Here's what's true instead of the claim that domains of positivity
are self-dual cones.
is a domain of positivity for a nondegenerate
symmetric bilinear form if and only if it is an open cone whose dual,
according to the Euclidean inner product associated with a basis
orthonormalizing the form, is its image under reflection of
through , the ``negative and positive eigenspaces'' associated
with the form in this basis.
We'll write for vectors in . We'll use an orthonormal basis
as described above, in which the form is diagonal with diagonal
elements , writing for a decomposition with in
the span (call it ) of the basis vectors with ,
and in the span (call it ) of the basis vectors with . Let be the linear map ,
i.e. reflection of the subspace through the subspace .
Note that is a positive semidefinite
symmetric nondegenerate bilinear form.
Also, note that for all , , i.e. the form
is reflection-symmetric.
For "if": the definition of says it is
maximal such that . But since
, it is also maximal such that ,
i.e., it is a domain of positivity of .
For ``only if'': let be a domain of positivity for . For
every in the boundary of ,
the hyperplane is
a supporting hyperplane for the cone , and these are all the
supporting hyperplanes. But it's standard convex geometry that the
supporting hyperplanes of a proper convex cone are the precisely
the zero-sets of the linear functionals that constitute the boundary
of 's dual cone. We have ;
that is, this hyperplane is just the plane normal to according to
the Euclidean inner product. That is to say, the vectors , for generate the closure of the cone dual to
according to the Euclidean inner product . I.e., .
Offline (or rather, off-math-overflow) correspondence with Will Jagy helped
stimulate this solution. He gave
another example---which I'd come up with a few weeks ago, but forgotten about---of a DOP for ---namely, the positive orthant generated by ,
and (or in his dual description, defined by inequalities , , ), which is of course not isomorphic to an ice-cream cone, but is symmetric under reflection through the xy plane. The hypothesis that the DOPs were precisely the self-dual cones symmetric under reflection suggested itself to me, and attempts to prove the hypothesis ended up providing the proof of the proposition above.
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