It is a well-known result of Legendre that a positive integer is sum of three squares unless it is of the form $4^a(8b+7)$.
In
- Grosswald, E.; Calloway, A.; Calloway, J. The representation of integers by three positive squares. Proc. Amer. Math. Soc. 10 1959 451–455. (MR0104623 (21 #3376)),
it is shown that there is a finite set $T$ such that any positive integer is a sum of three non-zero squares unless $n$ is of the form $4^a(8b+7)$ or of the form $4^am$ where $m\in T$.
The set $T$ is essentially identified, see
- Grosswald, Emil. Representations of integers as sums of squares. Springer-Verlag, New York, 1985. xi+251 pp. ISBN: 0-387-96126-7 (MR0803155 (87g:11002)):
Either $$ T=\{1,2,5,10,13,25,37,58,85,130\}, $$ or else the Riemann hypothesis fails, and $T$ consists of these 10 numbers, and at most another one, $k$, that must be larger than $5\cdot10^{10}$. The conjecture is that $|T|=10$, of course.
I could not find any updates on the question of whether the conjecture has been settled, and would appreciate any information or pointers to the relevant literature.