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Lets say we have the following Matrix $$\left[ \begin{matrix} 2 & 0 & 0\\ 0 & 2 & 0\\ 0 & 0 & 0 \\ \end{matrix} \right]$$

Obviously a basis for this would be $$\begin{Bmatrix} \left[ \begin{matrix} 2\\ 0\\ 0\\ \end{matrix} \right] ,\left[ \begin{matrix} 0\\ 2\\ 0\\ \end{matrix} \right] \end{Bmatrix}$$ But would another valid basis be $$\begin{Bmatrix} \left[ \begin{matrix} 1\\ 0\\ 0\\ \end{matrix} \right] ,\left[ \begin{matrix} 0\\ 1\\ 0\\ \end{matrix} \right] \end{Bmatrix}$$

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The answer to the question in the body of your post—is $$ \left\{\begin{bmatrix} 1 \\ 0 \\ 0 \end{bmatrix}, \begin{bmatrix} 0 \\ 1 \\ 0 \end{bmatrix}\right\} $$ a basis of the column space?—is yes! Remember the the column space of a matrix is spanned by the columns, and any spanning set contains a subset which is a basis. But of course there can be other bases for a subspace. The second set of vectors is linearly independent and has the same span as the first set, so is also a basis.

The answer to the question in the title of your post—must a basis for the column space consist of columns?—is no. That is the point of Abel's answer.

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the answer is no to the question that should every basis of the column space of a matrix must have its columns in it. for example another basis for the column space is $\pmatrix{1 \\1\\0}, \pmatrix{1\\-1\\0}$. you can take any $ 2 \times 2 $ nonsingular matrix $P$ any basis $\{u_1,u_2\}$ then $\{Pu_1, Pu_2\}$ is another basis for the column space of $A.$

abel
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    It seems like the OP's question is whether the second set of vectors is a basis. that doesn't rule out any number of other bases. – Matthew Leingang Jan 11 '15 at 19:48
  • @MatthewLeingang, the title of op's is should the basis consist of columns of a matrix. the answer is no. that is what i tried to illustrate. – abel Jan 11 '15 at 19:56
  • Oh, good point! The question in the title and the question in the body are different. – Matthew Leingang Jan 11 '15 at 20:13