For a matrix $M$ with its singular value decomposition $UΣV^T$, the pseudo inverse of $M$, i.e., $M^+$ is $VΣ^+U^T$.
- How can I derive the pseudo inverse(Moore–Penrose) $M^+$ from the singular value decomposition of a matrix $M$?
- From SVD, we know that $Σ$ is a diagonal matrix which contains the square roots of the eigen values of both $MM^T$ and $M^TM$ whereas $Σ^+$ is formed by replacing the non-zero diagonal elements of $Σ$ by its reciprocal. The diagonal matrix Σ is not always full rank so I assume that $ΣΣ^+$ cannot always be an Identity Matrix. How is it possible to prove that the pseudo inverse of $M$, i.e., $M^+$=$VΣ^+U^T$ holds when $ΣΣ^+$ cannot be reduced to Identity Matrix? Is there any other approach?