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T H E COMPLETELY O R T H O G O N A L I Z E D L A T I N S Q U A R E
BY W. L. S T E V E N S
Galton Laboratory, University College, London, W.C.1
CONTENTS
1. 1.1. 1.2. 1.3. 1.4. 2. 2.1. 2.2. 2.3. 3. 3.1. 3.2. 4. 4.1. 5. 5.1. 6. 7.
8.
PACE
Introduction . . The Latin square . The Graeco-Latin square . Sets of orthogonal Latin squares . . General problem to be solved . . The completely orthogonalized prime-square . . Construction of a Latin square . . Orthogonality of any two squares of the complete set . . Example . Generalization to non-prime squares . . . Definition of a field . . Construction of a complete set of orthogonal squares . The nine-square . . Generation of the set by a circular permutation . . The existence of fields . . Generation of the set by a circular permutation . . Examples of complete sets to 125 (16, 25, 27, 32, 49, 64, 81, 125) Theorem in conclusion . Addendum . References .
82 82 82 83 83 84 84 84 85 85 85 86 87 88 88 89 90 93 93 93
1. INTRODUCTION 1.1. T h e Latin square A LATINS Q U A R E of side s is a square arrangement of s2 letters, s of each s kinds, such that in each row and in each column each letter occurs exactly once. Thus when s = 3, a suitable arrangement is
A B C
B C A
C A B
It may or may not be possible to write down another Latin square with the same letters, such that when the two squares are superimposed, each letter of one square coincides exactly once with each letter of the other square. Two squares of side 3 with this property are A B C A B C
B C
C A
A B
C B
A C
B A
When the second square is written in Greek letters and superimposed on the first, the
W. L. S T E V E N S
83
composite square is (calleda Graeco-Latin square. I n general, any two such Latin squares are said to be orthogonal to each other.
The problem, yet awaiting solution, is to determine the size of the largest set of orthogonal squares of side s. The following table summarizes the results to the time of the present paper :
S
Reference
I
I
3 4
i
7 8 9 Any prime
Complete
99
2, 9,
1%
It was suggested by Euler that no Graeco-Latin square exists of side 4n+ 2. No proof has yet been found, but Fisher & Yates completed the demonstration in the case of 6. An examination of the above table suggests, and the present paper proves, the following theorem: If s=pn, where p is any prime, and n any number, there exists a set of s - 1 orthogonal squares of side s. The converse of the theorem was stated by Wernicke in 1910, but his attempted proof is now known to have been fallacious.
6-2
84
ORTHOGONALIZED L A T I N SQUARE
... (p-1).
Let these numbers be subjected t o the ordinary processes of addition and multiplication followed by reduction t o modulus p . For example, with p = 7, we have
3 x 6 = 18 = (2 x 7)
+ 4,
hence
3~6=4.
It is clear that many of the results of algebra are applicable to operations in this set of numbers. For example the equation
ax+b=c,
a#0,
where all the letters represent numbers in the set, has a unique solution for x. With p = 7
2~+3=6
is uniquely solved by
x=
5.
where (Ax + y ) is the number to be placed in the xth row and yth column. The square so defined is Latin. For the numbers in row x and columns y and Y are the same if, and only if, Ax+y=Ax+ Y , which implies
y= Y .
Hence the same number does not occur twice in a row. Similarly the numbers in column y and rows x and X are the same if, and only if, Ax y =AX which implies
+y ,
A(x - X ) = 0,
x = X , since A # 0.
Hence the same number does not occur twice in a column.
W. L. S T E V E N S
85
Then if the number j of the first square coincides in position x y with the number k of the second square, we have Ax y =j,
+ p x +y =k ,
(A-p) x = j - k .
Since X # p, this equation uniquely determines x and thence y. Consequently each letter of one square coincides exactly once with each letter of the other square. Since X may take any of ( p- 1) possible values it follows that a complete set of orthogonal squares may be defined.
2-3.Example
Taking p = 5 , we find the first two squares to be
A= 1
A= 2
3 4 0 1 2 4 0 1 2 3 0 2 4 1 3 1 3 0 2 4 2 4 1 3 0 3 0 2 4 1 4 1 3 0 2
0 1 2 3 4
1 2 3 4 0
2 3 4 0 1
such that
ui u, = u j . +
These conditions imply the uniqueness of subtraction and the existence of a letter zero (denoted by 0 ) which, when added to any letter, leaves it unaltered. 3.12. There is a law of multiplication, such that uiuj=ujui=a letter in the set,
ui(upk)=(uiq u,,
u (Ui f u,) = u ui ui . i i f u,
86
These conditions imply that the 0 previously discovered, when multiplied by any letter of the set, produces 0. Also suppose that if uiuj letters in the set and ui 0, then there is a unique letter are # uk such that UiUk uj = . These conditions imply the uniqueness of division and the existence of a letter unity (denoted by 1) which, when multiplied by any letter in the set, leaves it unaltered. A set of letters having the above properties is known as afield, and for the full discussion the reader is referred to Carmichael's book. 3.13. It is clear that fields exist. For example the set of numbers less than a prime is a field when treated in the manner of the preceding section. It is also apparent that many of the operations and results of ordinary algebra are applicable when the symbols are letters in a field. I n what follows we shall assume the applicability of algebraic processes without supplying the proofs, which are usually simple.
where (uhu,+u,)is the letter in row uxand column u . The letters may have no obvious , , order, but we may designate the s rows and columns by means of the letters 0, 1, u ... us-1 in any way we please, naturally keeping the designation constant throughout the remainder of the discussion.
Hence the same letter does not occur twice in a column. Similarly the letters in column u2/ rows uxand ux are the same if, and only if, and
UhU,
Uh (u, - ux) 0, =
which implies
uz= ux since u # 0. h
ux, = constants # 0, u # u p , up h
W. L. STEVENS
87
Then the letter uj of the f i s t square coincides, in row ux column uy,with the letter u k of the second square if, and only if, uxux4- ul/ j, =u
upuz uu=U k ,
(ux- up)ux ui U k . = -
This equation has ab unique solution (3.12) for ux and thence u y ,since u - up# 0. h It is clear that a complete set is generated, since uAmay be any of the ( 8 - 1) letters of the set, excluding zero. 3-23. Moreover, it may be observed that since uxux, where ux is constant, are the s letters of the field in some order, it follows that any square of the set is derived from any other square of the set by a permutation of the rows. This is a characteristic of all completely orthogonalized squares so far discovered.
4. THE NINE-SQUARE
We shall now exhibit a field of 9 symbols, and thus produce a completely orthogonalized square of side 32 = 9. The symbols will be the 9 ordered pairs of numbers
00
01 02 10
11
12
20
21
22
4.01 Addition (subtraction) is performed by adding (subtracting) corresponding members of the pairs separately, afterwards reducing to modulus 3. Thus
21 + 22 = 10, 21 - 22 = 02,
00 is the zero of the field.
4.02. Multiplication and division are performed by means of the multiplication table :
00 00 01 00 00 00 00 00 00 00 00 00
01
0 0
02
00
I0
0 0 I0
I1
00 I1
I2
00 I2 21
20
00
21 00 21 I2 I1 02 20 22 I0 01
22
00
02 10 I1 12 20 21 22
01 02 I0 I1 I2 20 21
22
02 01 20 22 21 I0 I2 I1
01
20 02 I2 22 01 I1 21
22 I2 20 01 21 02 I0
22 01 I0 I1
20
02
20 I0 01 21 I1 02 22 I2
22 I1 21 I0 02 I2 01 20
It may be verified that this table satisfies the conditions (3.11, 3.12). For example it
is symmetrical about the leading diagonal, and hence multiplication is commutative. Any row contains all the symbols, and hence ax = b has a unique solution for x. Also the sum' or difference of two rows is identical with a third row, showing that multiplication is distributive. The associative property is illustrated by
10 x (11 x 22) = 10 x 10= 02, (10 x 11) x 22= 12 x 22= 02.
88
The nine symbols therefore constitute a field, and eight orthogonal Latin squares may be formed by taking any column of the multiplication table as the leading column of a square, and adding in turn the symbols 01, 02, 10, ..., 22 to generate the remaining columns. 4.1. Generation of the set by a circular permutation We may permute the rows and columns of the multiplication table so that it reads like a diagonal square
00
01
I1 00 I1
20
00
21
00
02
0 0
22
00 22 I0 I2 01 I1 20 21 02
I0 __
00 I0
I2
00
00 01 I1 20 21 02 22 I0 I2
00 00 00 00 00 00 00 00 00
00
01 I1 20 21 02 22 I0 I2
20 21 02 22 I0 I2
01
20 21 02 22 I0 I2
01
21 02 22 I0 12
01 I1
02 22 I0 I2
01 I1
I2
01 I1
I1
20
20 21
I2 01 I1 20 21 02 22
20 21 02 22 I0
Here every column is obtained from the preceding column by the identical circular permutation on the letters other than 00, equivalent to moving every letter, other than 00, up one place. We shall identify the 9 pairs of numbers with the first nine letters of the alphabet
00 01 02
C
10
11
12
20
21
22
d
b c f h i a c a d i g b
e
d e h e f i f d g
c a e
f
g h b h i c
g
i g a
and write the Latin square generated by the first column of the above table
a b e g h c
a b b c f d
di e i : h
f d a b c a e c b
i g d e f d
h f e
c g z
a h g
b i h
The remaining seven orthogonal squares are now formed in turn, by keeping the top row fixed, displacing the second row to the bottom, and moving every other row up one. It may be noted that the solution is different from that given by Yates (in Fisher & Yates, 1938) when written with identical top lines ; i.e. it cannot be transformed into Yatess solution by any permutation of the letters, rows or columns throughout. It is, however, equivalent to Fishers 9-square in The Design of Experiments (1937).
5 . THE EXISTENCE
OF FIELDS
It has been shown (Carmichael, ch. IX) that a field of s letters exists if, and only if, s =pn, where p is prime and n any integer. This implies that complete orthogonalization is possible for a square of side pn.
W. L. S T E V E N S
89
The proof of the existence of the field pn is not given here, but a method for generating such a field will be indicated. Let B = bnxn+ bn-,Xn--l + ... + bo be a polynomial in which the coefficients are positive integers. It may or may not be possible to express B as the product of two factors which are multiplied together in the usual way, followed by reduction of the coefficients to modulus p , prime. For example, with p = 3, we may write x2+ 2 = ( x + 2) ( x + l), whereas x 2 + 1 cannot be so expressed. It can be shown that at least one polynomial of degree n without factors exists for any n and any prime p . The p n letters in 1,he field may now be formally identified with the pn polynomials
an-,x"-l
where a,-,, a,-,, ..., a, each take any of the values 0, 1, ..., ( p - 1). The law of addition of the letters is then identical with the addition of the corresponding polynomials, followed by reduction of the coefficients to modulus p . Multiplication of the letters is performed by multiplication of the corresponding polynomials followed by reduction to moduli B and p , where B is a polynomial without factors. For example the multiplication table for the 32 field of section 4.02 might have been formed by taking B = x 2 + 1. Then to find the product of 21 and 12 we write
( 2 ~ 1) ( x + 2 ) = 2 x 2 + 5 x + 2 + = 2 (x2+l)+5x
= 2x.
Hence 21 x 12=20. The fields formed by using different polynomials for B are the same, that is to say, one field may be formed from another by a permutation of the letters. With the laws of' addition and multiplication here defined, it can be shown that the letters have the pro.perties (3.11, 3-12)necessary for them to form a field. I n fact, with the exception of the uniqueness of division, all the required properties are obvious. Fields defined in the abov'e way are known as Galois fields.
5-1. Generation of the set by a circular permutation
It is clear that multiplication of the set of pn- 1 letters, excluding zero, by any one of the letters, is equivalent to a permutation of these letters. It can, however, be shown that
there exists a letter in the field, such that all the letters excluding zero can be expressed as powers of this letter. Consequently, since multiplication by this letter is equivalent to a permutation, :it must be equivalent to a circular permutation of the pn- 1 letters excluding zero.
90
The rows of the complete set can therefore be arranged so that the squares of the set are in a sequence, and any square is obtained from the preceding one by keeping the top row fixed, taking the second row to the bottom, and moving every other row up one. This was done in the example of the 9-square, and the method wiU be used below in order to economize space.
TO
125
We give a completely orthogonalized square of side s, for all s=pn< 125, n > 1. The case of s = 9 has been given in the text, and 4 and 8 will be found in Fisher & Yates (1938). The present writer also possesses solutions for s = 25 which, like the Yates 9-square, are not equivalent to the solution derived from a field, and such solutions are doubtless possible for all pn. Only the first square of each set is given, since the others may be derived by the method of section 5.1. Above 27, only the first column of the first square is given. To derive the first square express the numbers 0, 1 , ..., (s - 1) with a radix p and write them down in order, to form the top row. To find any other row add the leading letter from the first column to every letter of the top row, by the method of section 4.01. For example, the top row of the first 49 square runs
00 01 02 03 04 05 06 10
11
12
13
... ...
i
m o p
j
n p o n
k
o m r
l
p n n
f e
x
n o
h
p
j
a e
p
i
b f
o
l
e g
n
k
d h
r
r n
n r
n n
o p
p o
i k
1
j l
k c
o
k i
j b
n
l j
i a
m
e a
f b
g e
h d
h
1
g k
f j
e i
d
p
g h
h g
e f
f e
c d
1
d c
a b
b a
k
g
j
f
i
e
d
n
c
m p
b
p r
a
o n
b
o n r n p o p
a
r
d
n
c
n
j
g b
i
h a
l
e d
k
f c
g d
h c
e b
f a
j c
h
n r
i d
g
n
l a
f
p
k b
o
c f
d e
k a
a h
j d
b g
k
L i
o
l
o
i
n
j
m
l g
k h
a g
b h
c e
d f
l b r
i c p
j
p
k
m
g l
n
W. L. S T E V E N S
(25 = ij2)
a b x s b c y h s c d z i h d e v k i e a w f k
91
s c
h i k i k f e a b m n o p 1 1 m n o p
s h d
1 m n o p m n o p 1 h i k f g r s t u p
q
r
r s
o
s t
p
t u
l
u q
rn
q y s
w x v w
d x s
h C
y x
z y
b v q
v z
c w r
v w s b a
w x y x y z t u q c d e b c d
k d y
l
z v r a e
h b w
o p 1
m a
t
n
u
o
q
p
r
l
s
rn g
h c u
n
i k f d e a q r s
o p l
o
g b t
m
p
z t
o
v u
p
w x q r
l
m
h , i
z
s q b u
k f w x u q
e a y z t u
i
c x h
f e z k
h t g w a
g a v
y r
e x
a y
b z
c v
d w
m n o
g h { e o
j
s s
m n
w
p
x
l
y
b f w x u v a
o
m n o
e a i k z v v w s t y z d e
m n
c d g h x y y z q r w x b c
p
r s t c d e q r s 1: f g h
c p 1
u a t j
d e w c h q x z
o
m n
w h z v p { t u
v g
x y i k w x q r
h
z y s
j
m n
m n o
e u y
c o a b q r z v
r
k
z
c d s t w x
v e q r
o
i k u q h j x y b c
t u q r q r s t k f g h r s t u
s u i q
a b c r , b c d : y z v l e a b i k f g r s t u y z v w v w x y p 1 m n iux y 2
e c 2 c
k f g f s h c d e j k f
o p l
3 k o b g h
p 1 h t
m n o m n o p p
u q
n
r s
p
s t
l
t u
m
k
l
m n
m n
r
e g 3 x k
s
a h k y f
t u y z
g
o
q r v w
i
s x
w d a u b
x y z v e a b c b c d e q r s t c d e o
b c d j k f f s h z v w g h i
1 e
p 1 m n
rnn o p
b
o
c
p
m n
d 1
(27 = 33)
a b s c a u ? ~ ; z i g h 1 j k v w x 2 ? y b c t d e f e f d v w x S t U u s c a b
o
g h y V t f
h a z W x d
p
i g ? X v w e
q
m n r
z ? u s
U X
u v
k 1 j n o a b c d e f g h i a b z g h c a r p q 1 j u s t x v d e f g h h i g b c
y z
o p q m q r
r p
g c b k w i a
h d f o ? a e
h i e f d e
m n
s t j
p
r
t u v w x y z u s w x v z 3 k 1 ? n o p q
q r j k l r p q 1 j k n
3 y
r
y z b c f d v a
o
? y z c a b
u s t f d e
o x v w i g h
k o l m
n o m n
m n o p q r j q r p k l j n
r p q 1 j x v w 3 y h i g b c u s t x v g h i a b c a b f d
k o m n z u s t a e f d w 3 y z c d e f e i g h
f
q
d
r
e
p
u s t i g h
k l j
x c
n
w b
m
j k l m n o p q r m n o p q r j k l n o m q r p k 1 j
p q r 2 k l r n n o 1 j k o rnn r p q s t u v w x y z ?
w
n
w x x v
o
? z y t
s u
t
1
u s
j g x t a v k y l
i o z 1 y u a d e
a
p
b
q
m n r
? j z s
y k ? t b c e f f d x v
t
o
f d e 1 j k w x v
p
q
s t u v W X x v w ? y z d e f g h a g h i a b c h i g b c a
m n r
e t
p
o
f d u s
h i g w x v
k l ~q
b
z
c
?
a y
q r j r n n r
m n o
w x v z q r p k f d e a g k 1 j n o m q r p d e f g h a a , b c
j k y t u s j n. o m h c a b
1
i w s c z x o m n r p q 1 j t u s w x v z ? m n o p q r j k
b y x e
m q r p k c a e f d h 2 ? s t u v v w ? u f d h y i b ? y t u s w
z
a i q b 3 e y
?
b g r c y f z
y
c h
p
t
d c
k
u
r
s
p
k 1 j g h i f d e
n o
n o
m q
e a
h x b v
m i g v w c a w x
a e z u d h ? s
f b l j f d s t i g t u
49 = 72
00000 00
01 I1
64= z6
000000
00000I 1 0 0 0 0 0 I 10000 II 0 0 1 0
81= 34
0000
0001 I000 II00 1 1 1 0 1111 2111 021 I I021 2 0 1 2 I 1 2 0
I121 2112 I211 2121 0212
000
24 63
2 0
0002 2 0 0 0 2 0 2 0 2 2 2 0
00 I 200
IIIIOO
1 1 1 1 1 0 111111 0 1 1 1 1 1 101111 0 0 II 1 1
2222
I222 0122 2012 I201 2 2 1 0
2212 I221 2122 I212 0 2 1 1
I 1 0 2 0 0 1 1 I 1 0 0 10 11 21 I 0
004 3 0 0 330
333 4 3 3
0 3 4 1 4 0 410 44I
26
I5
61
05
II01I
0 1 1 1 1 1 1 0 0 1 III01 0 0 I 0 1 001I 0 0 I00 1 I0000 I01 00 I001 I
55 36
21
3 0
4' 1
141
32
54
25
04
31 4
131
313
44
I2
35
I0
2 2I 0 0202 2020 2 0 2 2 I 2 2 0
43 1 I43
214 02 I
2 2 0
341
034 33 0 430
I20
I01II
11111
I3
0 1I I 0 01 I I 0 I0100
46
34
0 6
II2 0 I 1 20I
443
044 304 1 0 3 113
420
II001 0 0 I 1 1
1 1 0 1 1 0 1 1 0 0 01010 11100
66
53 I4
50 51
OIIOII
1 1 0 0 1 1 010110 0 1 1 0 0 1 1 0 0 0 1 1 010010 001001 1 0 0 0 1 0 II0010 III 0 01 0 1I I00 0 1I I 0 0 0001I I I0001I 010001 101000
21 I 421 142
014 31 0 030 0 3 0 I 0 0 I10 I11
62
16
02 2 2
222I
0222 2 2 0 2
4 1
I202
0120
56
40
444 244
024 3 2 0 2 0 3
45
23
52
0 3
311 0 I 3 23 0 320
223
322 232
123 212 I21
332
23 3
33 65 42
60
IIOIOO III 1 0 0
1 1 0 1 1 1
OIIIIO
8
i T 3
+
E :
.d
64
31
4 3
OOIIII I 0 II 01 01001I
1 1 0 0 0 1 010100 001010 0 0 0 0 1 1 100010 II0001 0 11 0 0 0 001I 0 0 0001 I 0 0000I I I 0 0I 0 0 010000
312
23 I
423
042 404 2 0 4
8 u
224
022 402 3 0 4
31 0 33 I
0 3 3 13 0 210
3 34 I33
213 321
032 4 3 0 040
22I
422
342 234
03 2
I02
010
W. L. S T E V E N S
We may summarize the results in the following theorem :
93
7 THEOREM . IN
CONCLUSION
There exist p n - 1 mutually orthogonal Latin squares of side pn, where p is any prime and n any integer. Moreover, it is possible to write the Latin squares in a sequence, so that any square is obtained from the preceding square by keeping the top row fixed, and taking the remaining rows through the same circular permutation. To this theorem we add an important note: 7-1.Completely orthogonalized squares exist which are not equivalent to the squares generated by the rnethod of the proof.
8. ADDENDUM The substance of the present paper was communicated to the Section A* meeting of the British Association in August 1938, and reported by R. A. Fisher in Nature, 3 September. The author has sinlce received from Raj Chandra Bose of Calcutta (1938) a proof of his paper to appear in SankhycZ, in which the problem of the completely orthogonalizedsquareis solved in exactly the same way. A comparison of the two papers is interesting in showing how two authors, working independently on the same problem, produce not only identical solutions, but even papers which show a striking similarity in form.
REFERENCES RAJCHANDRA BOSE1 938). On the applicationof the properties of Galoia fields to the problem of construction ( of hyper-Graeco Latin squares. Sanlchyci, 3, pt. 4, 323-38. R. D. CARMICHAEL (1937). Introduction t the Theory of Groups of Finite Order. Roston, U.S.A. and London: o Ginn and Co. R. A. FISHER (1937). The Design of Experiments, 2nd ed., 3 35. Edinburgh: Oliver and Boyd. -(1938). The mathematics of experimentation. Nature, Lond., 142, 442. R. A. FISHER F. Y ~ T E(1934). The 6 x 6 Latin squares. Proc. G a d . Phil. SOC. 492-507. & S 30, (1938). Statistical Tables. Edinburgh: Oliver and Boyd. P. WERNICKE (1910). Das Problem der 36 Offiziere. Jber. dtsch. MatVer. 19, 264-7.
~~