: A-1 =A*, P-1=P*.
Conclusion of the answers:
1) As Prof. Wiwat excluded the case A-1 =At, i.e. (A*), then (AB)+=B+A-1 only if B is of full row rank which is equivalent to Greville's conditions. Otherwise, You calculate (AB)+ by using SVD or the expression cited in my answer above.
2) For the group inverse there is no problem, under the condition of existence:
Dear Pedro, for the group inverse, yes. just P has to be left invertible and Q right invertible, and of course rank A= rank A2 (the condition of existence). But for the Moore-Penrose, we need orthogonality or which is equivalent for the 3rd and the 4 th conditions. So if we take P just left invertible, that means it has a full column rank, we write PAQ=P(AQ) , then, we need (AQ) to has full row rank to have (PAQ)+ =Q'A+ P', where P' and Q' are left and right inverses of P and Q respectively.
Excuse me, I just checked, for the group inverse, No. because there is no commutativity, i.e. the 3rd equation in the definition of the group inverse.
The problem can be easily reduced to the computation of the Inverse of the singular Matrix B. The inverse of B is a Moore-Penrose Inverse, which is either a left or a right Inverse. The problem is that we cannot apply straightforward the B+=(BTB)-1BT rule to compute the inverse(just for left) of B. In fact, the column/row-rank of B is not full and consequently the above rule cannot be applied. What we should do is:
1. Compute the column-rank of B=r
2. Factorize B as product of two matrices C(n,r) and D(r,n)(See Gram-Schmidt Algorithm)
3. Apply the above Inverse rule to compute A+, C+, D+
4.Apply the Product Inverse Rule to compute (ACD)+ given A+, C+, D+.
NB: The biggest problem is the fact that the column/row-rank of B is not full.
@Pedro: The conditions P'PA=A=AQQ' is means P is left inner (it has left inverse) and Q is right inner (it has right inverse). I am sorry about that. In general P'PA=A=AQQ' is not means P^T PA = A = AQQ^T, but if P, Q are orthogonal then the post is correct.