Past exam of the mathematics course of the University of Cambridge / 2017 / iii / Paper 339 / 2 / e

Put $t=\log (1+\sqrt{2})=\mathrm{arsinh}(1)$, so $c_K=2t/\pi$. The power series coefficients of the hyperbolic sine preprocessing areThus $f_j=|g_j|$ for every $j\ge 0$, and the series converge on the full interval. Applying coefficient-dominated entrywise positivity gives $Y⪰0$.

Every diagonal entry belongs to one of the diagonal blocks and equals $f(X_{ii})=f(1)=\sinh t$. Because $e^t=1+\sqrt{2}$ and $e^{-t}=\sqrt{2}-1$, this is $(e^t-e^{-t})/2=1$. ThereforeThe 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.