LINEAR-ALGEBRA ยท Unit 15 ยท Video 4 ยท Interactive Practice

Why ATAA^TA Is Invertible โ€” and When It Equals II

IKey Formulas

Formula Name Key Idea
ATAx=0โ€…โ€Šโ‡’โ€…โ€ŠโˆฅAxโˆฅ2=0โ€…โ€Šโ‡’โ€…โ€Šx=0A^TAx = 0 \;\Rightarrow\; \|Ax\|^2 = 0 \;\Rightarrow\; x = 0 Null-space trick Proves ATAA^TA invertible when AA has independent columns
qiโ‹…qj=0q_i \cdot q_j = 0 for iโ‰ ji \neq j, and โˆฅqiโˆฅ=1\|q_i\| = 1 Orthonormal columns Perpendicular and unit length
Orthonormal columns โ‡’ATA=I\Rightarrow A^TA = I Orthonormal identity Entry (i,j)(i,j) of ATAA^TA is qiโ‹…qj=ฮดijq_i \cdot q_j = \delta_{ij}
P=A(ATA)โˆ’1ATโ€…โ€ŠโŸถโ€…โ€ŠP=AATP = A(A^TA)^{-1}A^T \;\longrightarrow\; P = AA^T Projection simplification Inverse disappears for orthonormal columns

IIVisualization 1 โ€” A Rotation Frame Keeps ATA=IA^TA = I

Rotate the frame to any angle ฮธ\theta: its columns stay perpendicular unit vectors, so ATAA^TA never leaves the identity.

IIIVisualization 2 โ€” Orthogonal Isn't Orthonormal

Perpendicular columns make ATAA^TA diagonal, but only unit lengths turn those diagonal entries into 11's.

๐Ÿ’ก Challenge: set the lengths to the video's (3,5)(3, 5) โ€” ATAA^TA becomes diag(9,25)\mathrm{diag}(9, 25): invertible, but nowhere near II.

IVVisualization 3 โ€” Independent Columns Make ATAA^TA Invertible

Drag the two columns of AA: ATAA^TA stays invertible right up until the columns line up.

๐Ÿ’ก When the columns collapse onto one line, some nonzero xx satisfies Ax=0Ax = 0 โ€” the null-space trick breaks and ATAA^TA turns singular.

VQuiz Questions

Question 1

Let A=[0โˆ’110]A = \begin{bmatrix} 0 & -1 \\ 1 & 0 \end{bmatrix}. What is ATAA^TA?

(Hint: Check the columns โ€” are they orthonormal?)

โœ… Correct! The columns (0,1)(0,1) and (โˆ’1,0)(-1,0) are orthonormal, so ATA=IA^TA = I.

โŒ Not quite. Try checking whether the columns have unit length and are perpendicular.

Show solution

Solution:

The columns of AA are q1=(0,1)q_1 = (0, 1) and q2=(โˆ’1,0)q_2 = (-1, 0).

Check unit length:

  • โˆฅq1โˆฅ=02+12=1\|q_1\| = \sqrt{0^2 + 1^2} = 1 โœ“
  • โˆฅq2โˆฅ=(โˆ’1)2+02=1\|q_2\| = \sqrt{(-1)^2 + 0^2} = 1 โœ“

Check perpendicularity:

  • q1โ‹…q2=(0)(โˆ’1)+(1)(0)=0q_1 \cdot q_2 = (0)(-1) + (1)(0) = 0 โœ“

The columns are orthonormal, so ATA=IA^TA = I.

Verification by direct computation:

ATA=[01โˆ’10][0โˆ’110]=[0โ‹…0+1โ‹…10โ‹…(โˆ’1)+1โ‹…0(โˆ’1)โ‹…0+0โ‹…1(โˆ’1)(โˆ’1)+0โ‹…0]=[1001]A^TA = \begin{bmatrix} 0 & 1 \\ -1 & 0 \end{bmatrix}\begin{bmatrix} 0 & -1 \\ 1 & 0 \end{bmatrix} = \begin{bmatrix} 0\cdot0+1\cdot1 & 0\cdot(-1)+1\cdot0 \\ (-1)\cdot0+0\cdot1 & (-1)(-1)+0\cdot0 \end{bmatrix} = \begin{bmatrix} 1 & 0 \\ 0 & 1 \end{bmatrix}

Question 2

True or False: The vectors (3,0)(3, 0) and (0,5)(0, 5) form an orthonormal set.

โœ… Correct! They are perpendicular (orthogonal) but their lengths are 3 and 5, not 1. Orthonormal requires both conditions.

โŒ Not quite. Orthonormal means orthogonal AND unit-length. Check the norms.

Show solution

Solution: False

Orthonormal requires both conditions:

  1. Orthogonal (perpendicular)? (3,0)โ‹…(0,5)=3โ‹…0+0โ‹…5=0(3, 0) \cdot (0, 5) = 3 \cdot 0 + 0 \cdot 5 = 0 โœ“

  2. Normal (unit length)?

    • โˆฅ(3,0)โˆฅ=3โ‰ 1\|(3, 0)\| = 3 \neq 1 โœ—
    • โˆฅ(0,5)โˆฅ=5โ‰ 1\|(0, 5)\| = 5 \neq 1 โœ—

The vectors are orthogonal but not orthonormal. To make them orthonormal, normalize: (1,0)(1, 0) and (0,1)(0, 1).

With the original vectors, ATA=diag(9,25)A^TA = \text{diag}(9, 25) โ€” invertible but not the identity.

Question 3

In the null-space trick, we start with ATAx=0A^TAx = 0 and need to prove x=0x = 0. What is the key step that converts the matrix equation into a statement about length?

โœ… Correct! Multiplying by xTx^T manufactures the dot product โˆฅAxโˆฅ2\|Ax\|^2, converting the matrix equation into a geometric statement about length.

โŒ Not quite. The trick creates a squared-length expression. Which operation turns xTATAxx^TA^TAx into (Ax)T(Ax)=โˆฅAxโˆฅ2(Ax)^T(Ax) = \|Ax\|^2?

Show solution

Solution:

The key step is multiplying both sides by xTx^T on the left, which manufactures a dot product:

ATAx=0A^TAx = 0 xT(ATAx)=xTโ‹…0=0x^T(A^TAx) = x^T \cdot 0 = 0

Regroup using (xTAT)=(Ax)T(x^TA^T) = (Ax)^T:

(Ax)T(Ax)=0(Ax)^T(Ax) = 0 โˆฅAxโˆฅ2=0\|Ax\|^2 = 0

Since squared length โ‰ฅ0\geq 0 and equals 0 only for the zero vector: Ax=0Ax = 0

Column independence then gives x=0x = 0. โˆŽ

The insight: multiplying by xTx^T converts algebra into geometry โ€” a matrix equation becomes a statement that a squared length is zero.

Question 4

The general projection formula is P=A(ATA)โˆ’1ATP = A(A^TA)^{-1}A^T. When AA has orthonormal columns, what does this simplify to?

โœ… Correct! Since ATA=IA^TA = I, the inverse vanishes and P=AATP = AA^T. No matrix inversion needed!

โŒ Not quite. Substitute ATA=IA^TA = I into P=A(ATA)โˆ’1ATP = A(A^TA)^{-1}A^T and simplify step by step.

Show solution

Solution:

When AA has orthonormal columns, ATA=IA^TA = I, so (ATA)โˆ’1=Iโˆ’1=I(A^TA)^{-1} = I^{-1} = I.

Substituting into the projection formula:

P=A(ATA)โˆ’1โŸ=IAT=Aโ‹…Iโ‹…AT=AATP = A\underbrace{(A^TA)^{-1}}_{= I}A^T = A \cdot I \cdot A^T = AA^T

The inverse disappears entirely โ€” a massive computational simplification.

Important note: P=AATP = AA^T is generally not the identity matrix (unless AA is square and orthogonal). It is the projection matrix onto the column space of AA.

This simplification underpins QR factorization, Gram-Schmidt, and spectral decomposition.

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