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The real symmetric matrices that are copositive matrices form a closed convex cone:Each fixed $x$ gives a closed linear inequality in $A$. Their intersection is therefore closed and convex, and it is preserved by nonnegative scaling.

The five-dimensional Horn copositive matrix has diagonal entries $1$, entries $-1$ on the edges of the five-cycle, and entries $1$ on the remaining pairs:For $x\ge 0$, a cyclic relabelling puts a smallest coordinate at $x_5$. The identitythen proves that $H$ is a copositive matrix.

However, $H$ is outside the positive-semidefinite-plus-nonnegative cone. Set $w=(1,2,1,0,0{)}^T$. Its quadratic form is zero. If $H=P+N$ with $P$ a positive semidefinite matrix and $N$ a symmetric nonnegative matrix, both $w^{T}Pw$ and $w^{T}Nw$ must vanish. Positivity of the first three coordinates of $w$ forces every entry of the leading $3\times 3$ block of $N$ to vanish. Applying the argument to all cyclic shifts of $w$ forces every entry of $N$ to vanish, since each pair of indices lies in a cyclic interval of length three. This would make $H$ a positive semidefinite matrix, but zero quadratic form of a positive semidefinite matrix would then give $Hw=0$, whereas $Hw=(0,0,0,2,2{)}^T$.

For $z\in {\mathbb{R}}^n$, define $x_i=z_i^2$. Then $x$ lies in the nonnegative orthant andIf $A$ is a copositive matrix, this is nonnegative for every $z$, so $p$ is a globally nonnegative polynomial. Conversely, every $x\ge 0$ has the form $x_i=z_i^2$ by taking $z_i=\sqrt{x_i}$. If $p$ is globally nonnegative, then $x^{T}Ax=p(z)\ge 0$ for every such $x$, proving that $A$ is a copositive matrix. The map $z\mapsto (z_i^2{)}_i$ covers the entire nonnegative orthant, which is the key to both directions.

The Horn copositive matrix is invariant under cyclic permutation of its five coordinates: its negative entries correspond precisely to neighboring indices on the five-cycle. For any $x\ge 0$, cyclically relabel the coordinates so that $x_5$ is a smallest coordinate. In particular, $x_4-x_5\ge 0$.

Using the stated identity in this coordinate order,The square is nonnegative, and both remaining terms are nonnegative since $x_i\ge 0$ and $x_4\ge x_5$. Cyclic invariance means the relabeling has not changed the quadratic form. Thus $H$ is a copositive matrix for every original ordering of $x$.