Copositive matrix 2026-10-05
A real symmetric matrix is copositive if its quadratic form satisfies for every in the nonnegative orthant. Every positive semidefinite matrix and every symmetric nonnegative matrix is copositive, as is their sum. The converse fails for the Horn copositive matrix.
Horn copositive matrix 2026-10-05
The five-dimensional Horn copositive matrix has diagonal entries , entries on the edges of the five-cycle, and entries on the remaining pairs:
For , a cyclic relabelling puts a smallest coordinate at . The identity
then proves that is a copositive matrix.
However, is outside the positive-semidefinite-plus-nonnegative cone. Set . Its quadratic form is zero. If with a positive semidefinite matrix and a symmetric nonnegative matrix, both and must vanish. Positivity of the first three coordinates of forces every entry of the leading block of to vanish. Applying the argument to all cyclic shifts of forces every entry of to vanish, since each pair of indices lies in a cyclic interval of length three. This would make a positive semidefinite matrix, but zero quadratic form of a positive semidefinite matrix would then give , whereas .
A square nonnegative matrix is irreducible if for each pair there is an integer with . This says that every index can reach every other through positive entries. The Perron–Frobenius theorem then gives a positive leading eigenvector and an algebraically simple eigenvalue. Irreducibility alone permits other eigenvalues of the same modulus: the cyclic permutation matrix has eigenvalues .
First suppose , with a real positive semidefinite matrix and a symmetric nonnegative matrix. Factor , and write . Then
Each term is a square multiplied by a nonnegative scalar, so is a sum of squares polynomial.
Conversely, suppose . Because is a degree-four homogeneous polynomial, the homogeneous sum of squares representation allows every to be quadratic and homogeneous. Explicitly, higher-degree parts cannot cancel in a sum of squares; constant parts vanish because , and the degree-two part forces all linear parts to vanish. Write
Since is invariant under every coordinate sign change, sign averaging of a sum of squares over independent Rademacher random variables gives
The cross terms vanish because their sign products contain an odd power of at least one independent sign. Set
Then is a positive semidefinite matrix and is a symmetric nonnegative matrix. Comparing the coefficients of and gives . This proves the sum of squares criterion for a biquadratic form.
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.
A square nonnegative matrix is primitive if some positive integer power has strictly positive entries. It is therefore an irreducible nonnegative matrix. The Perron–Frobenius theorem gives a leading eigenvalue whose modulus is strictly larger than that of every other eigenvalue. Every strictly positive matrix is primitive; the two-cycle permutation matrix is irreducible but not primitive.