Magic Squares and Syzygies Richard P. Stanley
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1 Magic Squares and Syzygies p. 1 Magic Squares and Syzygies Richard P. Stanley
2 Magic Squares and Syzygies p. 2 Traditional magic squares Many elegant, ingenious, and beautiful constructions, but no general theory involving all of them.
3 Magic Squares and Syzygies p. 3 Magic squares of the third kind... Definition. An n n magic square with line sum r is an n n matrix of nonnegative integers for which every row and column sums to r.
4 Magic Squares and Syzygies p. 3 Magic squares of the third kind... Definition. An n n magic square with line sum r is an n n matrix of nonnegative integers for which every row and column sums to r n = 3, r = 7
5 Magic Squares and Syzygies p. 3 Magic squares of the third kind... Definition. An n n magic square with line sum r is an n n matrix of nonnegative integers for which every row and column sums to r n = 3, r = 7 n = 3, r = 6
6 Magic Squares and Syzygies p. 4 A basic question How many n n magic squares have line sum r? Call this number H n (r).
7 Magic Squares and Syzygies p. 4 A basic question How many n n magic squares have line sum r? Call this number H n (r). Trivial case: H n (0) = 1.
8 Magic Squares and Syzygies p. 4 A basic question How many n n magic squares have line sum r? Call this number H n (r). Trivial case: H n (0) =
9 Magic Squares and Syzygies p. 5 The cases n = 1, n = 2 H 1 (r) = 1: [r]
10 Magic Squares and Syzygies p. 5 The cases n = 1, n = 2 H 1 (r) = 1: [r] What about n = 2? Let 0 i r. [ i??? ]
11 Magic Squares and Syzygies p. 5 The cases n = 1, n = 2 H 1 (r) = 1: [r] What about n = 2? Let 0 i r. [ ] i r i r i?
12 Magic Squares and Syzygies p. 5 The cases n = 1, n = 2 H 1 (r) = 1: [r] What about n = 2? Let 0 i r. [ ] i r i r i i
13 Magic Squares and Syzygies p. 5 The cases n = 1, n = 2 H 1 (r) = 1: [r] What about n = 2? Let 0 i r. [ i r i r i i Hence H 2 (r) = r + 1 (r + 1 choices for 0 i r). ]
14 Magic Squares and Syzygies p. 6 The case r = 1 If every row and column of an n n magic square M sums to 1, then M has one 1 in every row and column and 0 s elsewhere, i.e., M is a permutation matrix.
15 Magic Squares and Syzygies p. 6 The case r = 1 If every row and column of an n n magic square M sums to 1, then M has one 1 in every row and column and 0 s elsewhere, i.e., M is a permutation matrix. n choices for where to put 1 in the first row. Then n 1 choices for 1 in the second row. Then n 2 choices for 1 in the third row. Etc.
16 Magic Squares and Syzygies p. 6 The case r = 1 If every row and column of an n n magic square M sums to 1, then M has one 1 in every row and column and 0 s elsewhere, i.e., M is a permutation matrix. n choices for where to put 1 in the first row. Then n 1 choices for 1 in the second row. Then n 2 choices for 1 in the third row. Etc. Thus H n (1) = n(n 1)(n 2) 1 = n!.
17 Magic Squares and Syzygies p. 7 Binomial coefficients Let 0 k n. Define ( ) n n(n 1)(n 2) (n k + 1) =. k k!
18 Magic Squares and Syzygies p. 7 Binomial coefficients Let 0 k n. Define ( ) n n(n 1)(n 2) (n k + 1) =. k k! ( ) n n(n 1) Examples. = = (n2 n) ( ) n = (n + 2)(n + 1)n 6 = 1 6 (n3 + 3n 2 + 2n).
19 Magic Squares and Syzygies p. 7 Binomial coefficients Let 0 k n. Define ( ) n n(n 1)(n 2) (n k + 1) =. k k! ( ) n n(n 1) Examples. = = (n2 n) ( ) n + 2 (n + 2)(n + 1)n = = (n3 + 3n 2 + 2n). In general, ( n+j k ) is a polynomial in n, degree k.
20 Magic Squares and Syzygies p. 8 Let s get serious Theorem (Birkhoff-von Neumann, 1946, 1952). Every n n magic square with row and column sum r is a sum of r permutation matrices (of size n n).
21 Magic Squares and Syzygies p. 8 Let s get serious Theorem (Birkhoff-von Neumann, 1946, 1952). Every n n magic square with row and column sum r is a sum of r permutation matrices (of size n n) =
22 Magic Squares and Syzygies p : first approximation Every 3 3 magic square with row and column sum r is a sum of r 3 3 permutation matrices (six such matrices).
23 Magic Squares and Syzygies p : first approximation Every 3 3 magic square with row and column sum r is a sum of r 3 3 permutation matrices (six such matrices). If all these sums were different, then from Combinatorics 101 we would have ( ) r + 5 H 3 (r) =. 5
24 Magic Squares and Syzygies p : first approximation Every 3 3 magic square with row and column sum r is a sum of r 3 3 permutation matrices (six such matrices). If all these sums were different, then from Combinatorics 101 we would have ( ) r + 5 H 3 (r) =. 5 However, the sums are not all different!
25 Magic Squares and Syzygies p. 10 A relation = =
26 Magic Squares and Syzygies p. 11 Syzygies Such a relation is called a syzygy.
27 Magic Squares and Syzygies p. 11 Syzygies Such a relation is called a syzygy. from suzugos (σύζυγoζ), yoked together
28 Astronomical significance Magic Squares and Syzygies p. 12
29 Magic Squares and Syzygies p. 13 Correction term The relation (syzygy) between the six 3 3 permutation matrices means that our first approximation H 3 (r) = ( ) r+5 5 is an overcount. Get a second approximation ( ) ( ) r + 5 r + 2 H 3 (r) = 5 5 = 1 8 (r4 + 6r r r + 8) = 1 8 (r + 1)(r + 2)(r2 + 3r + 4).
30 Magic Squares and Syzygies p. 14 No further corrections! No further syzygies, so this is correct!
31 Magic Squares and Syzygies p. 14 No further corrections! No further syzygies, so this is correct! First proved by Percy Alexander MacMahon ( ) c. 1916, as part of his syzygetic method. First real result on H n (r).
32 Percy Alexander MacMahon Magic Squares and Syzygies p. 15
33 Magic Squares and Syzygies p. 16 Anand-Dumir-Gupta (1966) Conjecture (1966). For any n, H n (r) is a polynomial in r of degree (n 1) 2. Moreover, H n ( 1) = H n ( 2) = = H n ( n + 1) = 0 H n (r) = ( 1) n 1 H n ( n r).
34 Magic Squares and Syzygies p. 16 Anand-Dumir-Gupta (1966) Conjecture (1966). For any n, H n (r) is a polynomial in r of degree (n 1) 2. Moreover, H n ( 1) = H n ( 2) = = H n ( n + 1) = 0 H n (r) = ( 1) n 1 H n ( n r). Example. H 3 (r) = 1 8 (r + 1)(r + 2)(r2 + 3r + 4)
35 Magic Squares and Syzygies p What about 4 4 magic squares?
36 Magic Squares and Syzygies p What about 4 4 magic squares? There are permutation matrices, giving a first approximation ( ) r
37 Magic Squares and Syzygies p What about 4 4 magic squares? There are permutation matrices, giving a first approximation ( ) r Now, however, there are 178 independent syzygies with varying numbers of terms.
38 Magic Squares and Syzygies p. 18 Not the end of the story These 178 syzygies have relations among them, called second-order syzygies.
39 Magic Squares and Syzygies p. 18 Not the end of the story These 178 syzygies have relations among them, called second-order syzygies. There are 1837 second-order syzygies.
40 Magic Squares and Syzygies p. 18 Not the end of the story These 178 syzygies have relations among them, called second-order syzygies. There are 1837 second-order syzygies. Then 7416 third-order
41 Magic Squares and Syzygies p. 18 Not the end of the story These 178 syzygies have relations among them, called second-order syzygies. There are 1837 second-order syzygies. Then 7416 third-order, fourth order
42 Magic Squares and Syzygies p. 18 Not the end of the story These 178 syzygies have relations among them, called second-order syzygies. There are 1837 second-order syzygies. Then 7416 third-order, fourth order, 25144
43 Magic Squares and Syzygies p. 18 Not the end of the story These 178 syzygies have relations among them, called second-order syzygies. There are 1837 second-order syzygies. Then 7416 third-order, fourth order, 25144, 35562
44 Magic Squares and Syzygies p. 18 Not the end of the story These 178 syzygies have relations among them, called second-order syzygies. There are 1837 second-order syzygies. The 7416 third-order, fourth order, 25144, 35562, 42204
45 Magic Squares and Syzygies p. 18 Not the end of the story These 178 syzygies have relations among them, called second-order syzygies. There are 1837 second-order syzygies. Then 7416 third-order, fourth order, 25144, 35562, 42204, 35562
46 Magic Squares and Syzygies p. 18 Not the end of the story These 178 syzygies have relations among them, called second-order syzygies. There are 1837 second-order syzygies. Then 7416 third-order, fourth order, 25144, 35562, 42204, 35562, 25144
47 Magic Squares and Syzygies p. 18 Not the end of the story These 178 syzygies have relations among them, called second-order syzygies. There are 1837 second-order syzygies. Then 7416 third-order, fourth order, 25144, 35562, 42204, 35562, 25144, 16440
48 Magic Squares and Syzygies p. 18 Not the end of the story These 178 syzygies have relations among them, called second-order syzygies. There are 1837 second-order syzygies. Then 7416 third-order, fourth order, 25144, 35562, 42204, 35562, 25144, 16440, 7416
49 Magic Squares and Syzygies p. 18 Not the end of the story These 178 syzygies have relations among them, called second-order syzygies. There are 1837 second-order syzygies. Then 7416 third-order, fourth order, 25144, 35562, 42204, 35562, 25144, 16440, 7416, 1837
50 Magic Squares and Syzygies p. 18 Not the end of the story These 178 syzygies have relations among them, called second-order syzygies. There are 1837 second-order syzygies. Then 7416 third-order, fourth order, 25144, 35562, 42204, 35562, 25144, 16440, 7416, 1837, 178
51 Magic Squares and Syzygies p. 18 Not the end of the story These 178 syzygies have relations among them, called second-order syzygies. There are 1837 second-order syzygies. Then 7416 third-order, fourth order, 25144, 35562, 42204, 35562, 25144, 16440, 7416, 1837, 178, and finally ending in one 14th order syzygy!
52 Magic Squares and Syzygies p. 19 Generalities To define syzygies rigorously requires commutative algebra. David Hilbert ( ): proved famous Hilbert syzygy theorem (1890).
53 Magic Squares and Syzygies p. 19 Generalities To define syzygies rigorously requires commutative algebra. David Hilbert ( ): proved famous Hilbert syzygy theorem (1890). For n n magic squares, guarantees that the syzygy process will come to an end in at most n! steps.
54 Magic Squares and Syzygies p. 19 Generalities To define syzygies rigorously requires commutative algebra. David Hilbert ( ): proved famous Hilbert syzygy theorem (1890). For n n magic squares, guarantees that the syzygy process will come to an end in at most n! steps. This implies that H n (r) is indeed a polynomial in r, at least for r sufficiently large. Extra tweaking needed for all r.
55 Magic Squares and Syzygies p. 20 More refined results More sophisticated algebra (Cohen-Macaulay rings, Auslander-Buchsbaum theorem): the chain of syzygies ends in exactly n! n 2 + 2n 2 steps.
56 Magic Squares and Syzygies p. 20 More refined results More sophisticated algebra (Cohen-Macaulay rings, Auslander-Buchsbaum theorem): the chain of syzygies ends in exactly n! n 2 + 2n 2 steps. Number of syzygies at each step for n = 4: 1, 178, 1837, 7416, 16440, 25144, 35562, 42204, 35562, 25144, 16440, 7416, 1837, 178, 1
57 Magic Squares and Syzygies p. 20 More refined results More sophisticated algebra (Cohen-Macaulay rings, Auslander-Buchsbaum theorem): the chain of syzygies ends in exactly n! n 2 + 2n 2 steps. Number of syzygies at each step for n = 4: 1, 178, 1837, 7416, 16440, 25144, 35562, 42204, 35562, 25144, 16440, 7416, 1837, 178, 1 Note symmetry! (Sequence is palindromic.)
58 Magic Squares and Syzygies p. 21 Symmetry Key reason for symmetry: let J be the n n all 1 s matrix. Then M is an n n magic square with row and column sums r if and only if M + J is an n n magic square with positive entries and row and column sums r + n.
59 Magic Squares and Syzygies p. 21 Symmetry Key reason for symmetry: let J be the n n all 1 s matrix. Then M is an n n magic square with row and column sums r if and only if M + J is an n n magic square with positive entries and row and column sums r + n. Symmetry implies the remainder of the Anand-Dumir-Gupta conjecture: H n ( 1) = H n ( 2) = = H n ( n + 1) = 0 H n (r) = ( 1) n 1 H n ( n r).
60 5 5 Magic Squares and Syzygies p. 22
61 Magic Squares and Syzygies p over syzygies!
62 Magic Squares and Syzygies p over syzygies! Mankind may never know the exact number.
63 Magic Squares and Syzygies p. 23 Another approach Every 3 3 magic square has exactly one of the forms: a + e b + d c c + d a b + e b c + e a + d, a b + d c + e + 1 c + d a + e + 1 b b + e + 1 c a + d a + d + 1 b c + e + 1 c a + e + 1 b + d + 1 b + e + 1 c + d + 1 a,, where a,b,c,d,e 0.
64 Magic Squares and Syzygies p. 24 Further formulas This gives: H 3 (r) = ( ) r ( ) r ( ) r
65 Magic Squares and Syzygies p. 24 Further formulas This gives: H 3 (r) = ( ) r ( ) r ( ) r This type of argument can be done for any n, using a geometric approach (shellability).
66 Magic Squares and Syzygies p. 24 Further formulas This gives: H 3 (r) = ( ) r ( ) r ( ) r This type of argument can be done for any n, using a geometric approach (shellability). Regard an n n magic square as lying in the n 2 -dimensional space R n2.
67 Magic Squares and Syzygies p For 4 4 magic squares we get ( ) ( ) ( ) ( ) r + 9 r + 8 r + 7 r ( ) ( ) ( ) r + 5 r + 4 r
68 Magic Squares and Syzygies p For 4 4 magic squares we get ( ) ( ) ( ) ( ) r + 9 r + 8 r + 7 r ( ) ( ) ( ) r + 5 r + 4 r (352 cases in all)
69 Magic Squares and Syzygies p For 4 4 magic squares we get ( ) ( ) ( ) ( ) r + 9 r + 8 r + 7 r ( ) ( ) ( ) r + 5 r + 4 r (352 cases in all) For n = 5 there are cases!
70 Magic Squares and Syzygies p For 4 4 magic squares we get ( ) ( ) ( ) ( ) r + 9 r + 8 r + 7 r ( ) ( ) ( ) r + 5 r + 4 r (352 cases in all) For n = 5 there are cases! Note symmetry of (1, 14, 87, 148, 87, 14, 1). Equivalent to previous symmetry phenomena.
71 Magic Squares and Syzygies p. 26 Computation Symmetry property useful for computation.
72 Magic Squares and Syzygies p. 26 Computation Symmetry property useful for computation. Example. H 4 (r) is a polynomial of degree 9. Ten values are needed to compute H 4 (r), say H 4 (0) = 1,H 4 (1) = 24,H 4 (2),...,H 4 (9).
73 Magic Squares and Syzygies p. 26 Computation Symmetry property useful for computation. Example. H 4 (r) is a polynomial of degree 9. Ten values are needed to compute H 4 (r), say H 4 (0) = 1,H 4 (1) = 24,H 4 (2),...,H 4 (9). But H 4 ( 1) = H 4 ( 2) = H 4 ( 3) = 0, H 4 (0) = H 4 ( 4),H 4 (1) = H 4 ( 5),H 4 (2) = H 4 ( 6),H 4 (3) = H 4 ( 7). Thus only need to compute H 4 (0) = 1,H 4 (1) = 24,H 4 (2),H 4 (3).
74 Magic Squares and Syzygies p. 27 Unimodality (1, 14, 87, 148, 87, 14, 1) Note (unimodality).
75 Magic Squares and Syzygies p. 27 Unimodality (1, 14, 87, 148, 87, 14, 1) Note (unimodality). True for any n. Very deep proof: toric varieties, intersection homology, hard Lefschetz theorem,...
76 Magic Squares and Syzygies p. 28 Zeros of H n (r) H 9 (r) is a polynomial of degree 64 and thus has 64 complex zeros (or roots) z, i.e., H 9 (z) = 0.
77 Magic Squares and Syzygies p. 28 Zeros of H n (r) H 9 (r) is a polynomial of degree 64 and thus has 64 complex zeros (or roots) z, i.e., H 9 (z) = 0. Zeros of H_9(n)
78 Magic Squares and Syzygies p. 29 First variation Holey magic squares: some entries (or holes) are specified to be 0.
79 Magic Squares and Syzygies p. 29 First variation Holey magic squares: some entries (or holes) are specified to be 0. Example
80 Magic Squares and Syzygies p. 30 H n,s (r) H n,s (r): number of n n magic squares with line sum r and hole set S.
81 Magic Squares and Syzygies p. 30 H n,s (r) H n,s (r): number of n n magic squares with line sum r and hole set S. 0 Example. 0 0
82 Magic Squares and Syzygies p. 30 H n,s (r) H n,s (r): number of n n magic squares with line sum r and hole set S. 0 Example i r : so H 3,S (r) = r i r i r i 0 i i r i 0,
83 Magic Squares and Syzygies p. 31 Polynomiality If a magic square with holes is written as a sum of permutation matrices P, then each P still has these holes.
84 Magic Squares and Syzygies p. 31 Polynomiality If a magic square with holes is written as a sum of permutation matrices P, then each P still has these holes. Thus Birkhoff-von Neumann, syzygy, and shellability arguments still apply: Theorem. H n,s (r) is a polynomial in r.
85 Magic Squares and Syzygies p. 32 An example M =
86 Magic Squares and Syzygies p. 32 An example M = H 4,S (r) = 1 24 (r + 1)(r + 2)(r + 3)(r2 + 3r + 4) ( ) ( ) ( ) r + 5 r + 4 r + 3 =
87 Magic Squares and Syzygies p. 32 An example M = H 4,S (r) = 1 24 (r + 1)(r + 2)(r + 3)(r2 + 3r + 4) ( ) ( ) ( ) r + 5 r + 4 r + 3 = NOTE. The sequence (1, 2, 2) is not symmetric!
88 Magic Squares and Syzygies p. 33 Minimal positive magic squares ( ) r + 5 H 4,S (r) = 1 5 ( ) r ( ) r
89 Magic Squares and Syzygies p. 33 Minimal positive magic squares ( ) r + 5 H 4,S (r) = 1 5 ( ) r ( ) r There are two minimal positive magic squares:
90 Magic Squares and Syzygies p. 34 Reciprocity ( ) r + 5 H 4,S (r) = 1 5 ( ) r ( ) r
91 Magic Squares and Syzygies p. 34 Reciprocity ( ) r + 5 H 4,S (r) = 1 5 ( ) r ( ) r In fact: let H 4,S (r) be the number of positive (except for the holes S) 4 4 magic squares with hole set S and line sum r.
92 Magic Squares and Syzygies p. 34 Reciprocity ( ) r + 5 H 4,S (r) = 1 5 ( ) r ( ) r In fact: let H 4,S (r) be the number of positive (except for the holes S) 4 4 magic squares with hole set S and line sum r. ( ) ( ) ( ) r + 1 r r 1 H 4,S (r) =
93 Magic Squares and Syzygies p. 34 Reciprocity ( ) r + 5 H 4,S (r) = 1 5 ( ) r ( ) r In fact: let H 4,S (r) be the number of positive (except for the holes S) 4 4 magic squares with hole set S and line sum r. ( ) ( ) ( ) r + 1 r r 1 H 4,S (r) = (1, 2, 2) and (2, 2, 1) are reverses!
94 Magic Squares and Syzygies p. 35 Second variation S n (r): number of n n symmetric magic squares with line sums equal to r
95 Magic Squares and Syzygies p. 35 Second variation S n (r): number of n n symmetric magic squares with line sums equal to r
96 Magic Squares and Syzygies p. 35 Second variation S n (r): number of n n symmetric magic squares with line sums equal to r
97 Magic Squares and Syzygies p. 36 Not a polynomial! S 3 (r) = { 1 8 (2r3 + 9r r + 8), r even 1 8 (2r3 + 9r r + 7), r odd
98 Magic Squares and Syzygies p. 36 Not a polynomial! S 3 (r) = { 1 8 (2r3 + 9r r + 8), r even 1 8 (2r3 + 9r r + 7), r odd Theorem. For any n 1 there exist polynomials P n (r) and Q n (r) such that S n (r) = { Pn (r), r even Q n (r), r odd.
99 Magic Squares and Syzygies p. 37 Birkhoff-von Neumann fails False that every symmetric magic square M is a sum of symmetric permutation matrices: =? 1 1 0
100 Magic Squares and Syzygies p. 38 Why r even and r odd However 2M is sum of symmetric magic squares of row and column sum two: M = P P k (permutation matrices) 2M = M + M t = (P 1 + P t 1) + + (P k + P t k).
101 Magic Squares and Syzygies p. 39 Third variation I n (r): number of n n n magic cubes (rows, columns, and pillars sum to r)
102 Magic Squares and Syzygies p. 39 Third variation I n (r): number of n n n magic cubes (rows, columns, and pillars sum to r) No analogue of Birkhoff-von Neumann theorem. Very general results give: Theorem. For every n 1 there is a p (depending on n) and polynomials T n,0 (r),...,t n,p 1 (r) such that I n (r) = T n,i (r) if r i (mod p).
103 Magic Squares and Syzygies p. 39 Third variation I n (r): number of n n n magic cubes (rows, columns, and pillars sum to r) No analogue of Birkhoff-von Neumann theorem. Very general results give: Theorem. For every n 1 there is a p (depending on n) and polynomials T n,0 (r),...,t n,p 1 (r) such that I n (r) = T n,i (r) if r i (mod p). Value of p not known in general.
104 Magic Squares and Syzygies p : p = 2 I 3 (r) = ( 18r r r r r r r r ), r even
105 Magic Squares and Syzygies p : p = 2 I 3 (r) = ( 18r r r r r r r r ), r even I 3 (r) = ( r ), r odd
106 Magic Squares and Syzygies p : p = 2 I 3 (r) = ( 18r r r r r r r r ), r even I 3 (r) = : p =? ( r ), r odd
107 The last slide Magic Squares and Syzygies p. 41
108 The last slide Magic Squares and Syzygies p. 42
109 The last slide Magic Squares and Syzygies p. 42
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