Let
A basis of
is invertible
where is the submatrix of
formed by taking -th column of when .
Let
We say that
Lemma
Let
Then there exists a unique Basic Solution
Proof
Define
This is a Basic Solution and unique by construction.
Lemma
Suppose
Then for any Basic Solution
Proof
Suppose Basic Solution
Columns of
Let
It has dimension
If the columns of
so
If the columns of
then pick a column of
and form the set
Repeat this process until we arrive at a Basis.