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 $Z^T Z$.
Thanks
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 $Z^T Z$.
Thanks