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Jun 15, 2011 at 6:24 comment added Pawan Aurora The fact that the above matrix is not Completely Positive tells us that for any $M>5$, we cannot find five vectors in the non-negative orthant of $R^{M}$ that have their mutual dot products given by the Gram matrix $A$ above. So for $M>5$ there obviously exist counter examples.
Jun 9, 2011 at 17:44 comment added Suvrit @Denis: thanks for your comments; I will think about this a bit more when I get a chance. @Pawan: I guess so; perhaps merely embedding this 5 x 5 matrix as a principal submatrix of a larger matrix should do the trick---not sure.
Jun 9, 2011 at 16:59 comment added Pawan Aurora Does this example in some way generalize to $M>5$?
Jun 9, 2011 at 16:18 comment added Denis Serre Nevertheless, I made calculations which convince me that this matrix is a counter-example.
Jun 9, 2011 at 15:30 comment added Denis Serre @Suvrit. That $A$ is not $X^TX$ for an $X$ with non-negative entries does not make a counter-example.
Jun 9, 2011 at 13:09 history edited Suvrit CC BY-SA 3.0
added missing word
Jun 9, 2011 at 10:35 history answered Suvrit CC BY-SA 3.0