In combinatorial mathematics, two Latin squares of the same size (order) are said to be orthogonal if when superimposed the ordered paired entries in the positions are all distinct. A set of Latin squares, all of the same order, all pairs of which are orthogonal is called a set of mutually orthogonal Latin squares. This concept of orthogonality in combinatorics is strongly related to the concept of blocking in statistics, which ensures that independent variables are truly independent with no hidden confounding correlations. "Orthogonal" is thus synonymous with "independent" in that knowing one variable's value gives no further information about another variable's likely value.
An outdated term for pair of orthogonal Latin squares is Graeco-Latin square, found in older literature.
A Graeco-Latin square or Euler square or pair of orthogonal Latin squares of order over two sets and (which may be the same), each consisting of symbols, is an arrangement of cells, each cell containing an ordered pair, where is in and is in, such that every row and every column contains each element of and each element of exactly once, and that no two cells contain the same ordered pair.
The arrangement of the -coordinates by themselves (which may be thought of as Latin characters) and of the -coordinates (the Greek characters) each forms a Latin square. A Graeco-Latin square can therefore be decomposed into two orthogonal Latin squares. Orthogonality here means that every pair from the Cartesian product occurs exactly once.
Orthogonal Latin squares were studied in detail by Leonhard Euler, who took the two sets to be, the first upper-case letters from the Latin alphabet, and,the first lower-case letters from the Greek alphabet - hence the name Graeco-Latin square.
When a Graeco-Latin square is viewed as a pair of orthogonal Latin squares, each of the Latin squares is said to have an orthogonal mate. In an arbitrary Latin square, a selection of positions, one in each row and one in each column whose entries are all distinct is called a transversal of that square.[1] Consider one symbol in a Graeco-Latin square. The positions containing this symbol must all be in different rows and columns, and furthermore the other symbol in these positions must all be distinct. Hence, when viewed as a pair of Latin squares, the positions containing one symbol in the first square correspond to a transversal in the second square (and vice versa).
A given Latin square of order n possesses an orthogonal mate if and only if it has n disjoint transversals.
The Cayley table (without borders) of any group of odd order forms a Latin square which possesses an orthogonal mate.
Thus Graeco-Latin squares exist for all odd orders as there are groups that exist of these orders. Such Graeco-Latin squares are said to be group based.
Euler was able to construct Graeco-Latin squares of orders that are multiples of four, and seemed to be aware of the following result.
No group based Graeco-Latin squares can exist if the order is an odd multiple of two (that is, equal to 4 + 2 for some positive integer).
Although recognized for his original mathematical treatment of the subject, orthogonal Latin squares predate Euler. In the form of an old puzzle involving playing cards,[2] the construction of a 4 x 4 set was published by Jacques Ozanam in 1725.[3] The problem was to take all aces, kings, queens and jacks from a standard deck of cards, and arrange them in a 4 x 4 grid such that each row and each column contained all four suits as well as one of each face value. This problem has several solutions.
A common variant of this problem was to arrange the 16 cards so that, in addition to the row and column constraints, each diagonal contains all four face values and all four suits as well.
According to Martin Gardner, who featured this variant of the problem in his November 1959 Mathematical Games column, the number of distinct solutions was incorrectly stated to be 72 by Rouse Ball. This mistake persisted for many years until the correct value of 144 was found by Kathleen Ollerenshaw. Each of the 144 solutions has eight reflections and rotations, giving 1152 solutions in total. The 144×8 solutions can be categorized into the following two equivalence classes:
| Solution | Normal form | |
|---|---|---|
| Solution #1 | | |
| Solution #2 | |
For each of the two solutions, 24×24 = 576 solutions can be derived by permuting the four suits and the four face values, independently. No permutation will convert the two solutions into each other, because suits and face values are different.
A problem similar to the card problem above was circulating in St. Petersburg in the late 1700s and, according to folklore, Catherine the Great asked Euler to solve it, since he was residing at her court at the time. This problem is known as the thirty-six officers problem,[4] and Euler introduced it as follows:[5]
Euler was unable to solve the problem, but in this work he demonstrated methods for constructing Graeco-Latin squares where is odd or a multiple of 4. Observing that no order two square exists and being unable to construct an order six square, he conjectured that none exist for any oddly even number The non-existence of order six squares was confirmed in 1901 by Gaston Tarry through a proof by exhaustion.[6] [7] However, Euler's conjecture resisted solution until the late 1950s, but the problem has led to important work in combinatorics.
In 1959, R.C. Bose and S. S. Shrikhande constructed some counterexamples (dubbed the Euler spoilers) of order 22 using mathematical insights. Then E. T. Parker found a counterexample of order 10 using a one-hour computer search on a UNIVAC 1206 Military Computer while working at the UNIVAC division of Remington Rand (this was one of the earliest combinatorics problems solved on a digital computer).
In April 1959, Parker, Bose, and Shrikhande presented their paper showing Euler's conjecture to be false for all Thus, Graeco-Latin squares exist for all orders except In the November 1959 edition of Scientific American, Martin Gardner published this result. The front cover is the 10 × 10 refutation of Euler's conjecture.
Extensions of mutually orthogonal Latin squares to the quantum domain have been studied since 2017.In these designs, instead of the uniqueness of symbols, the elements of an array are quantum states that must be orthogonal to each other in rows and columns. In 2021, an Indian-Polish team of physicists (Rather, Burchardt, Bruzda, Rajchel-Mieldzioć, Lakshminarayan, and Życzkowski) found an array of quantum states that provides an example of mutually orthogonal quantum Latin squares of size 6; or, equivalently, an arrangement of 36 officers that are entangled.This setup solves a generalization of the 36 Euler's officers problem, as well as provides a new quantum error detection code, allowing to encode a 6-level system into a three 6-level system that certifies occurrence of one error.
A set of Latin squares of the same order such that every pair of squares are orthogonal (that is, form a Graeco-Latin square) is called a set of mutually orthogonal Latin squares (or pairwise orthogonal Latin squares) and usually abbreviated as MOLS or MOLS(n) when the order is made explicit.
For example, a set of MOLS(4) is given by:
\begin{matrix}1&2&3&4\ 2&1&4&3\ 3&4&1&2\\4&3&2&1\end{matrix} \begin{matrix}1&2&3&4\ 4&3&2&1\\2&1&4&3\\3&4&1&2\end{matrix} \begin{matrix}1&2&3&4\\3&4&1&2\\4&3&2&1\\2&1&4&3\end{matrix}.
\begin{matrix}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\end{matrix} \begin{matrix}1&2&3&4&5\\3&4&5&1&2\\5&1&2&3&4\\2&3&4&5&1\\4&5&1&2&3\end{matrix} \begin{matrix}1&2&3&4&5\\5&1&2&3&4\\4&5&1&2&3\\3&4&5&1&2\\2&3&4&5&1\end{matrix} \begin{matrix}1&2&3&4&5\\4&5&1&2&3\\2&3&4&5&1\\5&1&2&3&4\\3&4&5&1&2\end{matrix}.
| 1,1,1,1 | 2,2,2,2 | 3,3,3,3 | 4,4,4,4 | 5,5,5,5 | |
| 2,3,5,4 | 3,4,1,5 | 4,5,2,1 | 5,1,3,2 | 1,2,4,3 | |
| 3,5,4,2 | 4,1,5,3 | 5,2,1,4 | 1,3,2,5 | 2,4,3,1 | |
| 4,2,3,5 | 5,3,4,1 | 1,4,5,2 | 2,5,1,3 | 3,1,2,4 | |
| 5,4,2,3 | 1,5,3,4 | 2,1,4,5 | 3,2,5,1 | 4,3,1,2 |
In the examples of MOLS given so far, the same alphabet (symbol set) has been used for each square, but this is not necessary as the Graeco-Latin squares show. In fact, totally different symbol sets can be used for each square of the set of MOLS. For example,
| fjords | jawbox | phlegm | qiviut | zincky | |
| zincky | fjords | jawbox | phlegm | qiviut | |
| qiviut | zincky | fjords | jawbox | phlegm | |
| phlegm | qiviut | zincky | fjords | jawbox | |
| jawbox | phlegm | qiviut | zincky | fjords |
is a representation of the compounded MOLS(5) example above where the four MOLS have the following alphabets, respectively:
The above table therefore allows for testing five values in each of four different dimensions in only 25 observations instead of 625 (= 54) observations required in a full factorial design. Since the five words cover all 26 letters of the alphabet between them, the table allows for examining each letter of the alphabet in five different typefaces and color combinations.
The mutual orthogonality property of a set of MOLS is unaffected by
Using these operations, any set of MOLS can be put into standard form, meaning that the first row of every square is identical and normally put in some natural order, and one square has its first column also in this order. The MOLS(4) and MOLS(5) examples at the start of this section have been put in standard form.
By putting a set of MOLS in standard form and examining the entries in the second row and first column of each square, it can be seen that no more than squares can exist. A set of - 1 MOLS is called a complete set of MOLS. Complete sets are known to exist when is a prime number or power of a prime (see Finite field construction below). However, the number of MOLS that may exist for a given order is not known for general, and is an area of research in combinatorics.
A set of − 1 MOLS is equivalent to a finite affine plane of order (see Nets below). As every finite affine plane is uniquely extendable to a finite projective plane of the same order, this equivalence can also be expressed in terms of the existence of these projective planes.[8]
As mentioned above, complete sets of MOLS exist if is a prime or prime power, so projective planes of such orders exist. Finite projective planes with an order different from these, and thus complete sets of MOLS of such orders, are not known to exist.
The only general result on the non-existence of finite projective planes is the Bruck - Ryser theorem, which says that if a projective plane of order exists and or ≡ 2 (mod 4), then must be the sum of two (integer) squares. This rules out projective planes of orders 6 and 14 for instance, but does not guarantee the existence of a plane when satisfies the condition. In particular, = 10 satisfies the conditions, but no projective plane of order 10 exists, as was shown by a very long computer search, which in turn implies that there do not exist nine MOLS of order 10.
No other existence results are known. the smallest order for which the existence of a complete set of MOLS is undetermined is 12.
The minimum number of MOLS is known to be 2 for all except for = 2 or 6, where it is 1. However, more can be said, namely,
MacNeish's Theorem: If
n=
| \alpha1 | |
| p | |
| 1 |
| \alpha2 | |
| p | |
| 2 |
…
| \alphar | |
| p | |
| r |
p1,p2, … ,pr
MacNeish's theorem does not give a very good lower bound, for instance if ≡ 2 (mod 4), that is, there is a single 2 in the prime factorization, the theorem gives a lower bound of 1, which is beaten if > 6. On the other hand, it does give the correct value when is a power of a prime.
For general composite numbers, the number of MOLS is not known. The first few values starting with = 2, 3, 4... are 1, 2, 3, 4, 1, 6, 7, 8, ... .
The smallest case for which the exact number of MOLS is not known is = 10. From the Graeco-Latin square construction, there must be at least two and from the non-existence of a projective plane of order 10, there are fewer than nine. However, no set of three MOLS(10) has ever been found even though many researchers have attempted to discover such a set.
For large enough, the number of MOLS is greater than
\sqrt[14.8]{n}
A complete set of MOLS exists whenever is a prime or prime power. This follows from a construction that is based on a finite field GF, which only exist if is a prime or prime power. The multiplicative group of GF is a cyclic group, and so, has a generator, λ, meaning that all the non-zero elements of the field can be expressed as distinct powers of λ. Name the elements of GF as follows:
α0 = 0, α1 = 1, α2 = λ, α3 = λ2, ..., α-1 = λ-2.
Now, λ-1 = 1 and the product rule in terms of the α's is αα = α, where = + -1 (mod -1). The Latin squares are constructed as follows, the th entry in Latin square L (with ≠ 0) is L = α + αα, where all the operations occur in GF. In the case that the field is a prime field (= a prime), where the field elements are represented in the usual way, as the integers modulo, the naming convention above can be dropped and the construction rule can be simplified to L = +, where ≠ 0 and, and are elements of GF and all operations are in GF. The MOLS(4) and MOLS(5) examples above arose from this construction, although with a change of alphabet.
Not all complete sets of MOLS arise from this construction. The projective plane that is associated with the complete set of MOLS obtained from this field construction is a special type, a Desarguesian projective plane. There exist non-Desarguesian projective planes and their corresponding complete sets of MOLS can not be obtained from finite fields.
See main article: Orthogonal array. An orthogonal array, OA, of strength two and index one is an array (≥ 2 and ≥ 1, integers) with entries from a set of size such that within any two columns of (strength), every ordered pair of symbols appears in exactly one row of (index).
An OA(+ 2,) is equivalent to MOLS.For example, the MOLS(4) example given above and repeated here,
\begin{matrix}1&2&3&4\ 2&1&4&3\ 3&4&1&2\\4&3&2&1\\&L1&&\end{matrix} \begin{matrix}1&2&3&4\ 4&3&2&1\\2&1&4&3\\3&4&1&2\\&L2&&\end{matrix} \begin{matrix}1&2&3&4\\3&4&1&2\\4&3&2&1\\2&1&4&3\\&L3&&\end{matrix}
| r | c | L1 | L2 | L3 | |
|---|---|---|---|---|---|
| 1 | 1 | 1 | 1 | 1 | |
| 1 | 2 | 2 | 2 | 2 | |
| 1 | 3 | 3 | 3 | 3 | |
| 1 | 4 | 4 | 4 | 4 | |
| 2 | 1 | 2 | 4 | 3 | |
| 2 | 2 | 1 | 3 | 4 | |
| 2 | 3 | 4 | 2 | 1 | |
| 2 | 4 | 3 | 1 | 2 | |
| 3 | 1 | 3 | 2 | 4 | |
| 3 | 2 | 4 | 1 | 3 | |
| 3 | 3 | 1 | 4 | 2 | |
| 3 | 4 | 2 | 3 | 1 | |
| 4 | 1 | 4 | 3 | 2 | |
| 4 | 2 | 3 | 4 | 1 | |
| 4 | 3 | 2 | 1 | 4 | |
| 4 | 4 | 1 | 2 | 3 |
More general orthogonal arrays represent generalizations of the concept of MOLS, such as mutually orthogonal Latin cubes.
A (geometric) -net is a set of 2 elements called points and a set of subsets called lines or blocks each of size with the property that two distinct lines intersect in at most one point. Moreover, the lines can be partitioned into parallel classes (no two of its lines meet) each containing lines.
An (+ 1,)-net is an affine plane of order .
A set of MOLS is equivalent to a (+ 2,)-net.
To construct a (+ 2,)-net from MOLS, represent the MOLS as an orthogonal array, OA(+ 2,) (see above). The ordered pairs of entries in each row of the orthogonal array in the columns labeled and, will be considered to be the coordinates of the 2 points of the net. Each other column (that is, Latin square) will be used to define the lines in a parallel class. The lines determined by the column labeled Li will be denoted by lij. The points on lij will be those with coordinates corresponding to the rows where the entry in the Li column is . There are two additional parallel classes, corresponding to the and columns. The lines j and j consist of the points whose first coordinates are, or second coordinates are respectively. This construction is reversible.
For example, the OA(5,4) in the above section can be used to construct a (5,4)-net (an affine plane of order 4). The points on each line are given by (each row below is a parallel class of lines):
| 11: | (1,1) (2,2) (3,3) (4,4) | 12: | (1,2) (2,1) (3,4) (4,3) | 13: | (1,3) (2,4) (3,1) (4,2) | 14: | (1,4) (2,3) (3,2) (4,1) | |
| 21: | (1,1) (2,4) (3,2) (4,3) | 22: | (1,2) (2,3) (3,1) (4,4) | 23: | (1,3) (2,2) (3,4) (4,1) | 24: | (1,4) (2,1) (3,3) (4,2) | |
| 31: | (1,1) (2,3) (3,4) (4,2) | 32: | (1,2) (2,4) (3,3) (4,1) | 33: | (1,3) (2,1) (3,2) (4,4) | 34: | (1,4) (2,2) (3,1) (4,3) | |
| 1: | (1,1) (1,2) (1,3) (1,4) | 2: | (2,1) (2,2) (2,3) (2,4) | 3: | (3,1) (3,2) (3,3) (3,4) | 4: | (4,1) (4,2) (4,3) (4,4) | |
| 1: | (1,1) (2,1) (3,1) (4,1) | 2: | (1,2) (2,2) (3,2) (4,2) | 3: | (1,3) (2,3) (3,3) (4,3) | 4: | (1,4) (2,4) (3,4) (4,4) |
A transversal design with groups of size and index λ, denoted T[{{mvar|k}}, λ; {{mvar|n}}], is a triple where:
The existence of a T[{{mvar|k}},1;{{mvar|n}}] design is equivalent to the existence of -2 MOLS.
A transversal design T[{{mvar|k}},1;{{mvar|n}}] is the dual incidence structure of an -net. That is, it has points and 2 blocks. Each point is in blocks; each block contains points. The points fall into equivalence classes (groups) of size so that two points in the same group are not contained in a block while two points in different groups belong to exactly one block.
For example, using the (5,4)-net of the previous section we can construct a T[5,1;4] transversal design. The block associated with the point of the net will be denoted ij. The points of the design will be obtained from the following scheme: i ↔, j ↔ 5, and ij ↔ 5 + . The points of the design are thus denoted by the integers 1, ..., 20. The blocks of the design are:
| 11: | 6 11 16 1 5 | 22: | 6 13 19 2 10 | 33: | 6 14 17 3 15 | 44: | 6 12 18 4 20 | |
| 12: | 7 12 17 1 10 | 21: | 7 14 18 2 5 | 34: | 7 13 16 3 20 | 43: | 7 11 19 4 15 | |
| 13: | 8 13 18 1 15 | 24: | 8 11 17 2 20 | 31: | 8 12 19 3 5 | 42: | 8 14 16 4 10 | |
| 14: | 9 14 19 1 20 | 23: | 9 12 16 2 15 | 32: | 9 11 18 3 10 | 41: | 9 13 17 4 5 |
| 6 7 8 9 | |
| 11 12 13 14 | |
| 16 17 18 19 | |
| 1 2 3 4 | |
| 5 10 15 20 |
A set of MOLS is equivalent to an edge-partition of the complete (+ 2)-partite graph Kn,...,n into complete subgraphs of order + 2.
Mutually orthogonal Latin squares have a great variety of applications. They are used as a starting point for constructions in the statistical design of experiments, tournament scheduling, and error correcting and detecting codes. Euler's interest in Graeco-Latin squares arose from his desire to construct magic squares. The French writer Georges Perec structured his 1978 novel around a 10×10 Graeco-Latin square.