Generalized Wedderburn Rank Reduction

We generalize the Wedderburn rank reduction formula by replacing the inverse with the Moore–Penrose pseudoinverse. In particular, this allows one to remove the non–singularity of a certain matrix from assumptions. The results implies in a straightforward way Nystroem, CUR decompositions, meta-factorization, and a result of Ameli, Shadden. We investigate which properties of the matrix are inherited by the generalized Wedderburn reduction. Reductions leading to the best low-rank approximation are explicitly described in terms of singular vectors. We give a self–contained calculation of the range and the nullspace of the projection $A(BA{)}^{+}B$ and prove that any projection can be expressed in this way.