\quad 对于任意一个矩阵 A ∈ R m × n A\in R^{m\times n} A∈Rm×n,其转置与它自身的乘积 A T A A^TA ATA,以及它自身与其转置的乘积 A A T AA^T AAT有如下性质:
1. r a n k ( A T A ) = r a n k ( A ) = r a n k ( A T ) = r a n k ( A A T ) rank(A^TA)=rank(A)=rank(A^T)=rank(AA^T) rank(ATA)=rank(A)=rank(AT)=rank(AAT)
\quad 证明:首先,显然有 r a n k ( A T A ) ≤ r a n k ( A ) rank(A^TA)\leq rank(A) rank(ATA)≤rank(A);
\quad 再由: A T A x = 0 ⇒ x T A T A x = 0 ⇒ A x = 0 A^TAx=0\Rightarrow x^TA^TAx=0\Rightarrow Ax=0 ATAx