I have an $n\times p$ matrix $Z$ with $p\gt n$.
I have a diagonal matrix $A$ with positive entries.
Is there is a known way to determine the
MP inverse of $A Z^T Z A$, if I know $A$ and the MP inverse of $Z^T Z$.
Yes, Z has full rank, and A is positive definite, but using the formula I do not
get how i can compute $(A Z^T Z A)^+ $ as a function of $(Z^T Z)^+ $ and $A$...
or am I doing something wrong?
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