I ran into the following problem:
Prove that any arbitrary $m \times n$ matrix $A$, there exists an unique $n \times m$ matrix $P$ that satisfies the following equations: $$\begin{cases} APA = A \\ PAP = P \\ (AP)^T = AP \\ (PA)^T = PA \end{cases}$$
What I've done so far:
From equations (1) and (3), we get $(AP)^TA = A \Rightarrow (AP)^T = (AP)^{-1}$ so $AP$ is an orthogonal matrix.Similarly, from equations (2) and (4), $PA$ is also an orthogonal matrix.- If $A$ has independent columns, $APA = P^TA^TA = A \Rightarrow P = A(A^TA)^{-1}$ also $APA = AA^TP = A \Rightarrow P = (A^TA)^{-1}A$. But I have no idea what to do when $A^TA$ isn't invertible.
- Using singular value decomposition, $A = U\Sigma V^T = APA$ implies $P = V\Sigma U^T$
I've read this post here, which I had a difficult time trying to understand it. Hoping for some direction to think; I really wonder how to prove that there is a unique $P$ for any $A$. Any tips help, and thanks in advance.
Edit: now I've got some sleep, and found out that I'm wrong about the first two points.