As a contribution to the study of Hartree-Fock theory we prove rigorously
that the Hartree-Fock approximation to the ground state of the d-dimensional
Hubbard model leads to saturated ferromagnetism when the particle density (more
precisely, the chemical potential mu) is small and the coupling constant U is
large, but finite. This ferromagnetism contradicts the known fact that there is
no magnetization at low density, for any U, and thus shows that HF theory is
wrong in this case. As in the usual Hartree-Fock theory we restrict attention
to Slater determinants that are eigenvectors of the z-component of the total
spin, {S}_z = sum_x n_{x,\uparrow} - n_{x,\downarrow}, and we find that the
choice 2{S}_z = N = particle number gives the lowest energy at fixed 0 < mu <
4d.