Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/iii/paper-339/3/d/solution

Let . Direct multiplication gives , so .
Suppose , where is a positive semidefinite matrix and is a symmetric nonnegative matrix. Since , both and are nonnegative. Their sum is zero, so both vanish. In particular,
Every coefficient in this sum is strictly positive and every is nonnegative, forcing for .
Now apply the same argument to all five cyclic shifts of . The Horn copositive matrix is cyclically invariant, so every shifted vector also has zero quadratic form. It follows that the entries of vanish on every cyclic block of three consecutive indices. Every pair of indices on a five-cycle lies in such a block, hence .
This would imply . But the zero quadratic form of a positive semidefinite matrix would then force , contradicting . Therefore lies outside the positive-semidefinite-plus-nonnegative cone. By the previous equivalence, its quartic form is a nonnegative polynomial that is not a sum of squares polynomial.

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