Is a matrix multiplied with its transpose something special? In my

Concepcion Hale

Concepcion Hale

Answered question

2021-12-15

Is a matrix multiplied with its transpose something special?
In my math lectures, we talked about the Gram-Determinant where a matrix times its transpose are multiplied together.
Is T something special for any matrix A?

Answer & Explanation

reinosodairyshm

reinosodairyshm

Beginner2021-12-16Added 36 answers

The main thing is presumably that T is symmetric. Indeed (T)T=(AT)TAT=T. For symmetric matrices one has the Spectral Theorem which says that we have a basis of eigenvectors and every eigenvalue is real.
Moreover if A is invertible, then T is also positive definite, since
xTTx=(ATx)T(ATx)>0
Then we have: A matrix is positive definite if and only if its
Jack Maxson

Jack Maxson

Beginner2021-12-17Added 25 answers

T is positive semi-definite, and in a case in which A is a column matrix, it will be a rank 1 matrix and have only one non-zero eigenvalue which equal to ATA and its corresponding eigenvector is A. The rest of the eigenvectors are the null space of Ai.e.λTA=0.
Indeed, independent of the size of A, there is a useful relation in the eigenvectors of T to the eigenvectors of ATA; based on the property that rank(T)=rank(ATA). That the rank is identical implies that the number of non-zero eigenvectors is identical. Moreover, we can infer the eigenvectors of AT A from AAT and vice versa. The eigenvector decomposition of T is given by Tvi=λivi. In case A is not a square matrix and T is too large to efficiently compute the eigenvectors (like it frequently occurs in covariance matrix computation), then it's easier to compute the eigenvectors of ATA given by ATui=λiui. Pre-multiplying both sides of this equation with A yields
TAui=λiAui.
Now, the originally searched eigenvectors viofT can easily be obtained by vi=Aui. Note, that the resulted eigenvectors are not yet normalized.

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