How to prove the title?
My work:
- The title implies there exists $k$ independent columns in $A$.
- Delete other $m-k$ columns.
- By elementary row operation, we can obtain a reduced-row-echelon form.
There must be a $k\times k$ identity matrix. (This is just by rref form) - So there should exist $k \times k$ submatrix with rank $k$.
However, it still seems shaky to me that what I obtain is a matrix after doing row operation, which is not really $A$ itself.
How should I say more to strengthen this proof or use other method?
After you throw away the $m-k$ columns that don't work, you can just use a dimensionality argument. Notice now that by deleting those $m-k$ columns, we now obtain an $n\times k$ matrix $\tilde{A}$ which is of rank $k$. Notice however that it is impossible for $k >n$ since $k \leq \min\{n,m\}$. In the case that $k=n$ we are done since $\tilde{A}$ is of rank $k$. If $k <n$ then we know there are linearly dependent rows in our matrix $\tilde{A}$. We can repeat the same operation as in the first step by deleting an appropriate $n-k$ rows of $\tilde{A}$.