Motivation
Linear equations between Hilbert spaces need not have unique solutions and may not even be exactly solvable for a given right-hand side. Least squares selects a vector with the smallest residual; when several such vectors exist, minimum norm selects one canonical representative. Luenberger packages this two-stage optimization into the pseudoinverse of a continuous linear operator with closed range. The construction unifies exact equations, approximation, normal equations, and orthogonal projections, while retaining a bounded linear operator suitable for subsequent optimization methods (Luenberger, §§6.9--6.11, pp. 159--165).
This mission continues the series into Chapter 6. Its capstone formalizes the structural identities of the pseudoinverse, including involution, compatibility with adjoints, reflexive inverse laws, self-adjoint projection products, and factorizations through the normal operators. Earlier milestones establish the adjoint facts and minimum-norm characterizations on which that operator calculus depends.
Setting
Let G and H be real Hilbert spaces, represented in Lean by complete real inner-product spaces, and let A:G\toL[R]H be a continuous linear map whose range is closed. The Hilbert adjoint is written A† in the Lean statements and is Mathlib's adjoint continuous linear map. It is characterized by the inner-product relation and satisfies ∥A†∥=∥A∥ (Luenberger, §6.5, Theorem 1, p. 151). Closed range gives the range-kernel identity
range(A†)=ker(A)⊥,
the Hilbert-space specialization of the closed range theorem used in the chapter (§6.6, Theorem 2, p. 156).
For y∈H, a vector x∈G is a least-squares solution when ∥Ax−y∥ is no larger than ∥Az−y∥ for every z. A least-squares solution is minimum norm when its norm is no larger than that of every other least-squares solution. A continuous linear map B:H\toL[R]G satisfies VectorSpaceOpt.IsPseudoinverse A B when, for every y, By has both properties. This predicate is the mission's one lightweight definition, directly encoding the definition in §6.11 (pp. 163--164).
Formalization targets
Adjoint and closed-range milestones
Formalize ∥A†∥=∥A∥. Under closed range, formalize
range(A†)=ker(A)⊥.
These record §6.5, Theorem 1 and the Hilbert form of §6.6, Theorem 2.
Normal equations and minimum-norm solutions
Formalize the least-squares equivalence
x minimizes ∥y−Ax∥⟺A†Ax=A†y,
as in §6.9, Theorem 1 (p. 160). For solvable Ax=y and closed-range A, characterize the minimum-norm solution by x=A†z with AA†z=y, following §6.10, Theorem 1 (pp. 161--162). Finally, formalize existence and uniqueness of a continuous linear B satisfying IsPseudoinverse A B.
Pseudoinverse identities
Given such a B, formalize that A is the pseudoinverse of B, that B† is the pseudoinverse of A†, and that
BAB=B,ABA=A,(BA)†=BA.
Also produce pseudoinverses C of A†A and D of AA† satisfying
B=CA†,B=A†D.
Together with the continuous-linear-map type of B, these clauses encode all nine items of §6.11, Proposition 1 (p. 165).
Significance
The pseudoinverse turns a possibly inconsistent or underdetermined equation into a canonical bounded linear solution operator. The normal equations connect residual minimization with the self-adjoint operator A†A; the minimum-norm theorem selects the component orthogonal to the kernel. The capstone identities show that the construction behaves like an inverse on the effective ranges and that BA is self-adjoint, while the two factorizations reduce pseudoinverse questions to the normal operators.
The underlying results are proved in Luenberger's text. Their Lean formalization supplies a reusable predicate for minimum-norm least squares and an operator-level API linking adjoints, kernels, ranges, composition, and optimization characterizations. This bridges the earlier missions on minimum norm and estimation with later chapters that use normal operators and generalized inverses. It also records explicitly which conclusions require closed range, preventing accidental use of a bounded pseudoinverse where only an unbounded generalized inverse could exist.
Difficulty
Pointwise existence of a best residual is not enough. The selected minimum-norm solutions must collectively form a linear bounded map, and closed range is the hypothesis that makes this global operator well behaved. Without closed range, least-squares minimizers may fail to exist and the inverse on the effective range need not be bounded. A formulation that chooses an arbitrary minimizer for each target would therefore miss the main analytic content.
Several notationally similar operations must also remain distinct. The book writes a star for the adjoint and a superscript dagger-like symbol for the pseudoinverse; Mathlib's displayed dagger denotes the Hilbert adjoint. The mission consequently names the generalized inverse through IsPseudoinverse instead of overloading dagger notation. Orthogonal complements apply to submodules, compositions must retain their source and target spaces, and each factorization involves a different normal operator. These typing constraints expose domain/codomain mistakes that paper notation suppresses.
Formalization scope
The mission uses real Hilbert spaces only: NormedAddCommGroup, InnerProductSpace ℝ, and CompleteSpace. Operators are ContinuousLinearMap, composition is ∘L, the Hilbert adjoint is Mathlib's †, and the closed-range assumption is IsClosed (A.range : Set H). The orthogonal complement in the range theorem is the submodule A.kerᗮ.
IsPseudoinverse A B requires two pointwise inequalities for every target: B y minimizes residual norm among all inputs, then minimizes norm among all residual minimizers. The second clause cannot be dropped or weakened to exact solutions, because it is what makes the choice canonical for inconsistent as well as underdetermined systems. The minimum-norm-solution milestone states y ∈ A.range explicitly; the source treats solvability as part of speaking about a solution. The capstone accepts a continuous linear B satisfying the predicate, so linearity and boundedness are represented by its type, corresponding to the first two items of Proposition 1. Contributions may add reusable lemmas about adjoints, orthogonal complements, closed range, normal equations, or uniqueness of optimizers, but must preserve the closed-range and completeness assumptions in the public operator theorems.
Selected references
- David G. Luenberger, Optimization by Vector Space Methods, John Wiley & Sons, 1969, Chapter 6, especially §§6.5--6.11, pp. 151--165. Public scan.