Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/iii/paper-339/2/e/solution

Put , so . The power series coefficients of the hyperbolic sine preprocessing are
Thus for every , and the series converge on the full interval. Applying coefficient-dominated entrywise positivity gives .
Every diagonal entry belongs to one of the diagonal blocks and equals . Because and , this is . Therefore
The matrix lies in the elliptope and admits a Gram matrix representation by unit vectors. This preprocessing is the Krivine rounding scheme; the equality of absolute coefficients is what preserves positive semidefiniteness even though the cross-block sine coefficients alternate in sign.

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