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Denis Serre
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We have convex sets $C_1=Conv(yy^{T}|y^{T}y=a,y\in R^{M})$ and $C_2=Conv(yy^{T}|y^{T}y=a,y\in R_{\geq 0}^{M})$. Clearly $C_2\subset C_1$. Does there exist a PSD matrix $A$ having $tr(A)=a,A(i,j)\geq 0$ $\forall i,j$ and $A\in C_1-C_2$$A\in C_1\setminus C_2$?

We have convex sets $C_1=Conv(yy^{T}|y^{T}y=a,y\in R^{M})$ and $C_2=Conv(yy^{T}|y^{T}y=a,y\in R_{\geq 0}^{M})$. Clearly $C_2\subset C_1$. Does there exist a PSD matrix $A$ having $tr(A)=a,A(i,j)\geq 0$ $\forall i,j$ and $A\in C_1-C_2$?

We have convex sets $C_1=Conv(yy^{T}|y^{T}y=a,y\in R^{M})$ and $C_2=Conv(yy^{T}|y^{T}y=a,y\in R_{\geq 0}^{M})$. Clearly $C_2\subset C_1$. Does there exist a PSD matrix $A$ having $tr(A)=a,A(i,j)\geq 0$ $\forall i,j$ and $A\in C_1\setminus C_2$?

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PSD matrix with non-negative entries

We have convex sets $C_1=Conv(yy^{T}|y^{T}y=a,y\in R^{M})$ and $C_2=Conv(yy^{T}|y^{T}y=a,y\in R_{\geq 0}^{M})$. Clearly $C_2\subset C_1$. Does there exist a PSD matrix $A$ having $tr(A)=a,A(i,j)\geq 0$ $\forall i,j$ and $A\in C_1-C_2$?