[Math] Pseudo inverse of a singular value decomposition SVD is equal to its “real” inverse for a square matrix

linear algebrasvd

I was reading this book on numeric linear algebra and it said pseudo inverse of a singular value decomposition (SVD) is equal to it's "real" inverse for a square matrix. It said it is quite clear that they are equal but I don't really understand how. I know pseudo inverse of a invertible matrix $A* = V\Sigma^{-1} U^T$. But how this is equal to inverse of matrix $A$.

The SVD of a Matrix $A = U\Sigma V^T$, so it's inverse $A^{-1} = (U\Sigma V^T)^{-1}$, how does this equal $V\Sigma^{-1}U^T$?

Maybe I am missing some basic inverse calculation? Can somebody please show this to me?

P.S: This is my first question here, sorry if I made any mistakes

Best Answer

By writing $A^{-1}$ you are assuming the inverse of $A$ exists. Thus, $A$ must be square and $U,\Sigma,V$ must all be square invertible matrices. Hence $A^{-1} = (U\Sigma V^\top)^{-1} = (V^\top)^{-1}\Sigma^{-1}U^{-1}$. Note also that, in singular value decomposition, both $U$ and $V$ are orthogonal matrices and hence $U^{-1}=U^\top$ and $V^{-1}=V^{\top}$. We then get $A^{-1}=V\Sigma^{-1}U^\top$.