Construction of exceptional copositive matrices

An $n\times n$ symmetric matrix $A$ is copositive if the quadratic form $x^TAx$ is nonnegative on the nonnegative orthant $\mathbb{R}^{n}_{\geq 0}$. The cone of copositive matrices contains the cone of matrices which are the sum of a positive semidefinite matrix and a nonnegative one and the latter contains the cone of completely positive matrices. These are the matrices of the form $BB^T$ for some $n\times r$ matrix $B$ with nonnegative entries. The above inclusions are strict for $n\geq5.$ The first main result of this article is a free probability inspired construction of exceptional copositive matrices of all sizes $\geq 5$, i.e., copositive matrices that are not the sum of a positive semidefinite matrix and a nonnegative one. The second contribution of this paper addresses the asymptotic ratio of the volume radii of compact sections of the cones of copositive and completely positive matrices. In a previous work by the authors, it was shown that, by identifying symmetric matrices naturally with quartic even forms, and equipping them with the $L^2$ inner product and the Lebesgue measure, the ratio of the volume radii of sections with a suitably chosen hyperplane is bounded below by a constant independent of $n$ as $n$ tends to infinity. In this paper, we extend this result by establishing an analogous bound when the sections of the cones are unit balls in the Frobenius inner product.