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Exercise 1.8 · Q11

Q.If ATA−1A^TA^{-1} is symmetric, then A2=A^2=

(1) A−1A^{-1}
(2) (AT)2(A^T)^2
(3) ATA^T
(4) (A−1)2(A^{-1})^2
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Starting from the given symmetry condition ST=SS^T=S for S=ATA−1S=A^TA^{-1}, we transpose SS, equate it to SS itself, and then multiply through by ATA^T (left) and AA (right) to isolate A2=(AT)2A^2=(A^T)^2.

Step 1. Transpose S=ATA−1S=A^TA^{-1}.

ST=(ATA−1)T=(A−1)T(AT)T=(AT)−1A,S^T=(A^TA^{-1})^T=(A^{-1})^T(A^T)^T=(A^T)^{-1}A,

using (XY)T=YTXT(XY)^T=Y^TX^T and (A−1)T=(AT)−1(A^{-1})^T=(A^T)^{-1}.

Step 2. Impose the given condition S=STS=S^T.

ATA−1=(AT)−1A.(∗)A^TA^{-1}=(A^T)^{-1}A. \qquad (\ast)

Step 3. Left-multiply (∗)(\ast) by ATA^T. …

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