Let $X$ be a finite set with a (true) metric $d$ and $|X| = n$. Does there exist a set $Y$ of $n$ points in $R^n$ with a pseudo-Riemannian metric with signature $(n - k, k, 0)$ for some integer $k$ such that the matrix of distances between points is the same?
Background: I've been trying to understand Multidimensional Scaling (MDS) and what happens when there are negative eigenvalues in the inner-product matrix. I know from this post that a true metric does not guarantee a positive-definite inner-product matrix. In other words, there are finite metric spaces that are not representable in Euclidean space.
However, every example I've seen can produce a non-distorted embedding so long as some of the dimensions are allowed to have imaginary values. In these examples, the imaginary dimensions correspond to negative eigenvalues of the inner-product matrix when performing MDS. Is this always the case? If we allow some dimensions of the embedding to be imaginary, will MDS always produce an exact embedding?
I'm also a bit unsure on the terminology, so I apologize if this question has already been asked with more precise language.