Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/iii/paper-340/4/b/solution

Let be the support of a vector . If the columns indexed by were linearly dependent, there would be a nonzero supported in with . For sufficiently small real , the nonzero signs of remain fixed, so
Both positive and negative preserve the residual and hence feasibility, even with noise. A nonzero slope contradicts minimality in one direction. A zero slope gives distinct minimizers, contradicting uniqueness. Thus those columns are linearly independent, and
This proves the sparse vector assertion without assuming a noiseless residual.

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