V 43 )5! ' ‘ TI‘I'TI‘M'WIWIXW {4 ~ _; . H . -'7T=ILEIiiII§I§II§IIIIITIwat?{‘e§,':“"«-<é:<:z‘aés2:46:51": , I ' I CONTRIBUTIONS TO CONSTRUCTION OF GENERALIZED YOUDEN DESIGN. ON CONSTRUCTION OF ORTVHOGONAL LATIN SQUARES USING THE METHOD OF SUM COMPOSITION Thesis for the Degree of Ph. D. MICHIGAN STATE UNIVERSITY FELIPE RUIZ 1971 Yap-“I! LIBRARY Michigan State University This is to certify that the thesis entitled CONTRIBUTIONS TO CONSTRUCTION OF GENERALIZED YOUDEN DESIGN. 0N CONSTRUCTION OF ORTHOGONAL LATIN SQUARES USING THE METHOD OF SUM COMPOSITION presented by Felipe Ruiz has been accepted towards fulfillment of the requirements for Ph.D. Statistics & Probability degree in M Ihmupnmuuu Date February 18, 1972 0-7639 wn' . . , IIERII INC. LIBRARY BINDERS Sllllfllfllfl IICIIBAI ABSTRACT CONTRIBUTIONS TO CONSTRUCTION OF GENERALIZED YOUDEN DESIGN. ON CONSTRUCTION OF ORTHOGONAL LATIN SQUARES USING THE METHOD OF SUM COMPOSITION By Felipe Ruiz The present thesis deals with two independent problems. In the first part (Chapters I and II) we investigate generalized Youden designs while in the second part (Chapter III) we further study the method of sum composition of Latin Squares introduced by Hedayat and Seiden (1969). Generalized Youden designs were introduced by Kiefer (1958) who proved E-optimality and, in the presence of some divisibility conditions, D-Optimality. In Chapter I we study optimality in detail and investigate relationships among the parameters; several necessary conditions for existence of GY-designs are found, and the chapter closes with the usual analysis of these designs. Chapter II is devoted to the construction of GY-designs; using well-known combinatorial systems such as finite geometries, symmetric balanced incomplete block designs, Latin squares, etc. We construct several infinite families of GY-designs; the last construction of this chapter provides an infinite family of GY- designs whose parameters do not satisfy Kiefer's divisibility con- ditions and which are not D-optimum. Felipe Ruiz The method of sum composition of Latin Squares allows us in certain cases to construct O(n,2) sets by composition of a O(n1,2) and a O(n2,2) set, n = n1 + n2. It is assumed that O(n1,2) is based on GF(n1) and formed by A(x), A(y), where for any r E GF(n1), r i O, A(r) is the n1 X n1 square with element rai +-a in its (i,j) cell, 01,0 6 GF(n1). J J 2 Hedayat and Seiden have further assumed that xy = a for some a E GF(n1); we free ourselves from that restriction and obtain further constructions. We also prove that the con- dition xy = 02 is a necessary one in 12 of the 24 possible patterns of composition of O(pa,2) and 0(3,2), 2 Removal of the restriction xy = 0 produces compatibility equations which are non-linear in both x and y, therefore allowing the possibility of extending the method of sum composi- tion to construction of O(n,3) sets. CONTRIBUTIONS TO CONSTRUCTION OF GENERALIZED YOUDEN DESIGN. ON CONSTRUCTION OF ORTHOGONAI.IATIN SQUARES USING THE METHOD OF SUM COMPOSITION By Felipe Ruiz A THESIS Submitted to Michigan State University in partial fulfillment of the requirements for the degree of DOCTOR OF PHILOSOPHY Department of Statistics and Probability 1971 ACKNOWLEDGMENT I express my gratitude to the Department of Statistics of Michigan State University for their infinite patience with my rather unorthodox ways; to the Michigan Department of Public Health for their lavish economical support. To Dr. Esther Seiden I owe more than I could possibly say here. iii Chapter II III TABLE OF CONTENTS ANALYSIS OF GENERALIZED YOUDEN DESIGNS ........... Introduction .................... ...... ...... Optimality of GY-designs .................... Properties of GY-designs .................... Analysis of GY-designs ...................... Q H‘F‘P‘P‘ O #th-A CONSTRUCTION OF GENERALIZED YOUDEN DESIGNS ....... GY-designs with b 0 or k = O ..... O 1 = (V) (V) 2.2 Geometric Construction of GY-designs ........ 2.3 A Class of Non D-optimum GY-designs .. ....... SUM COMPOSITION OF LATIN SQUARES ................. 1 Introduction and Definitions .. ........... ... 2 The Method of Sum Composition .. ..... ........ .3 Sum Composition of O(n,2) Sets ............ 4 Construction of O(n,2) Sets by the Method of Sum Composition ..... .. ............. . ..... 3.5 Composition of O(pa,2) and O(3,2) Sets BIBLIOGRAPHY .. ................................... iv Page I-‘ NUth—a 17 20 38 44 44 46 48 52 66 CHAPTER I ANALYSIS OF GENERALIZED YOUDEN SQUARES 1.1 Introduction Frequently in scientific investigations the experimenter wishes to study the effect of several variables that he can control on a response or dependent variable which he can observe and measure. The variables under the control of the experimenter are called FACTORS and they would appear at various categories or IEVELS; a situation in which every factor appears at some level is a TREATMENT. Clearly if a design contains m factors F1,F2,...,F , m where F assumes si levels, i = l,2,...,m, there are 31.32 ... s i m possible treatments. A design which includes exactly one observation on each of the 31,...,sm possible treatments is called a COMPLETE FACTORIAL DESIGN; if several observations are made on each treat- ment it is called a FACTORIAL DESIGN WITH REPLICATES; if all factors assume the same number of levels (i.e. ai = s, i = l,2,...,u0 the design is SYMMETRIC; a COMPLETE SYMMETRIC DESIGN consists therefore of all sm m—tuples of the 3 levels. If the number of factors is large, the number of treatments necessary for a complete design becomes prohibitive; hence the need for fractional replication and confounding. Fractional replication was studied, among others, by Finney (1945), Plackett and Burman (1946) and Plackett (1946). Essentially a l/sn replication of a complete sm factorial design is a partition of the 3m treatments into blocks of sm-n treatments each; the partitioning is said to be of STRENGTH t if no effect of interaction of t or fewer factors is confounded with the block effect. By using fractional replication the experimenter can discover cheaply at the early stages of his research which factors among many have an important effect on the product. Balanced Incomplete Block designs are an example of fractional replication of complete two-factor designs, while Latin Squares, Youden Squares and Generalized Youden designs are fractional replications of three-factor designs. Definition 1.1.1: A (v,b,k,r,x) Balanced Incomplete Block (BIB) design is an arrangement of v elements (varieties) in b subsets (blocks) of k varieties each, such that any two distinct varieties occur together in I blocks. Then any variety occurs in r blocks and vr = kb , x(v-l) = k(r-l) If v = b the BIB design is said to be Symmetric. Definition 1.1.2: A Latin Square g£_9£gg£_ g_ is a square matrix of order n on a set of n varieties such that every row and every column is a permutation of the set of varieties. Definition 1:1;25 A (v,k) Youden design is a k X v matrix on v varieties such that with the columns as blocks it is a (v,k,x) symmetric BIB design, and each row is a permutation of the varieties. Definition 1.1.4: A (v,b,k,r,x1,x2) Generalized Youden (GY) design is a k X b matrix on a set of v varieties such that the following conditions are satisfied: a) Every variety occurs r times. b) Every variety occurs either m or mml times in each row, as well as either n or n+1 times in each column, where b m is the integer part of 3' and n is the integer part of k V c) Every two distinct varieties occur together X1 times in the same row and X2 times in the same column. Generalized Youden designs were first introduced by Kiefer (1958), who proved some optimality prOperties of those designs and gave two examples with two and four varities respectively; however he made no attempt to construct GY-designs. In the next paragraph we examine closely the Optimality properties of GY-designs. 1.2 Optimality of GY-designs Let the linear hypothesis to be tested be R8 = 0, where a is the p-rowed vector of parameters to be estimated and R is a q X p matrix of rank q s p; by means of an apprOpriate linear transformation this hypothesis can be reduced to the canonical form The covariance matrix of the best linear estimate of B is cov(§) = (xTX)‘1xT cov(Y)X(XTX)-1 = (xTxflo2 where X is the matrix of the design and Y is the vector of 2 observations with covariance matrix a I. We restrict ourselves to the use of the F-test whose power function is a monotonically increasing function of the parameter x = 1; BTPTIP (XTXYLPTJPe Q where P = ( ), 0 being a r X 3 matrix of zeros (see, I ,0 q q,p-q r93 for instance, Tang 1938). 2 It is known that the minimum value of o X on the unit sphere (PB)T(PB) = l is equal to the smallest eigenvalue of P(XTX)-1PT; similarly the greatest eigenvalue equals the maximum value of 02X on the sphere. Therefore we maximize the minimum power of the F-test on the contour (PB)T(PB) = l by maximizing the smallest eigenvalue of P(XTX)-1PT. . . * T -1PT For a given design d we will de31gnate Ad = P(X X) Remembering that the determinant of a square matrix equals the product of its eigenvalues, we are naturally led to the following criteria. Definition 1.2.1: A design d is said to be E-optimum in a class A of available designs if * * min E(A ) = max min E(A ,) d , d dEA where for any square matrix A, E(A) represents the set of eigen- values of A. Definition 1.2.2: A design is said to be D-optimum in a class A of available designs if * det(Ad) = max det(A:.) . d'EA Both criteria of optimality were introduced by Wald (1943), who also proved D-optimality of Latin Square designs. Keifer (1958) has proved that GY-designs are E-optimum, and also that they are D-optimum if either k or b is a multiple of v. We will show in the next chapter that if neither k nor b are mutliples of v the GY-design may fail to be D-Optimum. The problem presents itself of determining, in the absence of the divisibility condition, whidh cases give D-optimum GY-designs and which cases do not; we were so far unsuccessful in solving this problem but hOpe that further research will overcome the difficulties. 1.3 Properties of GY-designs The row-incidence matrix of a GY-design is a v X k matrix A = (a ), where a, is the number of times that the i-th variety ij ij appears in the j-th row; of course aij € {m,m+l}. Similarly, the column-incidence matrix of a GY-design is 13 that the i-th variety appears in the j-th column; evidently, a v X b matrix B = (bij)’ where b, is the number of times b ,m+ . ij E {m 1} Notation: The quotient and remainder of the division of an integer a by another b will be written [3] and a respectively. (b) Theorem 1.3.1: In a GY-design i) The number of rows containing a given variety m+1 times is the same for all the varieties, and equals r(k). ii) The number of columns containing a given variety n+1 times is the same for all the varieties, and equals r (b)° iii) The number of varieties occurring mfil times in a given row is the same for all rows, and equals b(v)' iv) The number of varieties occurring n+1 times in a given column is the same for all columns, and equals k(v)° 2529;: Let 0(1) be the number of rows which contain the i-th variety m+1 times. We must have a(i)(m+1) + (k - 01(1))m = r , or (1) 01(1) + km = r therefore 0(1) is independent of i. Obviously kb = rv, therefore [E1 = [g] = m, and thus r = mkn+ r(k). Substituting in (1) we obtain the desired result (1) = r . 0’ (k) The proofs of ii), iii) and iv) are entirely similar and therefore omitted. Theorem 1.3.2: Let A be the row incidence matrix of a GY-design. Then (1) AAT = (b - v)I + J r kl v N1 v (2) A' = AT' = b‘ Jk er ’ JV Jk where AT is the transpose of A, I is the unit matrix, J =.J v v v,v is the v X v matrix of 1's, jn is the n X 1 vector of 1's. Similarly for the column incidence matrix B, T BB = (rk - szflv + XZJv Proof: Let a(1) be the l X k vector whose j-th component is 811; then the element in the i-th row and L-th column of AAT is (i)a(L); clearly a(i)a(L) = A if 1 mac) let us count the number of occurrences the inner product a i # L. In order to obtain a in the same row of the design of pairs containing a particular variety vi; on the one hand V1 is paired 11 times with each of the remainder v-l varieties; on the other hand if vi appears aij times in the j-th row of the design it will form pairs with each of the b - aij varieties (not necessarily different) left in the row, each pair being counted 3, times, for a total over the k U rows of 2 (b - a,j)aij = (bjk - a(i))a(i); the two counts provide i=1 1 us with . (i) (i) _ (ka - a )a - 11(v-1) which gives a(1)a(1) = rb - x1(v-1) and therefore the result AAT - (rb - )I -I- J 11V v I1 v' Part (2) is self evident. Theorgm_l.3.3: In any GY—design 2 (l) Xik s r (2) x21. 5 3 Proof: For real numbers a1,a2,...,an it is always true that n 2 ( 2 81) s n i=1 i 2 a . 1 i IIMD Applying this inequality to the components of the vector a(1) and using the previous theorem we obtain 2 r 5 k(rb - x1(v-l)) which, remembering that kb = rv, gives 0 s (v-l)(r2 - ilk) and therefore the theorem. Part (2) is proven in the same fashion. Theorem 1.3.4: In any GY-design xlv s rb yzv s rk . Proof: Schwartz inequality gives (a)2 S (aa(i))(a) By Theorem 1.2.2 this gives TI s [rb - x1(v-1)]2 2 or o s [rb - x1 0, and hence so is the second, giving the theorem. Part (2) is similarly proven. Theorem.1;§;§; Let (vi’YL) be a pair of distinct varieties; let ab, a1, 20 be the number of rows containing the pair (v1,vL) m2, (m&1)2, m(m&l) times respectively, and similarly let 80’ 81’ 23 be the number of columns containing the pair (vi,vL) n2, (n+1)2. n(n+l) times respectively. Then a0, a1, a, 60’ 51, B are independent of the pair (vi,vL) and a=rb-)‘1v B=rk-)‘2v a0 = k - r(k) - rb + Alv 60 = b - r(b) - rk + xzv 01 = r(k) - rb +-x1v 61 = r(b) - rk + xzv . Proof: Looking at the row-incidence matrix we easily establish the following relations among a, 00, a1: Zq+a0+a1=k a+a1 =r(k) (1) ll >4! 0101112 + a1(nrl-1)2 4' 2a m(m+l) (01 + 0.0)an2 + (a + 011) (m+1)2 rb - Mew-1) . The first equation expresses the fact that the row-incidence matrix has k columns, the second gives the number of rows which contain the i-th variety mnl times, which we know by Theorem 1.2.2 to be r(k), while the last two are immediate consequences of a(l)a(L) = 11 a(1)3(1) = rb _ x1(v-1) Subtracting the 3rd equation from the last one we obtain directly a=rb-)(1v 10 independent of i,L; substituting in the first two equations we obtain = r - rb + xlv “1 (k) =k'r - b + , “o (k) r T1" In exactly the same way we will obtain the corresponding expressions for 5, BO, 81' Theorem 1.3.6: In any GY-design 3’ vr(k) ‘ kb(v) br(k) = rb(v) (I) b) (V-1)(rb - XIV) = b(v) (k - r(k)) r (b - l) _ (k) (V) c) 11 - m(r + r(k)) + v-l 8’ vr(b) = bk kr(b) = rk(v) (II) b) (V‘1)(rk - sz) = k(V) (b " r(b)) r (k - 1) c) 12 = m(r + r (b) (v) (b)) + v-l Proof: If A is the row-incidence matrix of the GY-design, then A - m Jk v is the incidence matrix of a BIB design with parameters ’ (r',b',k',r',x') where (V) (k) Therefore we must have (1) vr( = kb k) (v) (2) (1107-1) = r (b - 1) (k) (V) 11 Equation (1) together with rv = kb gives br = rb (k) (V) therefore proving part a) of I. By previous Theorem 1.3.5 we know that = - + . (3) a1 r(k) rb xlv Substituting in (2) we obtain (v-l)(rb - xlv) = r(k)(v - b(v)) Using the first result r v = kb we obtain part b) of (I). (k) (V) From (2) and (3) we obtain r ‘[b(v) -l] v-l +rb-r(k). (4) M" = Notin that b = b - mv and r = mK + r and substitutin g (V) (k) g in (4) we obtain after simplifying (b - m - l) v - l 1‘ ‘0‘) +mr. R1 = Obsering that b - m = m(v-l) + b(v) we obtain the desired result )+ r(lower) ' 1) k1 = m(r + r v _ 1 00 Part (II) is similarly proven. Corollary 1.3.1: In any GY-design rb = xlv, or equivalently rk = xzv, if and only if b,(k), is a multiple of v; otherwise rb > xlv, (rk > xzv). Proof: It is an immediate consequence of part b) and Theorem 1.2.4. 12 Corollary 1.3.2: The matrix AAT,(BBT), is singular if and only if b,(k), is a multiple of v. Proof: By Theorem 1.2.2 we know that T AA = (rb - xlv)lv + lev . Since the eigenvalues of XI v are 0 and xlv with multiplicities v-l and l reapectively, the eigenvalues of AAT are rb - xlv and rb - xlv + xlv, with multiplicities v-l and 1, therefore its product, which coincides with det(AAT), is rb(rb - xlv)v-l, which by previous corollary is zero if and only if b is a multiple of v. Corollary 1.3.3: A necessary condition for the existence of a (v,b,k,r,x1,x2) GY-design is that (bar) ' 1) and imam) v - l v - 1 rue ' 1) both be integers. 2522;: It is an immediate consequence of part c) of the theorem. Corollary 1.3.4: In any GY-design k.2 v. 2322;: It is Fisher inequality for the BIB design with incidence matrix A - va. Assumption: Since the transpose of a GY-design is also a GY-design we will assume from now on that b 2 k; we will also assume b > v, since b = v reduces the GY-design to an ordinary Youden design. 1.4 Analysis of GY-designs (v,b,k5r,x1,x2) - GY-designs serve as designs for factorial experiments with three factors (row, column and variety) at k,b,v 13 levels respectively. The row factor at the i-th level will be spoken of as the i-th row, and similarly for the other factors. Every entry of the GY-design represents a treatment, so we have only N = kb treatments instead of the kbv which will appear in a complete design. Let yijL be the observation on the L-th variety in the i-th row and j-th column; of course L is uniquely determined by i,j, that is L = L(i,j) where the function L is given by the design. The model is = + + + u- ozi Bj'i'YL eijt yiJL where u is the overall mean, a1, Bj’ YE are main effects and eijL is the random error, that is we assume that no interactions of two or more factors are present. We further assume that the random errors are normally distributed around zero with covariance 2 matrix a I. The model can also be described in matrix notation: Y = X3 + e where Y is the N-rowed vector of observations, 8 is the p-rowed vector of parameters to be estimated (overall mean plus k +'b +-v main effects), e is the N-rowed vector of errors and X is the N X p matrix of the design; the normality assumption can be expressed as Y ~ N(Xa,oI) that is, Y has a multivariate normal distribution with mean X3 and covariance matrix 021. We will associate the positive integer a(i,j) = (i-l)b + j with the (i,j) cell, or plot, of the GY-design. Clearly for 14 every positive integer n sfikb there is exactly one pair (i,j), or plot, such that a B a(i,j); accordingly, the plot in the i-th row and the j-th column will be called the a-th plot, and the corresponding observation the a-th observation, with a = a(i,j). The matrix X is a matrix of zeros and ones whose rows correspond to the plots and whose columns correspond to the para- meters to be estimated. Clearly the column corresponding to p is a column of 1's only, which we will write as last. Since each of the k levels of the row factor appears exactly once with each of the b levels of the column factor, each of the k columns corresponding to the parameters “1’ i = 1,...,k contains exactly b ones, each of the b columns corresponding to the parameters 51, j = l,2,...,b contains exactly k ones and the product of the columns corresponding to ai and Bj is always 1 for any i = 1,...,k, any j = 1,...,b. Finally the column corresponding to the parameter yh, h = 1,2,...,v, has a one in the a(i,j) row if and only if L(i,j) = h and contains exactly r ones. The matrix X therefore looks like: ’1 o...o 1 o...o o...1...o 1I 10...o o1...o o..1...o 1 10...o oo...1 1 010000 100000 1 01...o o1...o 1 x8 ..... ..... 01...o oo...1 1 oo...1 1o...1 1 oo...1 01...0 1 Loo...11o...1 1 Let A1 is a b 15 us introduce the matrices A1, Bi, i = 1,...,k where X k matrix with 1's in the i-th column and zeros else- where, and B1 is a b X v matrix with a one in the cells (j,L(i,J)). of Ones, j of a matrix X can be ex The so that if are given by It is a stra where A, B matrices of j = 1,2,...,b and zeros elsewhere. J will be a matrix a column vector of ones; we will indicate the dimension with subindices when necessary. Using these matrices pressed as normal equations are XIY = xTx B T . . . X X is non-Singular the least square estimates E E = (xTX)'1 XTY . ightforward calculation to arrive at Pblk Jk,b A:,v bit“ JbK k1b B:,V k"jb Avk Bv,b rIv rjv n: w. are, of course, the row-incidence and column-incidence the GY-design. 16 The normal equations can also be obtained directly from the model. With the usual notation and side conditions we obtain 3-3 II x. 0" t) r-i II x‘ t» + W ‘0) “'1 where, of course, a are the general entries in the row- b L1’ L1 incidence and column-incidence matrices of the GY-design. In order to eliminate the row and column effects let us compute kb T - b 2 b ,T , - k z a T = ..L 1 L] .J. i 'Li i.. = kb “ - b b b “ - k a . a “ _ b “ = ”’4, 331.1,?th $4,132;in r” kbr It - kbr a - b §L(rk - 12v) - k yL(rb - 11V) = . 2 . YLVEk X1 + b 12 - r ] - kbr p . 2 Dividing by r v, 2 k Al +'b 12 - r Y = y r2 L ... ..L -12 Ljy-J. r i aLiyi” - %-z b 1 which gives the variety effects ?L; the row effects &i and column effects éj can now be easily obtained; from the first normal equa- tion we obviously obtain fl = y . CHAPTER II CONSTRUCTION OF GENERALIZED YOUDEN DESIGNS 2.1 szdesigns with b(v) = 0 9r_ k(v) = 0 Theorem 2.1.1: There exist GY-designs with b = mv, k = nv for any positive integers m, n and v. Proof: Let {Li j‘i = 1,...,n; j = 1,...,m} be a collection of 9 mn Latin Squares of order v, not necessarily different. Then the nv X mv matrix 11 12 ... le.I LLnl Ln2 ... an is a GY-design, since clearly every variety occurs m times in each row and n times in each column, and every pair of distinct . 2 . 2 varieties occur together in the same row m k times and n b times in the same column. Theorem 2.1.2: If there exists a symmetric BIB design with para- meters (v,k',x), k' s v, then there exists GY-designs with para- meters v = v, b = mv, k = nv +'k' for arbitrary positive integers m, n. nggg: The other parameters of the GY-design are easily established to be 17 18 r=mk.11_-m2k.12=mT1+n(k+k')]. Let {Bi‘i = 1,...,m} be a collection of symmetric BIB designs, not necessarily different, with common parameters (v,k',x); each B1 can be converted to a Youden Square Yi by reordering the varieties within each block (Smith and Hartley, 1958). Let {Liin = 1,...,n; j - 1,...,m} be a collection of Latin Squares of order v, not necessarily different. We claim that the matrix F‘ 1 Y1 .. Ym L11 ... le D = 2 Lnl 00. Ln’m L. .J is a GY—design. a) Every variety appears v times in each Latin Square and k' times in each Youden Square, for a total of mnv + mk' = mk = r times. b) Every variety appears once in each row of each Youden Square and of each Latin Square, therefore any pair of distinct varieties occurs together in the same row of D, mzk = 11 times. c) Let x,y be two distinct varieties; each Youden Square has 1 columns containing both x and y, (k' - 1) columns containing x but no y, another (k' - 1) columns containing y but no x, and the remainder v - X - 2(k' - 1) columns will contain neither x nor y. Therefore the two varieties x,y will appear together in the same column in D, [x(n+l)2 + 2(k'-x)n(n+l) + [v - I - 2(k'-x)]n2]m = m[x + n(k.+ k'f] = 12 times, which concludes the proof. 19 Note that the existence of a symmetric BIB design is needed to carry out the construction but is by no means necessary for the existence of the GY-design, as the following theorem shows. Theorem 2.1.3: Let s = pn be a power of a prime. Then there exists GY-designs with parameters v=s +l,b=s(sz+l),k=s+l. Proof: The other parameters are easily computed 2 2 r=s(s+l),x1=s(s+l),x2=(s+l)(23 +23+l) Now let Q be a non-degenerate elliptic quadric in PG(3,s); it contains 82 + 1 points and each plane of the geometry inter- sects the quadric Q in either one single point (tangent plane) or in exactly 8 +'l points forming a non-degenerate quadric Since Q contains 32 + 1 points, there are s2 +'l tangent planes and s3 +'32 + s+l - (82 + l) = s(s2 +'l) non-tangent planes. Taking the points of Q as varieties and the non-tangent planes as blocks we obtain a BIB design with parameters v = $2 + 1, b = 3(32 + l), k = s + l, X = s + 1 . This design has the property that every triple of varieties occurs in exactly one block, which is a translation of the fact that any three points of the quadric determine a unique non-tangent plane. Agrawal (1966) has proved that in any BIB design with b = mv, the varieties can be rearranged within each block (column) so that every variety appears in a row m times; the rearrangement is achieved using systems of distinct representatives, which in 20 turn can be constructed with Hall's algorithm (Hall, 1956). After the rearrangement of varieties, the BIB design becomes the desired GY-design. Note that no symmetric BIB design exists with v = 32 + l, k = s +'l. 2.2 Geometric construction _§_§X;designs In this section we will consistently make use of the follow- ing conventions and notation. s will designate a power of a prime number, s = p“; GF(s) will stand for the Galois field with 8 elements; EG(2,s) will designate the Euclidean plane based on GF(s). Let a0 = 0, a1 = l, a2,...,as-1 be the 3 elements of GF(s) in some order; let L1 be the line with equation x = 01, i = O,l,...,s-l and similarly let Lj i be the line with equa- tion a x'+ y = a1, i,j = O,l,...,s-l; the 3 parallel lines J Li, 1 = O,l,...,s-1 form a pencil X, and for each aj E GF(s) the 5 parallel lines i = O,l,...,s-l, form also a pencil Lj’i’ Y1; the order in GF(s) induces an order of the lines within each pencil as follows: for any ai’ aj, an E GF(S), Li < Lu it and only if ai < au Lj,i < Lj,u if and only if 0i < an . The lines L1 and Lj’i will be referred to as the i-th lines of pencils X and Y1 respectively. Any point P of EG(2,s) is uniquely determined as the intersection of a line of the pencil X and a line of the pencil 21 Y We can therefore order the points of EG(2,s) as follows: 0. Let P, P' be two distinct points of EG(2,s) given by P=L1nLOJ’ P'gLi'nLOj' then P < P' if and only if Li < Li. or i = i' and L0,j < L0,j" We will assign the numbers 0,1,...,sZ-l to the 32 points of EG(2,s) in that order. In all the algebraic manipulations applied subsequently these serial numbers of the points will be treated as actual numbers. Lines will be viewed as s-tuples of their points enumerated in increasing order, and pencils as square matrices of points whose i-th row is the i-th line of the pencil, i = O,l,...,s-l. We will use the n X n permutation matrices Tn and en defined as follows: By premultiplying a m X n matrix A by Tm we achieve a cyclic permutation of its rows; by postmultiplying A by gn we achieve a cyclic permutation of its columns. The subindices will be dropped whenever the dimensions of the matrices involved are clear. We will also introduce the transformation a defined on the points of EG(2,s) as follows: 0(x,y) = (yet) V (x,y) E EG(2.S) - Y will denote the s2 X 3 matrix r' H Y0 Y1; Y = I s-l Y C L 8'1 .I and G will be the s2 + s X 5 matrix “1:1 - Theorem 2.2.1: There exist GY-designs with parameters v = $2, b=k=s(s+l). Proof: The other parameters are '1 II (s + l)2 , m = n = l , 11 = 12 = $2 + 33 + 3 2 OI=S ,aO-S-S-l,a1=1. We will take the varieties of the design to be the points of EG(2,s). We claim that each column of the matrix Y is a permuta- tion of the set of the 82 points. Suppose that the point a appears twice in the j-th column of Y for some j; then we must have {a}=ta.flt =4, (It , 1 j+q B , k j+8 for some a,e,i,k, a f a, which is impossible since the lines and L are different and parallel. LJ'I’OI 1+8 T Similarly each row of oY is also a permutation of the points of EG(2,s). 23 We now claim that the matrix X oY Y L where L is any Latin Square of order 32, is the desired GY-design. First note that oXT = X, therefore the first 3 rows of D are the lines of EG(2,s) written vertically, and we have natural one-to-one correspondence between the lines of EG(2,s) and the rows and the columns of D. Note that a point occurs twice in a row or column of D if and only if it belongs to the corresponding line; consequently since no two lines have more than one point in common any two rows or columns will have at most one point occurring twice in common. Therefore a1 8 Bl = l and we conclude that D is a GY-design. Example 2.2.1: For 3 = 4 we have v = 16 , b = k = 20 , r = 25 , 11 = 12 = 31 o 1 2 3 o 4 8 12 6 7 1 5 13 x= 91011 YO= 2 61014 12 13 14 15 3 7 11 15 o 5 1o 15 o 6 11 13 1 4 11 14 1 7 1o 12 Y1 = 2 7 8 13 Y2 = 2 4 15 3 6 12 3 5 14 o 7 14 1 6 15 Y3 = 2 5 11 12 3 4 1o 13 0 l 2 3 4 5 6 7 8 12 11 10 14 15 12 13 9 13 10 ll 13 12 15 14 10 11 14 15 10 14 11 15 15 O 14 1 l3 2 12 3 5 ll 4 10 2 6 10 3 7 11 10 ll 12 11 12 13 12 13 14 13 14 15 14 15 0 15 O 1 12 13 14 15 10 ll 12 l3 14 15 24 10 15 10 ll 12 l3 14 15 14 11 10 11 12 13 14 15 13 10 ll 12 l3 14 15 10 ll 12 l3 14 15 10 11 12 13 14 15 10 13 10 ll 12 13 14 15 15 10 ll 12 l3 14 15 11 12 11 12 13 14 15 13 12 l3 14 15 10 ll 15 13 14 15 10 11 12 l4 14 15 10 ll 12 13 10 15 10 11 12 l3 l4 25 Remark: It seems worthwhile to explain the main idea behind the construction of the above GY-designs. The points, the lines and the points within the lines were ordered in such a way that the corresponding columns Of each of the matrices representing the parallel pencils Yj’ j = O,1,...,s-l, consist of all elements of the same row of the matrix X. Moreover since for x = 0 the equation y = a1 is the same as ajx + y = ai the columns of each of these matrices consisting of the elements of the row of the X matrix for which x = 0 are also identical with respect to the order of their elements within the columns. Consequently, since no two lines of distinct parallel pencils can have more than one point in common, the remaining 3 - 1 sets consisting of 3 columns whose elements belong to the same row of the X matrix x = ai’ ai # 0, form distinct permutations of these elements of a specific structure. Namely each element will belong to one and only one set of 3 columns and will occupy within the set all the distinct 5 positions of a column. Hence the 3 distinct powers of the g Operation, which permutes cyclically the columns of each of the Yj parallel pencils, will place each element in each of the distinct columns of the matrix Y. Analogous reasoning applies to the dYT matrix with y and 7 replacing the roles of x and g respectively. For the next construction we need the following lemma. Lemma 2.2.1: There exist Latin Squares of order 32 which can be split into 8 groups of 3 columns in such a way that every row in each group is a line of EG(2,s). Proof: We claim that 26 r’ 3" 1 Y0 TYO T 1YO S- Y1; TYlg T 1Y1; L = I Z 8-1 8-1 s— s-l LYS‘lg TYs-lg ... T 1YS_1C 3 is the desired Latin Square. We have already shown that each column of Y is a per- mutation of the 82 points, therefore so is every column of L. We must show now that each row of L is also a permuta- tion of the 82 points; but since Ti is not the identity if 0 < i < s-l each row of L is made out of 3 different lines belonging to the same parallel pencil and therefore no point can occur twice in the same row. Exggple 2.2.3: We have already constructed EG(2,4). The Latin Square can now be exhibited as follows: 0 4 8 12 l 5 9 13 2 6 10 14 3 7 11 1 5 9 l3 2 6 10 14 3 7 11 15 O 4 2 6 10 14 3 7 ll 15 0 4 8 12 l 5 9 3 7 ll 15 0 4 8 12 l 5 l3 2 6 10 5 10 15 O 4 ll 14 l 7 8 13 2 6 9 12 4 ll 14 l 7 8 13 2 6 9 12 3 5 10 15 L = 7 8 13 2 6 9 12 3 5 10 15 O 4 11 14 6 9 12 3 5 10 15 O 4 ll 14 l 7 8 13 11 13 0 6 10 12 l 7 9 15 2 4 8 l4 3 10 12 1 7 9 15 2 4 8 l4 3 5 ll 13 0 9 15 2 4 8 l4 3 5 11 13 0 6 10 12 l 8 14 3 5 ll 13 0 6 10 12 l 7 9 15 2 14 O 7 9 15 l 6 8 12 2 5 11 13 3 4 15 1 6 12 2 5 ll 13 3 4 10 14 O 7 12 2 5 11 13 3 4 10 14 0 7 15 l 6 l3 3 4 10 14 0 7 9 15 l 6 12 2 5 15 12 13 14 NHOW bwom 10 \O 11 27 An attractive feature of this family of Latin Squares is that they are split into s2 subsquares each of which contains each of the varieties once. We conjecture that they are orthog- onally mateless, but were so far unsuccessful in proving it. Orthogonally mateless Latin Squares of order k are known to exist for arbitrarily large and even k, but their existence is unknown for arbitrarily large k when k is odd. Our conjecture, if true, will give a construction of an orthogonally mateless Latin Square for all k of the form k = p2“, p a prime number. Theorem 2.2.2: There exist GY-designs with parameters v = 32, b = 8(82 - l), k = s(s+l). Proof: The other parameters are r=(s+l)2(s-l) m=s-l n=l -2 _2 r(b) - s - l. r(k) — s - l 7.1 = (s-l)(82 - 1)(s + 2) + (32 - S - 1) 1,2 = (52 - 1) (s + 2) + (3-1) _ = _2 01-8 010 1 (11—8 -s-1 6 = 52 - s 80 s3 - 232 + l 51 = s - l . Let L be the Latin Square of order 32 constructed as in the previous lemma. For every point a, let pL(a) be the transpose of the column vector of L whose first component is a with that first component missing, this notation is consistent since each row of L is a permutation of the points of EG(2,s). Thus pL(a) is a (82-1)-tuple of distinct points and it does not contain the point a; is a mapping defined through the Latin pL Square L; in matrix notation pLT 2 s -l J where cL(a) is the column of L whose first element is a. For any m X n matrix A = (aij)’ pL(A) will be naturally understood as the m X n(sz-l) matrix pL(A) = (pL(aij))° Now let G = [:j] and consider the s(s+l) X s(sZ-l) matrix D = pL(G). We will prove first that the rows of D satisfy the requirements for a GY-design. Any row of D contains every point of the geometry 3 times, except for the 8 points in the corresponding row of G, which will occur s-l times. Furthermore, since the rows of G are the lines of EG(2,s) the two elements of every pair of distinct points occur 5-1 times in the same row of D exactly once. Therefore a0 = l and the row conditions are satisfied. Let x, , y be the (i,j) entries in the matrices 13.7 1:3 2 X and Y respectively; let Cj’ j = 0,1,...,s-l, be the s X s -1 matrix whose i-th row is pL(xij)’ i = O,1,...,s-l, and similarly let Lj’ j = 0,1,...,s-l, be the 52 X 52-1 matrix whose i-th row is pL(y1j), i = O,1,...,sZ-l. Note that there are no repeated points in any row or column of Lj’ j = 0,...,s-l, but it is not a Latin Square since each row has only sZ-l points. The matrix D can be written 29 0 l s-l L0 L1 ° Ls-l Observe that since X = YO, r 1 1 T T YO TjY g 0 l 2 1,3 -l Gj = I j = O,l,...,s-l I - 2 TJY 1C8 1 s -l L. S' ..1 that is, the matrix C is the transpose of the j-th block of 1 3 columns of L with the first row missing, and that missing 0' Therefore the columns of G are the lines of EG(2,s) written vertically 1 except for the line LO j and the 3 lines Li, i = 0,1,...,s-l, ’ first row is LO j’ the j-th line of the pencil Y 3 of the pencil X. Hence in each Gj there are s + 1 missing lines. The idea Of the construction is to use one of the matrices Gj consisting of 82 - l = (s+l)(s-l) s-tuple columns to complete each of the remaining s-l Gj's to a full geometry. We shall show that this can be achieved by permuting the elements within each row of the chosen Gj and keeping the rows constant which will preserve the already established GY-design prOperty for the rows. The lines to be recovered by the chosen Gj are the 3 lines Of the pencil X each replicated s-l times plus the lines of the pencil YO except LO j’ a total of s(s-l) + 8-1 = 32 - 1 lines . 30 Let the lines of the pencil X be written vertically. Since XT = Y if we apply the cyclic permutation 'r1 to the 0’ * i-th line of the pencil X, each row of the resulting matrix X will contain one point from each line of Y0; indeed * s-l x [L0, TL1,'°°,T LS'IJ where Li, 1 = 0,1,...,s-l, is the i-th line x = ai of X written vertically. Consequently each row of the s X s(s-l) matrix 9: * s-2* [x,TX ,...,T X] will contain 8-1 points from each line of Y0. We shall add to each row of the above matrix s-l points chosen in such a way that all the lines except L0 j will be 9 completed. Notice that this must be done in a unique way since each of the lines had exactly one point missing. We Obtain * this way the s X 82 - 1 matrix Gj which is characterized by the fact that only the line L0 j of Y0 is not complete. 9 * It is clear from the way G was constructed that the i-th J point of L will appear in the j+i-th (j+i taken mod 3) row 0,J * of G as well as in the s-2 preceding rows J j+i-l (mod s),...,j+i-(s-2)(mod s), but not in the following row j+l * G J 0.J’ i = O,l,...,s-l, which is also the case with GJ. Thus the i-th 1+1 * G and of G contain the same points, but in a J J different order. j+i+1 (mod 3), i = 0,1,...,s-l. Therefore the matrix T is such that its i-th row does not contain the i-th point of L rows of T . j+1 * . Substituting ¢ G for Gj in D we obtain which we claim is a GY-design. We need only to verify the conditions regarding the columns. Since every column of Li’ 1 = 0,1,...,s-l is a row of a Latin Square, and since each column of Gi’ i = 0,1,...,s-l, and G: is a line of EG(2,s) we see that a point occurs twice in a column as many times as it appears in a line; since each point belongs to 8+1 lines in the geometry and we have s-l replicated geometries, we conclude that any given point occurs twice in (8+1) (8-1) = $2 - l = r(b) columns. Two distinct points will appear each twice in the same column if they belong to the same line; since a pair of distinct points determine a unique line and there are s-l replicated * geometries, Bl = s—l and we can conclude that Dj is a GY-design. Example 2.2.3: For 3 4 we have a = 16 b = 60 k = 20 r = 75 *1 = 281 12 = 93 . From Example 2.3.2 we directly write 0 1 2 6 5 4 7 8 ll 10 9 13 14 15 12 4 5 6 9 10 11 8 l4 13 12 15 3 0 l 2 G3= 8 9 10 12 15 l4 l3 3 O l 2 4 7 6 5 12 13 14 3 O l 2 5 6 7 4 10 9 8 11 We have already obtained 32 o 1 2 3 o 4 8 12 4 5 6 7 1 5 9 13 x Y = 8 9 1o 11 o 2 6 1o 14 12 13 14 15 3 7 11 15 We directly obtain 0 7 10 13 x* _ 1 4 11 14 ’ 2 5 15 3 6 12 o 7 10 13 1 4 11 14 2 5 a 15 * 1 4 11 14 2 5 8 15 3 6 9 12 Ga = 2 5 15 3 6 9 12 o 7 1o 13 3 6 12 o 7 1o 13 1 4 11 14 it Since T4 is the identity, the rows of G3 12 9 6 O 13 10 4 1 14 8 5 2 correspond to the rows of G3, so there is no need to reorder these rows. * The GY-design D3 would be Theorem 2.2.3: There exist GY-designs with parameters b=k=s(sz-l). Proof: The other parameters are 2 r = (s -l)2 m = n = 8-1 = (82-1)(s-l) b(v) = 3(8‘1) 1:(1») ' ”(1:1 11 = 12 = as - 333 + 33 - l 3 2 a=B=s(s-1) (11:61-18 -28+1 0’0 V 8o 33 Let us permute cyclically the lines within the same parallel * pencil in TJ+IGJ; this can be accomplished by matrix multiplication as follows: 68 I 1' cs ' * ° ** TJ+IG '. = G, 1 CS J L gS-la where there are s-l matrices £3 and all the off diagonal matrices are zero. We claim that the s(sZ-l) X s(sZ-l) square matrix ' **“ G0 G1 . . s-l L0 L1 . LS_1 ** G1 (32 , . GO D** ’ L - L1 L2 ... 0 ** Gs-Z Gs-l °° Gs-3 LFS'Z Ls-l "° Ls-3 is a GY-design. Using the same argument as in the previous theorem we will prove that the row conditions for GY-designs are satisfied. ** Any given column of D is made out of s-l rows of the Latin Square L, corresponding to the matrices Li’ plus s-l different parallel lines, cooresponding to either the matrices ** Gi or to the matrices G1 as the case may be. Therefore a point occurs in each column either s+l or 5 times; it will occur 8 times if and only if it belongs to one of the s-l 34 parallel lines. Since these parallel lines contain s(s-l) points, the number of points repeated in the column s = n+1 times is s(s-l) = 32 - s = k(v)' Furthermore, the missing lines from each ** ** column of D are the columns of the missing Gj’ (G ), matrix J in each block of 32-1 columns; these matrices are ** Go,ooo,G Gs-l’ s-2 and they constitute, as we have seen in the previous theorem, the full geometry EG(2,s) replicated 5-1 times. Therefore each member of a pair of points will appear s-l times in the same column if and only if both points belong to the line missing from that column, and 60 = 8-1. This concludes the proof that D** is a GY-design. Example 2.2.4: For 3 = 3 we have v = 9, b = k = 24, r = 64, 11 = 12 = 170, a = B = 6, a0 = 80 2, 01 = 81 = 10 0 l 2 O 3 6 O 5 7 O 4 8 X=3 YO=147 Y1= 138 Y2=156 6 8 2 5 8 2 4 6 2 3 7 O 3 6 1 4 7 2 S 8 1 4 7 2 5 8 O 3 6 2 S 8 O 3 6 1 4 7 5 7 0 3 8 l 4 6 2 L = 3 8 l 4 6 2 5 7 0 4 6 2 5 7 O 3 8 1 8 0 4 6 1 5 7 2 3 6 l S 7 2 3 8 O 4 7 2 3 8 0 4 6 1 5 TC 0 *‘k ”1 TC 0 80461537 72380461 61572304 35 G 1 20345678 53867120 86120534 23704865 =15623708 04815632 37248056 =56l37280 48056123 ** 36 34 37 We finish this section exhibiting another GY-design D* with parameters v 3 9, b = k = 24 which is non-isomorphic to ** D with the same parameters. Definition 2.1: Two GY-designs with the same parameters are said to be isomorphic if one can be obtained from the other by renaming the varieties, reordering the rows or reordering the columns. The GY-design D which follows, was constructed using *9 the unique geometry EG(2,3) and trial and error. 1 l 2 2 3 3 4 4 4 5 5 7 6 6 6 7 7 9 8 8 8 9 9 5 4 4 5 5 6 6 8 8 1 2 2 2 3 3 3 7 7 7 1 8 l 9 9 9 7 7 8 8 9 9 l l l 6 2 2 3 3 3 4 4 4 5 5 5 6 6 2 l 1 5 5 9 9 2 2 2 3 3 3 4 4 4 6 6 6 7 7 7 8 8 8 2 2 6 6 7 7 l 1 l 8 3 3 9 9 9 5 5 5 8 3 8 4 4 4 3 3 4 4 8 8 2 2 2 l 1 6 5 5 5 6 6 l 7 7 9 9 9 7 l l 4 4 7 7 2 2 8 3 3 3 5 5 5 9 6 6 9 9 6 2 8 8 2 2 5 5 8 8 3 3 3 l l 1 4 4 4 9 9 9 6 6 7 7 7 6 3 3 6 6 9 9 8 8 8 2 2 2 4 4 l l l 4 7 7 7 5 5 5 8 8 1 1 6 6 9 9 9 7 7 7 5 5 4 3 4 3 3 5 4 2 2 2 9 9 2 Z 4 4 8 8 8 5 5 5 6 6 6 7 7 7 3 3 3 l l 1 3 3 7 7 5 5 6 6 6 9 9 9 2 2 2 8 8 8 l l l 4 4 4 D* = 4 4 3 3 2 2 5 5 5 7 7 8 9 9 7 1 l 6 6 l 6 8 8 9 6 6 7 7 5 5 9 9 9 4 4 4 8 8 8 3 3 3 2 2 2 l l l 8 8 9 9 1 1 7 7 7 6 6 6 2 2 2 5 5 3 4 4 3 5 3 4 2 2 6 6 l 1 3 3 3 5 5 5 7 7 7 8 8 8 9 4 9 4 4 9 8 8 3 3 7 7 4 4 4 9 9 9 2 2 2 5 5 5 1 l l 6 6 6 5 5 9 9 4 4 7 7 7 6 6 6 l l l 8 8 8 3 3 3 2 2 2 5 5 8 8 2 2 7 7 7 4 4 4 9 9 9 l l l 6 6 6 3 3 3 6 6 9 9 3 3 5 5 5 7 7 7 8 8 8 4 4 4 2 2 2 l l 1 7 7 1 l 4 4 6 6 3 8 8 8 3 3 6 2 2 2 9 9 9 5 5 5 9 9 7 7 2 2 5 5 5 8 8 8 l 1 3 3 3 l 4 4 4 6 6 6 5 5 3 3 l 1 6 6 6 4 4 9 8 8 8 9 9 9 2 2 2 7 7 7 6 6 4 4 8 8 9 9 9 l l l 7 7 7 2 2 2 5 5 5 3 3 3 38 *9: That D and D* are not isomorphic is evident since ** D has several columns identical, while D has not two identical columns. 2.3 A_class gf'non DeoEtimum Qi-designs As stated in Chapter I, J. Kiefer proved in his 1958 paper that GY-designs are D-optimum if either b(v) = 0 or k - 0, We will show now that if the divisibility condition is not satisfied the GY-design may not be D-Optimum. Theorem 2.3.1: There exists GY-designs with v = 4, b = k = 6t for any odd integer t. Proof: The other parameters are 2 = 9t b - k = 2 - = 3t 1” (v) (v) 1r(b) r(k) = = 3t-l _ _ 27t3 - t m n 2 "1 " >2 2 a = B = 2t a0 = 80 ' t 01 = 81 ‘ t . Let the set of varieties be V {A,1,2,3} and let g be a permutation on Vb defined as follows: g(a1,...,ab) = (ab,a1,...,ab_1), V(al,...,ab) E Vb. Let T be a transformation on V which leaves exactly one variety fixed; by renaming the varieties if necessary we may assume without loss of generality that T(A)=A,T(1)=2.T(2)=3»T(3)=1° 39 Finally let p E‘Vb be m m+1 m+1 m p = (A ... A, 1 ... l, 2 ... 2, 3 ... 3) and let D be a k X b matrix whose first row is p and such that every row and column is the transformed of the preceding one by g o T. Since T leaves A fixed, A will occur m times in each row and column of D; since T3 is the identity every variety other than A will appear m+1 times in two out of every three consecutive rows or columns. Let d i = l,2,...,k, j = 1,2,...,b be the (i,j) ij’ entry of the matrix D. We claim that if we make di,3t+i = A, * i = 1,2,...,3t, the resulting matrix D is a GY-design. Variety A appears ‘m+l times in each of the first 3t = r(k) rows; any other variety x # A appears m+1 times in one out of every three consecutive rows for the first 3t rows, and in two out of every three consecutive rows for the last 3t rows that is in a total of 2!;-+ §£2 = 3t = r rows. ’ 3 3 (k) Moreover, the pair of distinct varieties A,x (x #.A) appear m+1 times each in the same row t = a1 times. A pair of distinct varieties other than A can occur m+1 times each in the same row only in the last 3t rows and in exactly one out of every three consecutive rows, that is in t = (171 rows. The same arguments applied to the columns would allow us * to conclude that D is a GY-design. Example 2.3.1: For 40 t = 3, we have 9 r 81 3 )t 1 XZ = k - 2 (v) (v) ’ 0’ 1 1 1 1 2 2 41 1 A A A A 2 2 2 2 2 A 3 3 3 3 l 1 1 2 2 A A A A 3 3 3 3 3 A l l l l 2 2 3 3 3 A A A A 1 l 1 1 1 A 2 2 2 2 3 1 1 l l A A A A 2 2 2 2 2 A 3 3 3 3 l 2 2 2 2 A A A A 3 3 3 3 3 3 A l l * We will show now that the GY-design D is not D-optimum, by comparing it with the non-symmetrical design D. The hypothesis to be tested is that variety has no effect on yield, that is ‘YA='Y1=‘Y2=‘Y3. In the two-way heterogeneity setting where we have v varieties and a k X b array of plots, the covariance matrix is 42 given by (see for instance, Kiefer, 1958) 1(1) 1(2) r r ..-. .. _l.l_ _ .ii. ...1__1 C11 51111 b k + kb where 611 is the Kronecker delta, ri is the number of replica- tions of the i-th variety and ; n<1) n(1) =1 11 11 (2) n<2) 1 it jL IIMU‘ :1 (q) with n equal to the number of occurrences of the i-th variety in the L-th row 01 = l) or the L-th column (q = 2). It is a straightforward but long computation to obtain in the case of D c* = 27t2 - 2 c* = 2 - 27t2 ii 4 ij 12 for 1 16 j, 1,1 =A,l,2,3. For the design D one would Obtain c = 27t2 - 6t - l c = _ 27:2 — 6t - 1 AA 4 Ai 12 2 2 c =2431; +18t-l7 c ____81t ~18t+7 ii 36 ij 36 i 7‘ J, i.J = 1,2,3 * and for the corresponding determinants A and A, * [27t2- ]3 A=——3—'— A = L271:2 + 3t - 212127t2 - 6t - 11 3 " o 3 43 3 2 * 108t - - 12 + The difference A - A = 45t3 t 4 is 3 * . positive for any positive t, therefore D is not D-optimum. Note however that for the eigenvalues we still have 2 2 - - - * 21£3———Z-> 27t 3 6t 1 , that is the smallest eigenvalue of D is larger than the smallest eigenvalue of D, as it should be. Example 2.3.2: For t = l A11223 A11A23 1112233 1A22A3 1211331 12A33A D=223All D*=223A11 2331A2 2331112 33112». 33112A * A - A = -—'> 0 . Final Remark: Other sets of parameters satisfying the necessary conditions for GY-designs were obtained but they did not lead to suggestive combinatorial configurations. Further research is now in progress to construct other classes of GY-designs using different combinatorial structures. CHAPTER III SUM COMPOSITION OF LATIN SQUARES 3.1 Introduction and Definitions The different methods of composition are among the most powerful techniques of construction of combinatorial systems. Those methods permit the construction of a new combinatorial system out of known ones. However the methods known so far are of the product type, in the sense that the parameters of the new system are some sort of product of the parameters of the initial systems; for instance the existence of orthogonal arrays (xiv:,qi,vi,t), i = l,2,...,r, implies the existence of the orthogonal array (th,q,vi,t), where y = y1.y2...yr, v = v1-v2-oovr and q = min(q1,q2,...,qr). In this chapter we will be dealing with a new sum type method of composition of Latin Squares due to Hedayat and Seiden (1969). Definition 3.1.1: Two Latin Squares of order n are orthogonal if upon superimposition each of the 112 pairs of distinct varieties occur exactly once. A system of two orthogonal Latin Squares or order n will be referred to as a O(n,2) set. If A and B are orthogonal Latin Squares we will write A 4.8. Definition 3.1.2: t Latin Squares of order n are mutually orthogonal if any two of them are orthogonal. 44 45 A system of t mutually orthogonal Latin Squares of order n will be referred to as a 0(n,t) set. Definition 3.1.3: A Latin Square L of order n is orthogonally mateless if for any other Latin Square L1 of order n the pair (L,L1) is not a O(n,2) set. Definition 3.1.4: A transversal of a Latin Square of order n is a collection of n cells whose entries exhaust the set of varieties and such that no two cells belong to the same row or to the same column. Two transversals are parallel if they have no cell in common. Definition 3.1.5: A common transversal for a 0(n,t) set is a collection of n cells which is a transversal for each of the t Latin Squares in the set. Example 3.1.1: 1 2 L a: 1 2 1 r -w (1) 2 3 4,7 (1) 2 3 3 g 1 4 (3) _3__ 4 1 (2) L2 "" 3 (4) 1 2 L3 = 4 (3) _2_ 1 L“ 3 (2) 1 2 1 <4) 3 J r71 2 3 41 F1 2 3 47 4 3 2 1 3 4 1 L4 = 2 1 4 3 L5 = 4 1 2 L3 4 1 2 J I.“ 1 2 3 J L1 is the only Latin Square of order 2; it has no transversals at all. 46 L2,L3,L4 form a 0(4,3) set; L is orthogonally mateless, 5 the underlined and paranthesized cells in L form two common 2 ’13 parallel transversals of the 0(4,2) set formed by L ,L ; the l 2 0(4,3) set formed by L has no common transversals. 1’12 ’13 3.2 The Method of Sum Composition This method was first introduced by Hedayat and Seiden (1969). Let L1,L2 be two Latin Squares of orders T11 and 112 on disjoint sets of varieties {a1,a2,...,a } and n l {b1,b2,...,bn }, n1 2 n2, and let L1 have at least n2 parallel 2 transversals. Select arbitrarily n parallel transversals from L 2 l and name them l,2,...,n2; in a n1 + 112 square fill the n1 X 111 upper left corner with L1 and the n2 X 112 lower right corner with L . Fill the cells (i,n + k), k = l,2,...,n 2 , with that l 2 element of transversal k which appears in row i, i = l,2,...,n1; similarly fill the cells (n1 + k,j), k = l,2,...,n2, with that element of transversal k which appears in column j, j = l,2,...,n1. Finally substitute b for the n k elements of transversal k, l k = l,2,...,n2. The resulting n1 + 112 square matrix L is easily seen to be a Latin Square. The procedure just described of filling the first 111 entries of column (row) n1 + k is called horizontal (vertical) projection of transversal k on column (row) 111 + k. 47 Remark: It is by no means required that the ordering of transversals be the same for both horizontal and vertical projections. Therefore, if N is the total number of parallel transversals of L we can 1 construct by this method N 2 (n2) 61,!) different Latin Squares of order n + n . l 2 Example 3 .2 .1 : 0 l 2 3 4 5 6 2 3 4 5 6 0 l A B C D 4 5 6 0 l 2 3 B C D A L1 = 6 0 l 2 3 4 5 L2 = C D A B l 2 3 4 5 6 0 D A B C 3 4 5 6 0 1 2 5 6 0 l 2 3 4 In L1 the cells (i,j) such that i + j E k(mod 7) form a transversal for each value of k, k = 0,1,...,6. Let us use those corresponding to k = 0,2,4,6, in that order, for horizontal projection, in reverse order, (6,4,2,0), for vertical projection and in alternate order (0,4,2,6) for substitution. The result is the Latin Square L of order 11. J> CD A l C 3 B 5 D 0 2 4 6 2 C 4 B 6 D A 1 3 5 0 C 5 B 0 D A 3 2 4 6 l 6 B 1 D A 4 C 3 5 O 2 B 2 D A 5 C O 4 6 l 3 L = 3 D A 6 C l B 5 0 2 4 D A 0 C 2 B 4 6 l 3 5 5 4 3 2 l O 6 A B C D l 0 6 5 4 3 2 B C D A 4 3 2 l 0 6 5 C D A B 0 6 5 4 3 2 l D A B C 3.3 Sum Composition of O(n,2) Sets Under certain conditions it is possible to use the method of sum composition to obtain O(n,2) sets from known O(n1,2) and O(n2,2) sets, n = 111 + n2. Let {A1,A2} be a O(n1,2) set on the set of varieties A = {a1,a2,...,an } with at least 2n2 l and {B1,B2} a O(n2,2) set on the set of varieties common parallel transversals, B ={b1,b2,ooo,bn2}, A n B = $9 Select 2n2 common parallel transversals from the first set and use half of them to compose A and B to obtain a l 1 Latin Square L1 of order 111 +n2 = n; use the remainder n2 transversals to compose A2 and 32 to obtain a Latin Square L2 of order n. It is obvious fnam the construction that upon superimposi- tion of L1 on L2 the elements of A X B and B X A will appear along the 2n2 transversals in the 1:11 X 111 upper left corner; the elements of B X B will appear in the n2 X n2 lower right corner, since B1 and B2 are orthogonal. However 49 some of the elements of A X A will be missing, but by prOperly choosing the 2n2 transversals and the order of projection we may achieve that the pairs (ai,ak) lost by substituting elements of B in transversals of A1 and A2 be recovered on projection. Although we do not have a unified rule to achieve this we do have procedures which are applicable in several cases. Example 3.3.1: Let r11 = pa be a power of a prime number p, and number the rows and columns of a n X n square matrix 0,1,2,...,n -l; 1 1 l for a fixed x E GF(nl), x # 0, fill cell (i,j) of the matrix with ix + j E GF(nl); the resulting square is a Latin Square A(x). Furthermore the n1 - 1 Latin Squares A(x), x E GF(nl), x ¥ 0, constitute a 0(n1,n1-l) set; the cells (i,j) such that i + j = k, k 6 GF(nl) constitute a set of 111 common parallel transversals of the 0(n,n1-l) set. Now, let GF(7) be represented as the residue classes modulo 7, and let A =.A(3), A2 =4A(4) and similarly, for GF(3) 1 let B1 = B(1), B2 = 8(2). To compose A1 and B1 use the transversals given by k = 0,5,4 in that order for both projec- tions and substitution and obtain L1; to compose A2 and B2 use the transversals given by k = 1,2,6 and obtain L2; (L1,L2) is a 0(10,2). 50 0 1 2 3 4 5 6 4 5 6 0 l 2 3 0 l 2 3 4 5 6 3 4 5 6 0 l 2 6 0 l 2 3 4 5 A1 = 2 3 4 5 6 0 1 l 2 3 4 5 6 0 A2 = 5 6 0 1 2 3 4 2 3 4 5 6 0 l 5 6 0 l 2 3 4 2 3 4 5 6 0 l l 2 3 4 5 6 0 2 3 4 5 6 0 1 4 5 6 0 l 2 3 A C .A B CA BC A 1 2 3 C B 6 0 5 4 3 4 5 C B A l 2 0 6 6OCBBAS421 ZCBSA01643 (330112341 L1=B2A456C310 5 6 4 A 6 0 l C B 5 3 2 0 5 3 1 6 4 2 A B C l 6 4 2 0 5 3 B C A 6 4 2 0 C A B 3 l 5 6 2 0 A B 3 4 5 C l A B 6 0 1 C 3 4 5 2 B 2 3 4 C 6 A 0 l 5 5 6 0 C 2 A B 3 4 l 2 3 C 5 A B l 6 0 4 6 C 1 A B 4 5 2 3 0 C 4 A B 0 l 2 5 6 3 L2 = 4 l 5 2 6 3 0 A B C l 5 2 6 3 0 4 C A B 3 0 4 l 5 2 6 B C A Hedayat and Seiden (1969) have proved the following results. 51 Theorem 3.3.1: Let 111 = pa 2 7, where p is any odd prime number, a a positive integer, 111 i 13. Then there exists an O(n,2) set which can be constructed by composition of two n -1 = —L_ = 0(n1,2) and 0(n2,2) sets for 112 2 and n n1 + n2. meoreL3.3.2: Let r11 = 20’ 2 8 for any positive integer (1. Then there exists an O(n,2) set which can be constructed by n composition of two 0(n1,2) and 0(n2,2) sets for 112 = 21’ and n = n11+ n2. The same authors have also proved in 1970 Theorem 3.3.3: If a prime number p has one of the following forms: I 3m +'1 II 8m-+ 1 III 8m + 3 IV 24m +'ll V 60m +-23 VI 60m +’47 then using the method of Sum composition it is possible to con- struct a pair of orthogonal Latin Squares of order pa + 3. The method of construction depends on the form of p, but does not depend on its specific value. Theorem 3.3.4: If p is a prime of the form 8m-+ l or 8m'+ 3, m # 0, then one can compose an 0(4,2) with an O(pa,2) based on Galois field, to obtain an o(p°' + 4,2). 52 3.4 Construction of O(n,2) Sets by the Method of Sum Composition In what follows we assume the following: n1 = pa, a power of a prime p; the 0(n1,2) set is based in GF(pa) and formed, with the notation introduced in Example 3.3.1, by A = A(x), 1 A2 = A(y), x,y E GF(nl), x f y, {x,y} fl {0,1} = Q5. We will use common parallel transversals given by cells (i,j) such that i +~j = k, k E GF(nl) and named by k. We further call S = {31,sz,...,sn2} and T = {t1,t2,...,tn2} the disjoint sets of 112 transversals each used to obtain L and L . 1 2 We have seen that the only difficulty of the method of sum composition is to make it sure that every element of A X A on L appears on superimposition of L the missing pairs are 1 2‘ the 2n2n1 pairs of the form (m+1.w+1),i+jesu1 which correSpond to the entries in the 2n2 transversals used in the composition. If transversal s of A(x) is projected horizontally on the same column as transversal t of A(y), on superimposition we will obtain along that column the 111 pairs (ax+b,ay+c) ,a+b=s,a+c=t If those pairs are to be some of the lost ones we must have: ix + j ax + b a + b s E S a + c = t E T iy +rj ay + c i + j k E S U T 53 or i(x-l) +-k = a(x-l) + s i(y-l) +'k = a(y-l) + t . Eliminating i we obtain k(y-X) 8(y-1) - t(x-1) or k(y-x) s(y-x) + (s-t)(x-l) . x-l . Making ;:;'= D we finally get k=(1+p,)s-p.t that is, by projecting horizontally transversal s of A(x) on the same column as transversal t of A(y) we obtain on super- impoSition the n1 pairs (ix +'j, iy +>j) i + j = (l + ”)3 - At Similarly, if transversals s and t of A(x), A(y) are projected veritcally on the same row, we will obtain along that row the n1 pairs (ax+b,cy+b) a+b=s c+b=t. If those pairs are to be some of the lost ones we must have ix + j = ax + b a + b s E S c + b = t E T iy+j=cx+b i+j=kESUT or i(x-l) +’k = a(x-l) + s i(y-l) +*k = C(y-l) + t . Eliminating i we obtain 54 k(y-X) = (x-1)(y-1)(a-c) + s(y-l) - t(x-1) Since a-c = s-t, we get k(y-X) = 8(y-X) + (s-t)(x-1)y and finally k = (1 + yu)s - yut that is, by projecting vertically transversal s of A(x) on the same row as transversal t of A(y) we obtain on super- imposition the 111 pairs (ix +‘J. 1? + J) i + J = (1 + yu)s - yut From now on we will use the following functions on S X T Kh(8,t) = (1 "I' ”)8 - pt Kv(s,t) = (l + yA)s - ypt . By properly choosing x,y and the pattern of pairing transversals from S and T we may be able to recover all the lost pairs and thus obtain a 0(n,2) set with n = p01 + n2. Hedayat and Seiden assume in all their work, xy = 1. Theorem 3.4.1: If p is a prime of the form p = 4m +-l, m > 1, then it is possible to compose O(pa,2) based on GF(pa) with 0(4,2) to obtain a O(pa + 4,2). Proof: Consider the pattern 1+1 - Kh(si’ti) i 1,2,3 3 Kh(s4’t4) ti-1 = Kv(si’ti) 1 2,3,4 1:4 = Kv(s1,t1) 55 that is 82 = (l + “>81 - ptl t4 = (1 + yu)s1 - ypt1 s3 = (1 + we, - u-tz c1 = (1 + ms, - Yutz $4 = (1 + 11-)83 - M3 t2 = (1 + yu)s3 - 711113 S1 = (l + “)84 - pt4 t3 = (l + YH)34 - yut4 . Solving this linear system in terms of s1 and t1, we obtain as a solution 32 = (l + ”)51 - utl 1 l 83 = (1 + p.)[1 + p, - ;(1 + yu)]sl - [u(l + p.) - $11.0. + YIJ') + 1]]t1 2 1 s4 = [A(l + yp) +11] ix; 81 - ¥&;'t 2=[(1+yp)(11+p,) L381 -[p,(l+yp,)+1]l-t1 t3 = [(1 + 71071..“ [II-(1 + W) + 11- 341(1 + 5310181 - 2 r [(1 + Yum» {41: - yzuzltl 1:4 = (1 + 3'qu1 - yutl - The compatibility conditions are 2 fin— [u(1+yn) + 1] = (1+p.) [1m - $(1+yu)] - M17711) [Ii-(1+1). + yuz) ' WI 2 1+“ = -(1*u)Lu(1+u) - -L1+u + 7112]] + w 3f—U17Vu) Y] W = (1+Vu)(1+v-)L1+u - jams] - yu<1+yu>1fi13<1mm2> - w] 2 - 11115322.). .. -(l+yu)[u(1+u) - "(11'1143’11-271 + y2 $111.41. .7] - These compatibility conditions reduce to 56 3 2 2 2 3 3 (l'i'p) -(1+u)yp+(l+u)yu ‘YTJ. =0. Dividing by y3p3 and making lEfi-= A we obtain as compatibility condition 13 - 12 +'x-l = 0 or (A-l)(),2 + l) = 0 . 2 I = 1 would give 33 = 81’ therefore we must have 1 +*l = 0, that is -1 has to be a quadratic residue in GF(pa) which is possible only if p is of the form p = 4m +-l. Calling i2 = -1, the compatibility condition becomes y(l : i(l-x)) = 1 . which is satisfied by the pair x = 2, y = 1 . Using 8 = 0, t1 = l we obtain as solution of the system s =’3 ; i t = -3 $.41 2 5 2 5 =4+2i t =-1~T21 S3 5 3 = -l i.3i t _ 1 1.21 S4 5 4’ 5 We must investigate now under what condition those solutions are all different. One can easily see that 81 = 32 if 10 E O(mod p), that is p = 2,5 31 3 83 if 20 E O(mod p), that is p = 2,5 31 = 34 if 10 a O(mod p), that is p = 2,5 81 = t2 if 25 E O(mod p), that is p = 5 s1 = :3 if 5 O(mod p), that is p = 5 III s = t4 if 5 O(mod p), that is p = 5 57 = 83 if 10 E 0(mod p), that is p = 2,5 84 if 20 a 0(mod p), that is p = 2.5 82 3 t1 if 5 E 0(mod p), that is p = 5 if 45 E 0(mod p), that is p = 3,5 32 = t3 if 25 a 0(mod p), that is p = 5 if 5 E 0(mod p), that is p = 5 s3 = 54 if 50 E 0(mod p), that is p = 2,5 83 = t1 if 5 0(mod p), that is p = 5 33 = t if 85 E 0(mod p), that is p = 5,17 83 = t3 if 5 E 0(mod p), that is p = 5 s3 = t4 if 25 E 0(mod p), that is p = 5 s4 = t1 if 45 s 0(mod p), that is p = 3,5 84 = t2 if 5 E 0(mod p), that is p = 5 s4 = t3 if 25 E 0(mod p), that is p = 5 t4 if 5 E 0(mod p), that is p = 5 t1 = t2 if 80 E 0(mod p), that is p = 2,5 H‘ H II ('1' 3 if 40 a 0(mod p), that is p = 2,5 t1 = t4 if 20 a 0(mod p), that is p = 2,5 t2 = t3 if 40 a 0(mod p), that is p = 2,5 t2 = t4 if 20 E 0(mod p), that is p = 2,5 t3 = t4 if 20 E 0(mod p), that is p = 2,5 . Therefore the solutions are all different when p = 4m+l, m > 1, provided p i 17. If p = 17, the pair x = 5, y = 9 satisfies the compatibility equation; using again 3 = 0, t = l we obtain 1 l the solutions 58 32 = 16 t2 = 12 83: 3 t3: 2 s4 = 4 t4 = 3 which are all different in GF(17). The limitation m > 1 is due, of course, to the fact that the method requires at least 8 parallel transversals in order to compose a 0(4,2) set. Note that xy = l is incompatible with y(l i i(l-x)) = l; indeed, the only common solution is x = y = 1. Theorem 3.4.2: If p E l,2,4(mod 7), p 2 11 it is possible to compose O(pa,2) based on GF(pa) with 0(4,2) to obtain a 0(p“ + 4,2). Proof: Consider the pattern 81 = Kh(32’t2) t1 = Kv(52’t2) s2 = KhIS3't3) t2 = Kv(s3't3) s3 = Kh(sa,t4) t3 = Kv(sl,t4) s4 = Kh(sl,t1) t4 = Kv(sa.t1) Solving this linear system in terms of s and t2, we obtain as solutions: S]. = (1 + ”)82 - ptz s3 = [(1'111)L(1+u)2-u(1+w)]-HL(HTML(1+p)2-u(1+yu)] - yu(1+'yu)]]sz 2 2 2 2 - L<1+u)[u(1+u)-yu 1 - uL(1+Vu)Lu(1+u)-yu ] - y u lltz 84 = [(1+u)2 - u<1+7u)132 - Lu<1+u) - yu21t2 59 F? ..a II (“VI-1752 - yutz H II 2 3 L(1+7u)(1+u)-YHL(1+YH)L(1+H) -u(1+Vu)] ' yu(1+yu)]]82 2 2 2 - L<1+Vu)u - yuL(1+7u)(u(1+u) - yu ) - y u ]]t2 t4 = [annulmz - some] - yeah/ms; 2 2 2 - [(1+yu)[u(1+u) - w '_I - y 111112 - The compatibility conditions are 1 = (“u-)L(1'I'I1)L(1‘*11-)2 -u- am) 1-61 (1471») 1 an») 2 -a<1+yu>]-ys<1+wm - HL (1476) (HT-l) -1m[ (1m) 1 (1+6) 2 ‘11-(1'1711) ]-yu(1+yu.)]] 2 2 2 2 0 = -(1+u)L(1+u)Lu(1"u)-yu l-uL(1+yu)Lu(1+u)-yu ]-y u- I] 2 2 2 + uLu<1+yu)-yu[(1+yu)(u(1+u)-yu )-y u I] o = <1+ye>1<1+m1<1+m2m<1+w>T-swm)[<1+n>2-n(1m>1-ys<1+vu)11 - yuL(1+yu)(1+u)-yuL(1+Vu)L(1+u)2-u(1+yu)l-yu(1+yu)ll 2 2 2 2 1 = -(1+yu)L(1+u)Lu(1+u)-yu ]-uL(1+Vu)Lu(1+u)-yu I-y u 11 2 2 2 + YuLu<1fiu)-yui (lflu)(u(1+u)-yu ) - y u- 1] which reduce to 2 2 2 1 - u(y-1) - u (y-l) (u y + uy-l) = 0 - Making x-l = u, y -l = v we get v4(u-l)(u2 + 1) +v3u(3u2 - 3u +-4) - v2u2(u2 - 3u + 6) - - v u3(u-4) - u4 = O . For u = l 60 the equation becomes QVB - 4v2 +'3v - 1 = 0 which can be factorized However (VTJE)(2V2-v+l)=0. u: look for the roots of 2v2 quadratic residue, and this is so if p To solve that equation it is necessary that Calling 12 3.7, u: 1, v = % gives t2 - t4, so we have to - vi+ l = 0. 1 gives X -7 be a 1,2,4(mod 7). =2,y= 5 i.i 4 = 0 we obtain as solution of the system =1li 4 =3-71 2 =7-731 8 is easily seen = 32 if 121 = 83 if 32 = 34 if 32 = t1 if 8 = t2 if 8 = t3 if 56 = t4 if 112 that 0(mod 0(mod 0(mod 0(mod 0(mod 0(mod 0(mod p). p). p). p). p). p). p). that that that that that that that 1:1 2 2 9-751 8 is p is p is p is p is p is p is p 11 2,7 2,7 32 = 83 if 32 = 84 if 82 = t1 if 32 = t4 if 83 = 34 if 83 = t1 if 83 = t2 if 53 = t3 if 33 = t4 if 34 = t1 if 34 = t2 if 84 = t3 if 34 = t4 if t1 = t2 if t1 = t3 if t1 = t4 if 122 = (:3 if t2 = t4 if t3 = t4 if Therefore the solutions are all different 176 32 16 16 16 112 144 32 8 16 32 2 256 224 61 0(mod 0(mod 0(mod 0(mod 0(mod 0(mod 0(mod 0(mod 0(mod 0(mod 0(mod 0(mod 0(mod 0(mod 0(mod 0(mod 0(mod 0(mod 0(mod p). p). p). p). p). p). p). p). p). p). p). p). p). p). p). p). p). p). p). P 5 1,2,4(mod 7). provided p E 11. For 31 = 8 t1 = 5 which are all different in GF(ll). that that that that that that that that that that that that that that that that that that that p = 11 we obtain, using y = is is is is is is is is is is is is is is is is is is is + 4 2,7 2,3 2,7 . when 62 n Theorem 3.4.3: If n2#6 is even, then for any prime number p 2'—2 2 it is always possible to compare 0(pa,2) based on GF(pa) with 0(n2,2) to Obtain a O(pa + n2,2) set. Proof: Consider the pattern n I 81 = Kh(82’t2) 1 ’ Kv(52’t2) Solving this system in terms of s the compatibility 13 t1, conditions are 1 = (1 + u)2 - u(1 + ya) 0 = -u(1 + u) + yuz 0 = (1 +u)(1 +111) - yu(1 +yu) 1 = -u(1 + yu) + yzuz which reduce to Yu=1+uw + . 1 s1 1 we Obtain Taking t 32 = 31 - u t2 = 31 - ya = 32 - 1 that is, t2,32 are also consecutive numbers. By properly choosing y, which uniquely determines x, since the equation of compatability is of first degree in x, we may achieve that t2 = t1 + l; the 2 choice is A = -3 which provides = 3' and x = %u The sets 3 and T are therefore 63 S = {31, 31 + 3} T = {81 + 1, 51 + 2} . n2 By starting with s1 = 0 and repeating the above process '5- times, we obtain the sets of transversals - 4, 2n (D II [0,3; 4,7;...; 2n2 2 - 1} 1-3 II {1,2; 5,6;000; 2112 ‘3, 2112 '2} c We could also have considered the pattern 81 = Kh(82’t2) t1 = Kv(s1’t2) s2 = Kh(sl’tl) t2 = Kv(sz,t1) . Taking sl,t1 as independent unknowns, the compatibility condition reduces to Yu(1 +‘u) = l . Using again t1 = 31 + l we obtain = — = - + = .. 32 31 u t2 s1 (1 H) 32 1 that is, t2,32 are also consecutive numbers; t2 = t1 + 1 would imply as before u = -3, y = %3 x = - i“ and we will get S = {51, 31 + 3} T = {31 +-l, 51 + 2} . n2 Again by starting with $1 = 0 and repeating the process 2— times we Obtain in II {0,3; 4,7;...; 2n2 - 4, 2n2 - l} I—l I — {1,2; 5,6;...; 2n2 - 3, 2n2 - 2} however this time we have to reverse the order of the set T before projecting vertically. Note that although all the computations have been carried out in GF(p), that is mod p, the theorem can be extended to pa since any GF(pa) has a subfield isomorphic to GF(p); this is also the reason to impose the limitation n p 2 a; on p rather than on pa. Note that if xy = l the compatibility conditions are not satisfied. Unlike in previous theorems, where for each value of x we could obtain at least two values of y satisfying the com- patibility conditions, this method cannot be extended to the con- struction of O(n,3) sets because the value of y uniquely determines x. 3.5 Composition of O(pa,2) and O(3,2) Sets The smallest non-trivial n for which a 0(n,2) set exists is n = 3; there are 24 possible patterns to compose a O(n1,2) and a O(3,2) set. We assume, without loss of generality, that the pairs (s,t) of transversals horizontally projected on the same column are (Si,ti), i = 1,2,3. The sets S and T are now S = {31,82,33}, T = {t1,t2,t3}. 65 Theorem 3.5.1: If a pattern for composition of a O(pd,2) and a O(3,2) set is such that horizontal projection recovers transversals from both sets S and T, then xy = 1. 23292: For any pattern, of the six equations which determine the pattern, three will involve the function Rb and the other three equations will involve the function Kv' Adding the six equations we will always obtain, no matter what the pattern is, 13si + Eti = (1 +11 + Hymzsi - «thwarti or (Esi - Eti)(l + p +’YH) = 0 . If horizontal projection recovers transversals from both S and T adding the three equations involving Kh we will obtain in the l.h.s. the sum of either two 3's and one t, or one s and two t's; in the r.h.s. we will obtain 251 - A(Zti - 281). Therefore if zti - 231 = 0 we will have 31 = tj for some i,j. We must then have 1 + A + yu = 0; but 1 +'p + yp = xy - 1, thus the result. 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