Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 36 / 3 / d

Write $\sigma =\mathrm{sgn}(x_S)$ and $G=A_S^{\ast }{A}_S$. The injectivity of $A_S$ makes this Gram matrix a positive-definite matrix, since $u^{\ast }Gu=\Vert A_{S}u{\Vert }_2^2>0$ for $u\ne 0$. Thus its matrix inverse exists. Construct the least-norm dual certificateOn the active coordinates, $A_S^{\ast }h=G{G}^{-1}\sigma =\sigma$. For $l\notin S$, symmetry of the real Gram matrix and its matrix inverse givesCondition (iii) makes the absolute value of this coordinate strictly less than one. Consequently $h$ is a strict dual certificate for basis pursuit, and part (c) applies. If $S$ is empty, take $h=0$; the zero vector uniquely minimizes the L1 norm on its feasible set. Condition (iii) supplies an explicit certificate and therefore unique recovery. There is no claim that this particular least-norm dual certificate is necessary: other valid certificates may exist when this one fails.