Horn copositive matrix ($H$)

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 $Hw=(0,0,0,2,2{)}^T$.