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A simple example of a non-complete manifold is given by the punctured plane (with its induced metric). Geodesics going to the origin cannot be defined on the entire real line.
Path-connectedness, completeness and geodesic completeness
It can be shown that a finite-dimensional path-connected Riemannian manifold is a complete metric space (with respect to the Riemannian distance) if and only if it is geodesically complete. This is the Hopf–Rinow theorem. This theorem does not hold for infinite-dimensional manifolds. The example of a non-complete manifold (the punctured plane) given above fails to be geodesically complete because, although it is path-connected, it is not a complete metric space: any sequence in the plane converging to the origin is a non-converging Cauchy sequence in the punctured plane.