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ABSTRACT
It may be worthwhile to point out at this stage that the theorems proved
thus far aim at classifying some types of latin squares maldng use of their rela-
tion to F-squares. The concept of orthogonality of latin squares is generalized
to F-squares and some of its implications to the problem of existence of orthogonal
latin sq_uares are investigated. It is pointed out here that using the concept of
F-sq_uares one can distinguish between ~vo types of latin squares both mateless in
respect to orthogonality but different in respect to their use in a broader sense
of experimental designs.
(1) Paper No. BU-2o4 of the Biometrics Unit, Cornell University, Ithaca, N.Y.
(2) On leave from the Dept. of Statistics and Probability, Michigan State
University.
Research was supported by NIH GM-05900-11.
by
A. Hedayat and E. Seiden( 2 )
Cornell University and Michigan State University
0 - Introduction.
. The theory of F-squares and especially of mutually orthogonal
'
F-squares aims at a generalization of the concept of latin squares and widely con-
sidered search for mutually orthogonal latin squares. An F-square is an n X n
square whose cells are filled with k ~ n disti~ct .elements in such a way that each
element appears an equal number of times in each row and column of the square.
The concept of F-squares and mutually orthogonal F-squares is not entirely new.
It has been considered directly or indirectly by Finney [3 1 4,5], Federer [2],
Freeman [6], and Addelman [1]. However, these authors considered the F-squares as a
by-product of their general interest in experimental designs and were not concerned
with the theory of F-squares per se. The first author of the present paper >'las in-
spired by the examples of F-squares brought forward by the previous authors. Hav-
ing in mind the usef~ess of the F-squares for research in the theory of the
designs and its applic~tion in practical problems, he defined the ~qncept of F-
squares and mutually orthogonal F-squares and obtained some results concerning
them [7]. The purpose of this paper is to develop further the theory of F-squares
and bring it to closer attention of mathematical statisticians. We plan to further
the research in this area and present more results for publication shortly.
It may be worthwhile to point out at this stage that the theorems proved thus
far aim at classifying some types of latin squares making use of their relation to
F-squares. The concept of orthogonality of latin squares is generalized to F-squares
and same of its implications to the problem of existence of orthogonal latin squares
are investigated. It is pointed out here that using the concept of F-squares one
can distinguish between two types of latin squares both mateless in respect to
orthogonality but different in respect to their use in a broader sense of experi-
mental designs.
(1) Paper No. BU-2o4 of the Biometrics Unit, Cornell University, Ithaca, N.Y.
(2) On leave from the Dept. of Statistics and Probability, Michigan State
University.
Research was supported by NIH GM-05900-11.
-1-
-2-
I. F-Squares
Definition 1.1. Let A= [a .. ] be an nxnmatrix and let z:::· = (c1 ,c 2, ••• ,c) be
~ J..J • m
the ordered set of distinct elements of A. I.n addition, suppose that for each
k=l, 2, ••• ,m, ck appears p:tecisely Ak times (Ak :2: 1) in each rm-1 and in each
column of A. Then, A will be called a frequency square or, more concisely, an
(A.1 ,A. 2 , ••• ,Am). This notation may be contracted by.the use of pmvers to denote
successive equal values of A.'s. Thus F(n;A.m) represents F(n;A.,A. 1 ••• ,A.) while
F(n;A.f,x 3,x4,A. 6 , ••• ,A.m) represents F(n;A. 1 ,A.1 ,A 3,x4 ,A4 ,x 6, ••• ,A.m). In particular,
in an F(n;A.m) square, m is determined uniquely by nand A.; hence we will represent
such a square simply by F(n;A.).
Examples:
1 2 3 4 1
1 1 2 3 4
4 1 1 2 3
34 1 1 2
2 3 4 1 1
Note that F(n;l) square is simply a latin square of order n and exists for
all n.
Lemma 1.1. An F(n;A. 1 ,}.. 2 , ••• ,A.m) square~ E = (a1 ,a2 , ... ,am} exists if~ only
m
if n = E A..
i=l ~
s 1 ,s 2 , ••• ,sm such. that Si contains A.i elements. Define a many-one map cr from
0 onto E as follows:
cr(x) = a.
~
if and only if xEs.,
~
•
Example •
Let us construct an F(6;1,2,3) square onE = (A 1 B1 C}. To do this, con-
1231:-56
236145
362514
4 5 1 2 6 3
514632
645321 •
ABBCCC
BBCACC
BCBCAC
CCAB CB
CACCBB
CCCBBA •
to rmT effects),
b) Treatment effects 1 column effects, and if~- =A, i=l,2, ••• ,m, then we
:l
also have
~~.S~· Given an F-square F1 (n; ~ 1 ,"" 2 , ... ,)-k) on a k-set .E = {a1 ,a2, ••• ,ak}
and an F-square F2 (n;u1 ,u2 , ••• ,ut) on at-set 0 = {b1 ,b2, ••• ,bt}• Then we say F2
is an orthogonal~ for F1 (and write F2 1 F1 ) if upon superposition of F2 on
F1 , a. appears )..u. times with b .•
~ ~ J J
F1 (6;1) F2 (6,;1 1 2 1 1 3)
123456 123425
216543 4 5 2 3 1 2
341265 232541
1)
4 6 5 1 3 2
l 214253
532614 541232
654321 325124
F1 (6;2) F2 (6;2)
1 1 2 2 3 3 1 2 3 1 2 3
1 2 1 3 2 3 2 31 1 2 3
2 1 1 3 3 2 2 3 1 3 1 2
2)
2 3 3 1 1 2
1 3 1 2 2 3 1
3 3 2 2 1 1 1 2 3 2 3 1
3 2 3 1 2 1 3 1 2 3 1 2
-6-
1 2 2 3 3 1 2 3 3 3
31 2 2 3 331 2 3
3)
3 3 1 2 2 1 2 3 3 3 1
2 3 31 2 3 1 2 3 3
2 2 3 31 3331 2
1 2 3 4 1 1 2 2
4 1 2 3 1 2 2 1
4)
34 1 2
1 2 2 1 1
2 34 1 2 1 1 2
F(3;1) F(3;1)
1 2 3 1 2 3
5) 2 3 1 1 3 1 2
31 2 2 3 1
~ 2J2.
~
Let S.~ be an n.-set,
~
i=l 1 2,.,.,t. Let F.~ be an F-square of
say {F1 ,F2 , ••• ,Ft} is a set of t mutually (pair-wise orthogonal F-squares if
F.
~
1 F.,J iFj, i 1 j=l 1 2, ••• ,t. In particular, if n.=n, i=l,2 1 ••• ,t, and every
~
F. is of type F(n;l) 1 i.e. a latin square of order n, then v1e denote such a set
~
as an o(n,t) set.
Example,
The follmqing three F-squares are mutually orthogonal.
-7-
2
F1 (5;2 2 1 1) F2 (5;1 1 3) F3 (5;1 3 ,2)
1 2 3 1 2 1 2 3 3 3 1 2 3 4 4
2 1 2 3 1 3 3 1 2 3 34 4 1 2
1 2 1 2 3 1 2 3 3 3 1 1 4 1 2 3 4
3 1 2 1 2 3 1 2 3 3 2 34 4 1
2 3 1 2 1 3 3 3 1 2 1~4123 •
___
,....,..,
Definition 2.3.
~,.,...,....
Let E be an n-set. Let F be an F-square of order n on the set
F1 ,F2 , ••• ,Fr-l on an s-set 0 with frequency vector u = (u1 ,u2, ••• ,us) such that
{F,F1 , ••• ,Fr_ 1} is a set of r mutually orthogonal F-squares and r is the largest
such integer. In particular, if A·=l; u.=l, i=l,2, ••• ,t=n 1 j=l 1 2,, •• ,s=n 1 i.e.
J. J
F,F1 ,F 2 , ••• ,Fr-l are latin squares we say that F is of type E(n,r). F is said
to be orthogonally mateless with respect to the decomposition n = u1+u2+••• +us
if its degree is one. F is said to be orthogonally~ if its degree is at
Examples •
1. The degree of
123456
236145
F =3 6 2 5 1 4
415263
541632
654321
-8-
1 2 5 5 3 4
513245
435521
251453 •
Indeed the degree of the above F-square is at least 2 with respect to any
decomposition of 6 except 6 = 1+1+••• +1.
2. The following F-square
1 2 3 4
F=4123
3 4 1 2
2 3 4 1
1 1 2 2 1 2 1 2
1 2 2 l 1 2 1 2
Fl = and
2 2 1 1 2 1 2 1
2 1 1 2 2 1 2 1 •
3. The following F-square is of degree 3 with respect to the decomposition
4 = 1+1+1+1.
1 2 3 4
F=2143
3 4 1 2
4 3 2 1
-9-
A pair of mutually orthogonal mates for F with respect to this decomposition is:
1 2 3 4 1 2 3 4
3 4 1 2 2 l
Fl ;::: and F2 = 4 3
4 3 2 l 2 l 4 3
2 l 4 3 3 4 l 2
(By the following theorem, each of the F-squares in the last example above is
orthogonally rich.)
Proof. To prove the sufficiency, let A be an orthogonal mate for R with respect
to the decomposition n = 1+1+ ••• +1. Then, by lemma 1.1 in section one, A can
Examples •
1 2 5 5 3 4
5 1 3 c:.'"' 4 5
1 5 2
l. B= 3 5 4
5 4 2 3 l 5
435521
251453
is orthogonally rich. An F(6;l) orthogonal mate forB is:
-10-
123456
236145
A=362514
4 1 5 2 6 3
541632
654321 •
From theorem 2.1 we note that all other orthogonal mates for B corresponding to
1 2 3 4 5
4 5 1 2 3
A=51234
3 4 5 1 2
2 3 4 5 1 •
Note that {A,B} is a mutually orthogonally rich set.
-11-
Examples.
1. The underlined cells in the follo\·ling F-square form an SFS (2;1) •
..
1 1 2 2
1 2 2 1
2 2 1 1
2 1 1 2 •
1 2 3 4 5
2 3 4 5 1
3 4 5 1 2
4 5 1 2 3
5 1 2 3 4 •
Proof. a) Suppose that L has an SFS(t;l). \'le may assume without loss of
generality that this SFS(t;l) is formed by the first t rows and columns of L.
Then the rectangle formed by the first t rows and the remaining n-t columns
could not include any element of the SFS(t;l). On the other hand, t ~ 2n+l
. 1'
~p ~es n- t < 2
n-1 . Hence in each row some of the elements would have to appear
more than once which contradicts the property of L. The proof of b) is analogous.
-12-
It is obvious by theorem 2.1 and the series of examples 11hich were given
mateless with respect to the decomposition n = 1+1+ ••• +1, then~~ not
necessarily mateless with respect to a coarser decomposition of n. However, if
theory ofF-squares Mann's result states that any F(n;l), n = 4t+2, containing
Proof. Let m = 2t+l. Denote the given SFS(m;l) by 1 1 • With no loss of generality
we can assume that 1 1 occupies the square formed by the first m rows and columns
of 1. Partition L as follows:
L = •
-13-
square. Note also that, the squares 1 1 and 14 (and similarly 1 2 and 1 3 ) contain
the same elements of !:. Now if 1 has an orthogonal mate vlith respect to the
say 0 = {A,B} such that 1' l 1. This implies that upon the superposition of
1 1 on 1, A will appear x times on each ro"'"l, column and element of !:. Assume
that r A's appear on 1 1 • This implies that r A's will also appear on 14 • Since
the contents of 11 and 14 are the same, this means that, under the orthogonality
Corollary 2.1. Any latin square of order 4t+2 contai~ing a sublatin square of
A very natural way of vlriting F(n;l) squares are the cyclic ones. For this
in the decomposition (for instance see Hedayat and Federer [8]). While cyclic
of n if ·n· is· even, they are at least of degree 2 with respect to the deconiposi-
Theorem 2.3. If Lis an F(n;l) square and if.L is based on a cyclic permutation
group of order n (even) then L is at least of degree 2 with respect to the de-
that the entries of each diagonal together with its complement are occupied by
the same elements. Considering each diagonal followed by its complement as an
the decomposition n = 2+2+ ••• +2. Filling in its n diagonals parallel to the main
0 = (a1 ,a2 , ••• ,an/ 2 ). Fill in then spaces of the main diagonal of L' repeating
each element of 0 twice in the prescribed order. Permute cyclically the elements
of 0 and fill in the diagonal starting with the second position in the first row
as before. Continue the process until all the n diagonals are completed.
123456
612345
1 ,_561234
4 5 6 1 2 3
345612
234561
ABCABC
CAB CAB
L' =CA B CA B
BCABCA
BCABCA
ABCABC
composition is even.
n.
Proof. Clearly the first column of L forms a group isomorphic toG provided that
we make each element of G correspond to the element of L into which it maps the
order t will fonn an SFS(t;l) within the rO'ws formed by the subgroup of G. The
result might hold for the family of F(n;l) squares, n = 4t+3, t a positive integer.
123 4567
2316745
L =) I
l 2 5 4 7 6
4 6 5 7 3 2 1
574,3612
6 4 1 I2 1 5 3
75611234
which is an F(7;1) square with an SFS(3;1). Note that Lis not based on a cyclic
group (see proposition 2.2). Indeed this square has an orthogonal mate with
respect to the finest decomposition of 7 viz., 7 =1+1+•• ~+1 1 and the following
F(;l) square is an example.
1234567
4173256
5612734
L' = 2 5 4 1 6 7 3
3467125
7356412
6725341
G4l23456f\
1 7 3 2 5 6) •
1 ..
-.L ( -
Definition 2.G. A directrix (t1·ansversa1) oi' an l~(n;A. 1 ,A.._, ••• ,A. ... ) square ::>n
... ~
at-set 1.: = (a1 ,a 2, ••• ,at} is a collection of n cells such t!:at the entries o:C
these cells .:!ontain A. 1 times a 1 , and every rm·r and column of r is represented
in this collection.
Fftample. i'he underlined cells in the followir,g F(5;2 1 1,2) square form a directrL'{.
! 5 l 4 5
5:-t5ll
l l ~ 5 .2
5 5 l .! 4
4 l 2 ~ l
~iJote that not every F-square has a directrix. For instan-:e, the follmdng
l 2
4 l ,;:: ---:::
-:; 4 .,
-~ l '~
2 3 4 1
Proposition 2.4. There does not exist a pair of orthogonal l(n;l) squares,
determine whether or not a given F(n;l) square, viz., a latin square of order
n has an orthogonal mate, one can first, as a necessary condition, c:necl"' 'dhether
L has an orthogonal mete with respect to a coarser decomposition than n = l+l+ ••• +l.
Note that in general it is much easier to search for an orthoc;onal mate for L of
Acknowledgement
paper.
-19-
References
[2] Federer, ~q. T. Lecture notes for Statist, 513-514, Cornell University,
Ithaca, New York.
[9] Mann, H. B. (1944). On orthogonal latin squares, Amer. Math. Soc. Bull.
50:249-257.