Proof.
Let
be a
matrix and
be the column vectors of
.
Then
. This means that multiplying a vector with a matrix is linear
combination of the columns, the coefficient
is the
component of
. Since
is a boolean and
acts as an indicator variable on the selection of column
. So if
is chosen from a uniform distribution
.
Now let and
be the column vectors of
, similarly
let
be the column vectors of
. Let
, clearly
since
. Then
since
. Intuitively this means we select our random vector
such that
for all
, such a selection will always ensure
even though
.
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