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The Gram pseudoinverse reconstructs a spanning Hermitian frame
Statement
Let , let span over , and form , , , and as in the preceding finite-frame definition. If is its finite spectral resolution, then . Moreover, every is reconstructed by
This holds for redundant families as well as bases; need not be invertible.
Statement references
Facts & Assumptions
Given: , a spanning family , its synthesis map , Gram matrix , Moore–Penrose inverse , and canonical dual .
The finite family spans over , as required in the Statement.
Finite Hermitian frames and their Gram pseudoinverse: is a real space with the trace pairing ; ; .
The real trace pairing on finite Hermitian matrices is an inner product: the Hilbert–Schmidt trace pairing is a real inner product, is real positive semidefinite, and .
Finite matrix spectral and state calculus: every finite Hermitian matrix has an orthonormal eigenbasis with real eigenvalues.
The Moore--Penrose pseudoinverse as the solution of the four Penrose equations: satisfies , , and both and are self-adjoint.
Every finite real or complex matrix has a unique Moore--Penrose pseudoinverse: every finite real matrix has a unique matrix satisfying the four Penrose equations.
Proof
By [F2], is real symmetric positive semidefinite, , and . The coordinate formula for the adjoint is by [F1] and [F2].
Regard the real symmetric positive semidefinite matrix as a complex Hermitian matrix and apply [F3]. Its eigenvalues are real. If is in the complex eigenspace for a real eigenvalue , then realness of gives and ; thus that eigenspace is the complexification of its real eigenspace. Real eigenspaces for distinct eigenvalues are orthogonal, since , , and symmetry give . The real eigenspaces form a direct sum of dimension : their complexifications are the orthogonal complex eigenspaces, which span by [F3]. Each eigenvalue is nonnegative because, for a nonzero real eigenvector with , . In each real eigenspace, take a finite basis and set and for ; basis independence makes every denominator nonzero, and these vectors form a real orthonormal basis. These bases give a real spectral resolution with real orthogonal projections whose sum is . Put . Orthogonality gives , , and , which are self-adjoint. Thus satisfies the four Penrose equations [F4], and uniqueness in [F5] gives . Consequently is an orthogonal projection and , so by [F2].
The synthesis map of the canonical dual is by [F1]. For any , the spanning hypothesis [A1] supplies with . Then because by step 2.1. The coordinates of are by step 1.1, which proves the stated sum.
Depends on
Finite Hermitian frames and their Gram pseudoinverse
The real trace pairing on finite Hermitian matrices is an inner product
Finite matrix spectral and state calculus
The Moore--Penrose pseudoinverse as the solution of the four Penrose equations
Every finite real or complex matrix has a unique Moore--Penrose pseudoinverse