Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/iii/paper-339/2/d/solution

The assertion uses the positive parameters required for to be a preconditioner: assume and . For and , complete the square:
The matrix 2-norm bound shows that
for when . If and , the square contributes . Thus . Equivalently, the Schur complement of the lower-right block is .
Taken literally without the positivity inherited from part b, the product condition alone is insufficient: and is a counterexample. Thus is a necessary implicit hypothesis.

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