NOTES ON COMBINATORIAL ANALYSIS BY S. S. SHRIKHANDE TECHNICAL REPORT NO. 55 APRIL 1, 1971 PREPARED UNDER THE AUSPICES OF NATIONAL SCIENCE FOUNDATION GRANT GP 17172 Ingram Olkin, Project Director DEPARTMENT OF STATISTICS STANFORD UNIVERSITY STANFORD, CALIFORNIANOTES ON COMBINATORIAL ANALYSTS by 8. 8. Shrikhande Stanford University and University of Bombay TECHNICAL REPORT NO. 55 April 1, 1971 PREPARED UNDER THE AUSPICES oF NATIONAL SCIENCE FOUNDATION. GRANT 17172 Ingram Olkin, Project Director DEPARTMENT OF STATISTICS STANFORD UNIVERSITY STANFORD, CALIFORNIANOTES ON COMBINATORIAL ANALYSTS S. 8. Shrikhande Stanford University and University of Bombay The following are notes on Combinatorial Analysis which formed the basis of a series of lectures during the period January - March 1971. The material covered is as follows: o. le Be Ae References Preliminaries 1.1, Balanced incomplete block designs 1.2. Latin squares and orthogonal arrays Nonisomorphic solutions of some bibd's Nonisomorphic solutions of Hadamard type designs Falsity of MacNeish's and Euler's conjecture Strongly regular graphs A general bibliography is provided. This list is quite general and deals with areas not necessarily covered in the notes.Qi) (a) GI C4] ft) [2] 61 (4) 61 ‘REFERENCES Books Dembowski, P. (1968), Finite Geometries, Springer-Verlag, New York. Hall, Marshall Jr. (1967). Combinatorial Theory. Blaisdell Publishing Co. Mann, H. B. (1949). Anelysis and Design of Experiments. Cover Publications, New York. Ryser, H. J. (1965). Combinatupial Mathematics. Wiley and Sons, New York. Research Papers Baumert, L, D. and Hall, Marshall Jr. (1965), A new construction for Hadamard matrices. Bull. Amer. Math, Soc. 71, 169-170. Bhat, V. N. (1969). On inequivalent balanced incomplete block designs. Jour. Comb. Theory 6, 412-h20. Bhat, V. N, and Shrikhande, 8. 8. (1970). Nonisomorphic splutions Of some balanced incomplete block designs. Jour. Comb. Theory 9, 174-191. Bose, R. C. (1939). On the construction of balanced incomplete lock designs. Ann. Bugen. London, 9, 353-399- Bose, R. C. (1942-44). A note on the resolvability of balanced incomplete block designs. Sankhya 6, 105-110.[6] (7 (8) {91 (10) (1) (22) (23) (14) (15) (16) Bose, R. C. (1946-48). On a resolvable series of balanced incomplete block designs. Sankhya 8, 249-256, Bose, R. C. (1965). Strongly regular graphs, partial geometries and partially balanced designs. Pacific J. Math. 13, 389-19. Bose, R. C. and Bush, K. A. (1952). Orthogonal arrays of strength two and three. Ann, Math. Statist. 25, 50B-5ah. Bose, R. C. and Clatworthy, W. H. (1955). Some classes of partially valanced designs. Ann. Math, Statist. 26, 212-232. Bose, R. C. and Connor, W. S. (1952). Combinatorial properties of group divisible incomplete block designs. Ann. Math. Statist. 23, 367-363. Bose, R. C. and Mesner, D. M. (1959). On Linear associative algebras corresponding to association schemes of partially balanced designs. Ann. Math. Statist. 30, 21-38. Bose, R. C. and Shimamoto, T. (1952). Classification and analysis of partially balanced incomplete block designs. J. Amer. Statist, Assoc. 47, 151-18h. Bose, R. C. and Shrikhande, 3. S. (1959). On the falsity of Baler's conjecture about the non-existence of two orthogonal latin squares of order 4t +2. Proc. Nat. Acad. Sci. U.S.A. 45, 734-737» Bose, R. C. and Shrikhande, 8. S, (1960). On the composition of balanced incomplete block designs. Canad. J. Math. 12, 177-188. Bose, R. C, and Shrikhande, S. S. (1960). On the construction of sets of mutually orthogonal latin squares and the falsity of a conjecture of Euler. Trans. Amer. Math. Soc. 95, 191-209. Bose, R. C. and Shrikhande, 8. S. (1970). Graphs in which each Pair of vertices is adjacent to the same nimber a of other vertices, Studia Seientariun Math. Hungarica 5, 181-196.{17) (18) fag} (al) Cee] (23) (2k) [25] (26) ler] Bose, R. C., Shrikhande, S, S. and Parker, E. T. (1960). Further results on the construction of mutually orthogonal latin squares and the falsity of Euler's conjecture. Canad. J. Math. 12, 189-203. Bridges, W. G. and Ryser, H. J. (1969). Combinatorial designs and related systems. Jour. of Algebra 15, 432-446. Brock, Re H. (1955). Difference sets ine finite group. rans. Amer. Math, Soc. 78, 464-481. Bruck, R. H. (1965). Finite nets II. Uniqueness and imbedding. Pacific J. Math. 13, ¥2l-457. Bruck, R. H. and Ryser, H. J. (1949). The non-existence of certain finite projective planes, Canad. J. Math. 1, 88-93, Bush, K, A. (1952), Orthogonal arrays of index unity. Ann, Math. Stabist. 23, 26-3. Chowla, S., Erdés, P. and Straus, E.G. (1960). On the maximal number of pairwise orthogonal latin squares of a given order. Canad. J. Math. 12, 204-208. Connor, W. S. (1952). On the structure of balanced incomplete block designs. Ann. Math. Statist. 23, 57-71. Connor, W. S. (1958). ‘The uniqueness of the trianguler asaociation scheme. Ann, Math. Statist. 29, 262-266. Connor, W. 8. and Clatworthy, W. H. (1954). Some theorems for pertially balanced designs. Ann. Math. Statist. 25, 100-112. Dulmage, A. L., Johnson, D, M. and Mendelsohn, N.S. (1961). Orthomorphism of groups and orthogonal latin squares I. Ganed. J. Math. 13, 356-372.[28] [29] (32) (331 [3h] (55] (36) (37) (38) (39] Hall, Marshall Jr. (1956). A survey of difference sets. Proc. Amer. Math. Soc. 7, 975-986. Hall, Marshall Jr. and Connor, W. S. (1953). An embedding theorem for balanced incomplete block designs. Censd. J. Math. 6, 35-H1. Hall, Marshall Jr. and Ryser, H. J. (1951). Cyclic incidence matrices. Canad. J. Math. 3, 495-502. Hanani, H. (1961). The existence and construction of balanced incomplete block designs. Ann. Math. Statist. 32, 361-386. Honant, H. (1970). On the number of orthogonal latin squares. Comb. Theory 8, 247-271. Hoffman, A. J. (1960). On the uniqueness of the triangular association scheme. Ann. Math. Sta Bl, lg2-h97. Hoffman, A. J. (1963). On the polynomial of a graph. Amer. Math. Monthly 70, 30-36. MacNeish, H. F. (1922). Buller squares. Ann. Math. 23, 221-207. Manny H. B. (1942). ‘The construction of orthogonal latin squares. Ann. Math. Statist. 13, 418-425. Mann, H. B. (1965). Difference sets in elementary abelian groups. HLlinois J. Math. 9, 212-219. Mesner, D. M. (1957). A new family of partially balanced designs with some latin square design properties. Ann. Math. Statist. 38, 571-581. Ogawa, J. (1959). A necessary condition for existence of regular symmetrical experimental designs of triangular type with partially balanced incomplete blocks. Ann. Math. Statist. 30, 1065-2071.[40] (41) [42] (43) (4a) [45] [481 (491 [50] (51) Paley, R. E. A.C. (1955). On orthogonal matrices. Jour. Math. Phys. 12, 311-320. Parker, E. T. (1959). Orthogonal latin squares. Froc. Nat. Acad. Sci. U.S.A. 45, 859-862. Rao, C. R. (1961). A study of BIB designs with replications 11 to 15. Sankhye 23, 127-La7. Ray-Chaudhuri, D. K. (1962). Application of the geometry of quadrics for constructing PBIB designs. Ann, Math. Statist. 33» 1175-1186. Seidel, J. J. (1967). Strongly regular eraphs of L, type and triangular type. Indag. Math. 29, 186-196. Seiden, B. and Zenach, R. (1966). On orthogonal arrays. Ann. Math. Statist. 37, 1555-1370. Shrikhende, 8. S. (1950). The impossibility of certain symmetrical balanced incomplete block designs. Ann. Math. Statist. 21, 106-111. Shrikhande, 8. S. (1955). The non-existence of certain affine resolvable balanced incomplete block designs. Qanad. J. Msth. 5, 4i3-h20. Shrikhande, 8. S, (1959). On a characterisation of the triangular association scheme. Ann. Math. Statist. 30, 39-h7. Shrikhande, S. 8. (1959). The uniqueness of the 1, association schene. Ann. Math. Statist. 30, 781-796. Shrikhande, S. S. (1961). A note on mutually orthogonal latin squares. Sankhy® 25, 115-116. Shrikhande, 8. 8. (1968). On a conjecture of Brubk on pseudo net-grephs. Jour. of Algebra 8, 418-422.[52] [53] (54) (55) [56] Shrikhande, S. 8. and Bhagwandas (1965). Duals of incomplete Dlock designs. Jour. Indian Statist. Assoc, 3, 30-37. Shrikhande, S. S., Raghavarao, D. and Tharthare, 8. K, (1963). Non-existence of some unsymmetrical partially balanced Amcomplete block designs. Canad. J. Math. 15, 686-701. Shrikhande, 8. $., Raghavarao, D. and Tharthere, 8. K. (1970). Corrigendum to above. Canad. J. Math. 22, 191, Silverman, R. (1960). A metrisation for power sets with appli- cation to combinatorial analysis. Canad. J. Math. 12, 158- 176. Sprott, D. A. (1954). A note on balanced incomplete block designs. Canad. J: Math. 6, sh1-3h6.el PreLiminaries 1.1 Balanced incomplete block designs. A balanced incomplete block design (bibd) is an arrangement of v symbols (treatments) in b subsets (blocks) of k symbols (k ), it follows thet N is nonsingular and hence b>, which is Fisher's inequality. A bibd with b =v is called a symmetric bibd (sbiba). We will call a bibd a (v,byr,k,a) design and a symmetric bibd.a (vjk,x) design. Ina (v,k,A) design Nis a square matrix and it can be easily seen thatWN = (ka) T+, i.e., any two blocks intersect in exactly treatments. Thus froma (vjk)) design D we get two other designs: the derived design D, and the residual design D,, ‘The derived design is obtained by omitting a block and retaining only the treatments of the omitted block in the remaining blocks, whereas in the residual design we omit a block and in the remaining blocks retain only these treatnents which do not oceur in the omitted block. Then Dz hes pareneter (kjv-LjkoL,A,Av1) and D_ has paremeters (v-kyv-1,k,k-A4A). For X= 1, (v,k,1) design D has parameters (n°+n#1,n41,1), and D, hes parameters (n°yntnjntijnjl). For X= 2, (vsk,2) design D has parameters ((2)+1,n,2) and then D, has perencters (("21), (B)snsn-2,2). Hanani has shown that bibd's with k <4 exist for all parameters satisfying the relations vr = bk, and A(v-l) = r(ke). We quote the following classical result on nonexistence of sbibd's. Theorem 1.1. If there exists a sbibd with parameters (v,k,a), then (4) if v 4s even, n= kX is 2 perfect square; (14) if v 4s odd, then the Diophantine equation v: 2 x? wm ny? + (2) ® ye? has @ nontrivial solution in integers. The proof uses the fact that the incidence matrix N is a squarerational matrix satisfying altar . 1.2 Latin squares and orthogonal arrays. A latin square of order n is @ square array of side n such that every row and every column is a permutation of the symbols (1,2,---sn)+ Two latin squares of order n are said to be orthogonal if on super- position the n° cells account for all the pairs (1,3), i,j = 1,2)-+.n exactly once. A set of latin squares of order n is said to be @ set of mutually orthogonal latin squares (mols) if any two in the set are orthog- onal. For example and L, = Hw are pwr wr ney are orthogonal. Tt is easy to show that the latin square Fup e Be po ee woe has no orthogonal mate, i.e., there exists no latin square of order 4 which is orthogonal to the above latin square. 10Let N(s) be the maximum number of mols of order s. Theorem 1.2. N(s) S s-1. Proof. Suppose N(s) =o. Without loss of generality we can take these Jatin squares in the standard form, i.e. in which the first row of each latin square is 1,2,...,8. This can be done by suitsble permtations of the symbols in the various letin squares. These permtations preserve the orthogonality property. Then it is obvious thet the symbol in position (2,1) in the @ latin squares are all distinct and distinct from 1. Hence a ae, ta, =a, eed eae have a unique solution for a, and a, This implies that 1, and 1,, are orthogonal.An orthogonal array [Xs°)k,s,2] is a matrix of xs° colums, k rows in s 22 symbols such that in any two rows each of the s@ ordered pairs occurs exactly A times. Such an array is called an orthogonal array of strength 2 and index \. The number of rows k is called the mumber of constraints. Let f(s",s,2) denote the maximum value of xk, for which an array [\8°)k,8,2] existe. Then as@2 st Theoren 1k. f(hs",8,2) < Proof, For any given column of an array [ns°sk)s,2] let n, de the number of other columns having i coineidences with the given column. ‘Then we have kOe-L), EAi(i-L)ny = k(e-1)(a-1) oO Let G=Lin/En, , then 2(i-i)" n, ' (£Ge-L)Q-2) + (ns-2)}(as®-2) -k (s-2)°) 20. ean 12Hence we get Theorem 1.5. Exletence of an orthogonal array [s°,k,s,2] is equivalent to the existence of k-2 mols of order s. Proof, Let Upslgseesly y be mols of order s and let Lg(t,) bea square array containing i in the i-th row (column), i = 1,2). 1+ Weite dow each square as a row with s° entries such that the symbol in cell (i,j) occurs in the position mmbered (i-1)stj. We then get a matrix with 5° columns and k rows in integers 1,2,...,s. It is easy to verify that we get an array [s°,k,s,2]. Conversely given an array [s°,k,s,2] we can use two of the rows Yo coordinatise the cells ofa x 8 array and corresponding to each one of the renaining k-2 rows; we forms square by putting in the cell (i,j); the symbol which occurs in that row in the corresponding position. We thus get k-2 squares 1, 51,5. The properties of the orthogonal. gt array now imply that these squares form a set of k-2 mols of order s. 2 2 fl Theoren 1.6. If arrays [s},k, 81,2] and (s5,k,.8,,2] exist and if F 2.2 ‘ k = min(k,,k,), then array [s}85,k,8,8,,2] exists. Proof. Let 04 ,09)+++0, and A, »+++s8, be the symbols of the two 1 1 2 arrays; keep only the first k rows in each of the two arrays. Let each column of the first array containing, say, , 5...,0, be combined 1 ra with each colum, say, , 5-.-,B, of the second to form a column fi 13containing the symbols @, 6, 5...,0, 8 . We thus get a matrix of k a ik Sx 2,2 ‘ rows of sjs5 columns in s,s, symbols a,8;. This is easily verified to be an orthogonal array. le Pa For any positive integer v, let v =p," Py°...p," be the essentially unique prime power decomposition. Define n, 1, nv) nin(o,!, Poo reeeB) 2 > then using the equivalence of [s°,k,s,2] and k-2 mols of order we have Corollary 1-7. For any integer v, N(v) > n(v). Corollary 1.8. For any integer v # kt+2, N(v) > 2. Corollary 1.9. N(v,v,) 2 min(N(v,), N(v,)) + 2 We have seen that if \ =1 maximal array [xs°, S=% 98,2] corresponds to a complete set of mols of order s. If s = 2 then the corresponding maximal array [lt,lit-1,2,2] is easily seen to be equivalent to the existence of a sbibd with parameters (lit-1,2t-1,t-1). This follows from Theoren 1.4. In this case any two columns of the array will have 2t-1 coincidences. We can permite the symbols 0 and 1 in each row of the array so that without loss of generality the first column of the arrey can be assumed to contain only the symbol 1. ‘Then by omitting this column we get a square matrix of order lit-1 with entries 0 and 1 which can easily be seen to be the incidence matrix of a sbiba with param- eters (lit-1,2t-1,t01). Conversely starting with the incidence matrix ubof such a bibd and augmenting it by an additional column of all 1's we easily get a maximal array [lt,lit-1,2,2]. Nonisomorphic solutions of some bibd's. In this section we prove that the number of nonisomorphic solutions of a bibd with parameters corresponding to the design of points and lines of PG(N,q) as treatments and blocks tends to = as Ne. A similar result is true when we take BG(Njq) instead of PG(t,q). We will first prove the result in the case of PG(N,q). Consider the finite projective geometry PG(N,q) where q isa prime power. Let the number of m-flats in PG(N,q) be denoted by 9(N,m,q). Then we have MDs (ol Nem o(Nymyq) = (2 Aa =n) (a) (ga) (a). (@-2) The number of m-flats containing a given t-flat (N>m2>t) is equal to O(N-t-1, m-t-l, q). A point is eO-flat, a line is a 1-flat, etc. Thus by taking the points and lines of PG(N,q) as treatments and blocks we get a bibd with NL wa N iN (2.1) vet, pp Go@), ..02, wearer. Ce (aP-2)(a-2) . Two bihd's with the same parameter and on the sane treatment set are said to be isomorphic if one can be obtained fron the other by a permutation of the treatments. Otherwise they are said to be nonigomorphic. We show : 25thet if q is @ prime power then the number of nonsionorphic solutions to a bibd with parameters (2.1) tends to » with WM, We will say that two bibd's on the same treatment set and with the same paraneter are distinct if there is a block in one design which is not in the other. Since q is a prime power, there exists a complete set of q-l mols and hence an orthogonal array [a°,a+l,q)2]. We can take the latin squares in the standard form. Then the array A, 1) can be Put in the form: One® 3g nageeedgen By Byte eByy Leeea-k where J, is a row vector with q components each equal to i and all the B,'s are latin squares of order q in their standard form. Thus in each column of Ag corresponding to B, the element i occurs exactly twice whereas each other element occurs exactly once, O then qvtl = =. Hence if D(v;q#1) is a bibd corresponding to (2.1), then De(vsqtl) is @ bibd cotresponding to ‘the same paraneters but with N+l instead of N. emma 2.2. If f and g are two distinct functions defined on the blocks of D(v;qtl), then Dp(v;atl) ana p,(vsqth) are distinct. Proof. Let Ay, i= 0,l,..-,-1, be the distinct arrays [q°,q#1,a,2] as defined before. Since f 4g there exists a block Bp = (w,x,y,Z,+-.,0) 18such that £(8) =i and g(8) where OSifjSq-1. Let i, a: iy be such that the columns containing i, and i, in the first two Places respectively, in both A, and A,, are distinct. Let these columns and be (Cy rlprdge ee rtgay) and GysSgedgr-rerdga)- ‘Then (hgodyoeeeot gay) 92, Es Je D,(viatt). Further these are the unique Ggedyrreerdgag)+ Then Oy ok; oy 024 veer, _) © Dplvsath) and S57dy, ath ties ee a (yo, 195 9%) seees¥, ay I at blocks in De(vsqh) and D,(viqt2) containing w, and x, . Thus the 2 two designs D,(vsq¥l) end D, (vsatt) are distinct. Lema 2.3. Let D'(vjqtt) and D"(vjqt) be two distinct. systems on S(v). If f and g are functions on the blocks of D' and D” respec- tively with values in the set (Oj1y..-)¢-1), then Dj(vsq4t) and D'(v;q42) are distinct. Proof. Since D’ and D" are distinct and there is a unique block con- taining a given pair of treatments in each design, we may sssume that 8" = (exs¥s2,++.5u) € D' and p" = (w,x,¥,2,++-j0) €D" where the set (Yo2y-0+yu) is aistinct from the set (¥,2,...,0). We may assume without loss of generality that u #u. Let £(6') = 4 and g(B") = j, waere 1 and J may or may not be equal. Let (045 rh 420-04 ) and (,0rd5rdy2+++rdqay) be the unique at colums in A and Aj, respectively, containing (0,0) im the first two Places, Then 1g(Wa s% pry 9% rere, De Des oro", tga 6 °F and These are the unique blocks in and DY containing vy and Since uf it follows that Dj, and DJ are distinct. Let n(viqtt) be the number of designs D(vjqH) such thet any two ere nonisomorphic, andlet d(viq4l) be the mumber of designs of D(v;qt2) such that any two are distinct. Then we have Lemma 2.4. alvsqan) 2 Sage) Proof is obvious. We now confine our attention to the case where q is a fixed prime power and the parameters of D(v;q+l) are given by (2.1), ive. Putting n(W) = n(v(N);q41) » a(m) a(v(m)sa41) 5and using lemmas. 2.2 and 2.3 we have b(N-1), aq) > Paina) . As a(1) =1- we have 6 (N) 2 TNE + N-1 where (MN) — b(n). It can be shown that OH) = 0 @F-2) - ong ta) +E2 , 3 where cy, Cy, ¢, are Positive rationals. Using Stirling's approximation for the vi = T(v#l) we obtain the result that n(N) © as Noe, We now indicate the corresponding results in the case of bibd with parameters Nei W 0 (2.2) ved, pet GD, ,.gd a? qa? Keanels where q is a prime power. We note that these parameters correspond to @ bibd obtained by taking the points and lines of 36(N,q) the Euclidean geometry of N dimensions over GF(q) «Let q23 bea prime power. Consider the arrays AysAyye--8y 5 defined as before. Fron each A, omit the last row to obtain the array Ky, which is a [a2,q,q.2] array. Then Ry, t= O,-+4yG-) form 9 set of q Aistinct arrays. In what follows we will always assume that a> 35 is a prime power. Let sS(v) be a set of cardinality v and let D(v3q) be a biba with treatment set 8(v), tock size q and x=1. Let (qr) be the set Wyy¥y> remy gy Were womans through S(v). Let (vomyy--.) bee block of D(vjq). Then by adjoining the suffixes of the q° columns of Ay we get < blocks which will be said to be obtained by developing the block Gwyeryye++) dy using Ky. Let f be a function defined on the blocks of D(v3q) with values in the set (O,1)-..,a-2)- Let Dp(vsq) denote the set of all blocks obtained by developing each block of D(viq) in #7 (4) by the array Ry together with ali blocks of the form Gigrmy reer)» we Sv). Then the following results hold: isa D(qvsq) baba. Lemma 2.6. If f and g are distinct functions defined on the blocks of a D(vsa), then Dp(via) and D,(vsq) are distinct. Lemna 2.7. Let D'(vjq) and D"(v3q) be two distinct systens on S(v). Ir £ and g are any two functions defined on blocks of D’ end D", respectively, with values in the set (0)1)...,q-1), then DK(wsq) and pp (vsa) are distinct.8. n(vsq) > Aa) We note that if D(v;q) has parameters of (2.2), tnen Dp(vsa) has parameters of the same form but with #1 instead of WN. It is now an easy matter to prove that the number of nonisomorphic solutions of (2.2) tends to » with MN, 3+ Nonisomorphic solutions of Hadamard type designs. A Hadamard matrix H, is a square matrix of order m with entries £1 ouch that HE’ =H'H=nT,. It is easily shown that m=1, 2 or Ut, t a positive integer. Lemma 3.1, Existence of H,, 4s equivalent to the existence of a (Ut-1,2t-1,t-1) design. Proof, Suppose the design exists. Let N be the (+1) incidence natrix of the design where n,,=1 or -1 according as trestment i is or is not in block j. Then if j denotes a column vector with all components 1, is easily seen to satisfy I' = H'H = ke I,.. Conversely suppose Hy, exists. Then by multiplying rows and columns of H if necessary, H can be put in the form where the first row and first column contain all +1's. The matrix or order 4t-1 obtained by omitting the first row: 83and first column is then seen to be the (+1) incidence matrix of e (it-2,2t-L,t-1) design. Since the existence of an array [lt,t-1,2,2] 12 equivalent to the existence of a (Wt-1,2teL,t-1) design we see that existence of any one of the following: (i) array [Mt,Wt-1,2,2], (48) Hyys (441) (lit-2,2t-1,t-1) design implies the existence of the remaining tro. There are various methods of constructing Hy, and it is con- Jectured thet H,, exists for all positive integers t. Let N be the usual (0, (ut43,2b41,t) design where rows (columns) correspond to treatments (blocks). Then W obtained from N by interchanging 0 and 1 is the neidence matrix of the complementary (lt+5,2t+2,t41) design. It then follows that is the incidence matrix of a design with parameters (ht+h ,8t+6,4t+3,00+2, 2641) which is resolvable and has the further property that any two blocks coming from different replications intersect in exactly t+1 treatments. The design is thus an affine resolvable balanced incomplete block design (ARBTBD) as defined by Bose. Conversely, the incidence matrix of an ARRIBD with these paraneters can be put in the above form by ouitable permutation of its rows and columns where N is a square matrix of order Ut+3 having 2t4 elenente 1 in each row and column. If x is the scalar product of any two rows of abN, then the scalar product of the corresponding rows of FW 4e utes - Q(at4l) + x = xt. Hence xtc = 241 or x Tous N is the Ancidence matrix of a (4t+3,2t41,t) design. We thus have Lenma 3.2. The existence of a (it+3,2tH,t) design is equivalent to the existence of an (litth ,8t+6,4t+3,2t42,2t+1) ARBIBD. Lemma 3.3. If N and M are incidence matrices of two (4t+3,2t+1,t) designs, then is the incidence matrix of a (lit#h,8b+6,4t+5,2t+2,2t41) design (not, necessarily ARBIBD). Proof is obvious. Lemma 3.4, If (without loss of generality) is the incidence matrix of an (lit+h,8t+6,t+3,2t+2,2t41) ARBIRD, and M is the incidence matrix of a (4t+3,2t+1,t) design; then it Pe oo MoM 3is the incidence matrix of a (Gt¥7,it+3,2t41) design. Proof. We need only check the value of \ which is easily seen to be atel. Corolls 15. If N is thé incidence matrix of a (4t43,2t*1,t) design then = lo = to ° = 2 te — ds the incidence matrix of a (8t#7,it+3,2t+1) design... (This corollary ds equivalent to'the fact that the Kronecker product of Hy, 4, and H, ise Hoy. 48°) . Now consider a (ht+3,2t+1,t) design D. Any two blocks of D intersect in t treatments. There cannot exist 4 blocks in D con- taining the same t-tuple. For suppose there exists B, = (8,8,), i = 1,2,3,4, where S is @ t-tuple and 8, a (t#1)-tuple, 4 =1,2,3;4i Then each 8, is disjoint with each other asalso from S. This however is a contradiction since there are only 4t43 treatments, Thus any t-tuple can cacur in at most 3 blocks. The number @ of such t-tuples is then a characteristic of D. We shall call a the characteristic number of D. The t-tuples which occur in 3 blocks will be called special t-tuples and the 3 blocks in which a special t-tuple occurs will be called a B-triple. 26For even t, the value of a is 0 for any (\t#3,2t#1,t) design D. For if B, = (6,8,), 4= 1,23, are 3 blocks containing a t-tuple s, 5? 85, are disjoint and account for all the 4t+3 treatments since each 8, has t+l treatments. Any other block of D then contains then 8,8), 3 n treatments from $ and (t-n) from each 8, giving the block size 3t-2n which is even. This however is impossible. Hence, for t even, aso. It is obvious that two solutions of a (lt+3,2t+1,t) design with different values of @ are nonisomorphic. Even if two solutions have the same a, it may be possible to prove that they are nonisomorphic. For example this will be so if we can prove that the 2 sets of a special t-tuples are nonisonorphic. Consider a (lt+s,8t+6,4t45,2t+2,2t+1) ARBIBD with incidence matrix where N is the incidence matrix of a (4t#5,2t+1,t) design. It is easy to verity that in the ARBIED there is no (t#1)-tuple occurring in more than 3 blocks of the design. (We note that in WN there cannot exist 3 Blocks containing the same (t#1)-tuple.) We call a (t+L)-tuple occurring in 3 Ddlocks of the ARBIBD a special (t#1)-tuple and the corresponding blocks in which they occur as the corresponding B-triple. The number 6 of such special (t#1)-tuples will be called the characteristic number of the design.We consider tow these special (t#1)-tuples arise, Obviously axy special t-tuple in W gives s special (t#1)-tuple in (j1). Again no special (t#1)-tuples can cone from (©) since H nes no special (¢#)- tuples. Again e epecial (t#1)-tuple cannot arise from 2 blocks of Gh) ana 1 dtock of tuple arises from 2 blocks of (N,) and 1 block of ). ‘The only case left is when such a (t+1)- easily seen that such a situation arises in the following case only where 2, and B, are the corresponding blocks of and Fy i = 2,2,3. (8.8), B, = (88), 3, = (6.8,) , 2 3 (S,8,)> (358,), 3 5 = (S985) 5 where S is a t-tuple and §,, S,, 8, are (t#1)-tuples and all these 3 sets are disjoint accounting for all the \t+3 treatments. If we denote ‘the last treatment of the ARBIBD by =, then the special (t41)-tuples and 8,, where $ is a special t-tuple of of the ARBIBDare (*,$), 8)» 8, 5 N we thus have Taeoren 5.6. If the characteristic mumber of a (it#3,2t41,t) design is @ then the characteristic number § of the corresponding (t+: ,8t+6, Mtt5,2t42,2t41) ARBIBD is B = ba. Theorem 5.7. If the characteristic number of a (kt+3,2t41,t) design with incidence matrix N is a, then the characteristic mumber y of the (8t#7,4t43,2t41) design with incidence matrix 28is given by 7 = ktt3tia. Proof. Note that the special (2t41)-tuples of P are of one of the two types. In the first: type the corresponding B-triples do not contain the last block of P and the number of such tuples is obviously 4a. A special (2t41)-tuples of the second type is such that the last block of P is involved in the corresponding B-triple. The munber of such (2¢¢1)-tuples is obviously the mumber t+3 of blocks in N. Hence y dtastha. Theoren 3.8. If the characteristic mumber of a (Wt+3,2t"L,t) design with incidence matrix N is @, end M is the incidence matrix of any (st#5,241,t) design, then the characteristic munber x of the (8t47, 4t45,2t41) design with incidence matrix n OF a jogo MoM 3 satisfies the inequality We +3Sx Skt +3 tho. Proof is obvious.We note that the maximum value of x is attained if and only if the characteristic number corresponding to M is >a and if for each special t-tuple of N occurring in blocks numbered 4,, i,, 1, there is a special t-tuple of M occurring in the same 3 blocks. In parbic- ular,if M=N the mmber attains the maximm value Wt+3v4a. In general 4£ 8 is the mumber of unordered triples (i, ,4,,4,) such that the blocks numbered i,, 1, and form a B-triple in N as well as M, V te 3 then the characteristic munber x of Q is ¥t+3#i5, By suitably per- muting the columns of M it is possible to make 8 assume different values. This helps in obtaining a large number of nonisonorphic solutions toa (8t+7,lt+3,2b+1) design. We use the results obteined above to obtain an adymptotic result. Let D) be an existing (lt+5,2t+1,t) design. Then for each integer 21 there exists a solution to a design D, with parameters (Mt) -1, Mevte)-1, Mea) -1). We actually show that the number of nonisonorphic solutions for D, tends to = with a. r > there ext ee Assume thet for a >1 th Ast solstions Dy 10D, o9-+ 0 yq ©: wacteristic m 5 > oe fa design Dy with characteristic mmbers, x, ) > x,,5 ‘aor? © Utilizing these solutions and Theoren 3.7 we get solutions x > having characteristic numbers x, ae > Paar a ?Poen,2?* Pot ‘ort 1 +++ > yu q 2 0+ We now use Theoren 3.8 with N as the incidence matrix 30of Tyg and M as the matrix obtained from N by permutation (4,,J,) 7 (Ay siget. c) sm ye 4, on its blocks, where (i,,1,,1,) 1s such thet blocks numbered 4), i, and i, forma Biriple In N andj, 4 44,4, is a B-triple of N, (j,,1,,i,) is not a Betriple of N, for otherwise ere Goa + Since (i), arts) there will be a special tuple of D,. occurring in 4 blocks which is @ contradiction. The number of common B-triples of M and N is then strictly less than xy 4. The solution Diy 4 thus obtained from Dy q has the characteristic number ct Xan, Which is strictly less then x ‘atl a" We thus get a4l nonisomorphic solutions to a design characteristic x > a5 Dye With characteristic mumbers 444 1 > yay ,o x, >o. ‘otn,ovn 7 © We note that the existing solution of Dy with the help of Theoren 3-7 gives a solution D,, of D, with characteristic mmber >it. Tt then follows by induction that there exist at least a nonisomorphic solutions for D, and hence the number of nonisomorphic solutions for D, tends to © with a. 4 Falsity of NacNeish's and uler's conjecture. For any positive integer v, let be its prime power decomposition. Define re al) «nines, pc) 2. 31‘Then we have seen in §1 Nv) 2 atv), nv) 22 af vette, n(utte) = 1. MacNeish conjectured that N(v) = n(v) which implied thet N(utt2) = 1, i.e.) there exists no pair of orthogonal latin squares of order \it+2. We prove the falsity of both these conjectures. First some preliminary results. We shall use the notation OA(q,k) to denote an orthogonal array Le ,ak2] An array OA(q)k) will be said to be completely resolvable if the k° columns can be partitioned into k sets of k columns such that each set contains all the k symbols in each of the q rows. We will denote a completely resolvable array OA(qjk) by ROA(qsk). We then have Leume 4.1. The existence of an OA(q,k) is equivalent to the existence of q-2 mols of order k. Lemma 4.2, The existence of a ROA(q-1,k) is equivalent to the existence of an OA(q,k). Proofs are obvious. 32.A transitive array TA(q,k) of strength 2 and index unity is an array with q rows and k(k-1) columns in k symbols such that in any two rows of the array each ordered pair of distinct aymbols occurs exactly once. A TA(q,k) is said to be completely resolvable, if its colums can be partitioned into k-1 sets of k columns each such that in each row every symbol occurs exactly once in each set. We denote it by RTA(q,k). We denote by E(q,x) the qx k matrix for which each element of the i-th column is the i-th symbol. Lemma 4.3. The existence of a TA(q,k) implies the existence of an OA(qsk). Eroof. Given TA(q)k) we adjoin to it the columns of B(q)k) to get an QA(q,k). Lemma 4.k. The existence of a RTA(q-1,k) is equivalent to the existence of @ ROA(q-1,k). Proof, The first part follows as in the previous lenma. Conversely 5 suppose that there exists an ROA(q-1,k). The orthogonality and resolva~ bility are preserved by renaming the symbols in each row, which can be done independently. Hence by suitable renaming the first x columns can be made into E(q-1,k). Deleting this we get @ RIA(q-1,k). We thus have the following schematic representation N(k) 2 q-2 2 OA(ask) ROA (q-1,k) > RUA(g-1, xc) + TA(a,k) 33Pairwise balanced designs of index unity. An arrangenent of v objects (treatments) in > sets (blocks) will be called a pairwise balanced design of index unity and typd (Wk, yy +JK,) Sf euch bloc wee ich are ss contains kykyy-++; or ¥, treatments which are all distinct (ky Svs x, #k,) and every pair of distinct treatments occurs in exactly one block. If the number of blocks containing k, treatments is b,, then ve v(v-l) == bak, (ic, ae Consider @ pairwise balanced design (D) of index unity and type (esky seseok,)+ The subdesign (D,) formed by blocks of size k, will be called the i-th equi-block component of (D), i =1,2,.-.,m. A subset of blocks belonging to (D,) will be defined to be of type I if each treatment occurs in the subset exactly k, times, ‘The number of blocke in each subset of type I is obviously v. We show that we.can rearrange the treatments within the blocks of the subset in such away that every treatment occurs in each position exactly once. If the y blocks are written as columns then each treatment occurs once in each row, When so written out the blocks will be said to be in the standard form. Let the blocks of (D,) be bysBgy-++sbyy written out as the columns of @ k, Xv matrix D,. Let m, = cunber of treatments waich do not occur in j-th row. Put Mam, +m,+... +m. If M=0 then 1 every treatment occurs exactly once in each row. If M>O we show that by within column interchanges we can always reduce M by at least one. 3hSince M>0, there is at least one row, say the j,-th for which , 70; i.e., there is a treatment not occurring in this row. Assume this treatment to be the treatment 1 without loss of generality. since 1 appeers exactly Kk, times there is a row, say j,-th where 1 appears at least twice, We can assume without loss of generality that 1 appears in j-th row in columns 1 and 2. We can assume that the second colum of j,-th row contains treatment 2. Then we have Golh 1 | Gol. 2 Col. 3 Col. v Row 3 x 2 ’ * Row jy 1 1 p g where x #1. We consider the 3 possibilities (a) 2 occurs more than once in row dye (b) 2 occurs exactly once in row dy and does not occur in row top (c) 2 occurs exactly once in row Jj and occurs at least once in row Jp+ Now interchange 1 and 2 in colum 2. Incase (a) m, is re- oh Gueed by oneand m, is either unchanged or reduced by one according 2 as 2 is present or absent in row j,, Thus M is reduced by at least ones Incase (>) m, is unchanged but m, Ss reduced by one. Tans 2 M is reduced by 1. Finally in case (c) my and m, are both h 2 unchanged hence M is unchanged. aeIn case (c), x £1,2, and after the exchange 2 is absent in row J, and appears at least twice in roy jg. We can ascune without loss of generality that 2 occurs in colum 3 end that the treatment in column 3 and row j, is 3. Thus we have 1 Col. 1 Cole 2 Cole 3 Cols v Row 3, x 1 3 : Row Jp a 2 2 : We repeat the procedure with treatments 2 and 5 playing the roles of 1 and 2 and proceed to exchange 2 and 3 in colum 3. Then M will be reduced by at least 1, unless case (c) prevails. Then x = 1,2,3 and after the exchange 5 is absent from row J, and appears at least twice in row Joe Continuing this process if the case (c) contimes to persist, then after the exchange in column v-1, x #1,2,...,v-l, and v-l is absent from row 3, and occurs at least twice in row jp. Hence we have Col. 2 Col. 2 Cols 3. Cols v= Col. v Row Jy xev a 2 we v Row Jp 1 2 3 vel wl Thus for the final exchange in column v, the case (c) cannot arise. We have thus shown that if M>0, then we can always reduce it by 1 and hence ultimately M can be reduced to 0. Thus every treat- ment occurs exactly once in each row. 36A subset of blocks in (D,) will be said to be of type If if every treatment occurs in the subset exactly once. Obviously then jE must be an integer which is equal to the mumber of blocks in a set 4 of type IT in (D,). ‘The equi-block component (D,) is said to be separable if the blocks can be partitioned into subsets of type I or type II (both types ney occur at the same tine). Let rz be the subsets of type T and 8, the subsets of type IT in (D,). Then obviously +s,) = v(ryk, +85) kbs The design (D) is said to be separable if each equi-block con- is separable. It follows that ponent (D; vee 2 (r Qy Tah teed - The set of equi-block components (D,),(D,),..+,(D,), #q-3- This proves the first part of the theorem. Suppose now that (D) is separable. Let Oy doer O, be the subsets of type I and (Di,),...,(D}, ) be the subsets of type II 4 in (D,). We can assume that each (2,5) is in the standard form. We now show that the transitive array A can be written as a RIA(q-L,v). E BL 2. -1). Let f,, be the J-th column of 1%, J = 1,2y++05K,(Ky-1). Since each of the v treatments occurs in each position within the v blocks of D, ye emetly once; it is obvious that in ty, (Dyp) which te a qy-2 xv matrix each of the v treatments occurs exactly once in every row. Hence 39Op) ~ (else) orks -1) 2) i.e., the columns of can be partitioned into sets of v columns such that in every row of each set each of the v treatments ocours exactly once. Again {t Ss easily seen thet if DE, is a subset of type IT in (D,) and 2,, is a component of 1,, then T,,(0],) Bas qy-2 rows and v columns such that in each row all the v symbols occur exactly once. Hence 7, 04,) ~ (yy Of) r+ Hy) . Tow 74) = (TO )o-+B Ds TDi Dao OEY) . Since each 4, is obtained from 7,(D,) be retaining the first q-1 rows; it is obvious that A is RIA(q-1,v) in v symbols tystyreest, It now follows that Mv) 2q-2. Theorem 4.6, Let there exist a pairwise balanced design (D) of index unity and type (vjkj4+++2%,); such that the set of equi-block components ()4(0g)o-++5(0,), #aX-3 Proof. Define a » min(ayLagtls---ay42) , 2) min(ay py Gyiorererd,) ren at = nin(q™),q(2)) : Let Bardigr day be the blocks of (D,), i =1,2,...,2. Then we can construct an orthogonal erray Ay OAn(a, +k, ), where the symbols of Ayy are taken to be the treatment appearing in yy, J-= 1,2s.0+,, Put and let A, be the (q*-1) x yk? matrix obtained from A, by retaining only the first q*-1 rows of A,. Let 4aa) 2 (say ererdy) + £ fen Ne fer en eee Boye colums. clearly al) has the property that if , and t, are any two distinct treatments occurring An any block of (D,),+-+,(D,), then the ordered pair (t,,t,) occurs as o) a column exactly once in any two rowed submatrix of A Also the pair (eyrt,) or (tty) occurs exactly once as @ column in any two rowed submatrix of at ) . Again there exists a completely resolvable transitive array T= ROA(a,-1)%,) for u=f1,...ym, Let O, de the matrix obtained fron 1,(D,) by retaining only the first g¥-1 rows. Then (2). AN = Opa nage) has the property that 1f t, and t, are any two distinct treatments contained in a block of (2, pay)? 1++9(0,)9 then the ordered pair (t,t) (2) occurs as a column exactly once in any two rows of A‘. Now let B= E(q*-L,vz) be the matrix of gol rows andy, 2 t columns where each row contains the v,=v- 2 bjk, treatments not in 1 (D,) or (D,) ... or (Dz) ina given particular order (the same for each row). Jt now follows easily that ae a, a), 2) is an orthogonal array OA(q*-1,v). Hence 4aMv) > -3 . We can put Theorems 4.5 and l.6 in the alternative form Theorem 4.7. If there exists a pairwise balanced design (D) of index unity and type (v5 s,)-++9k,), then > min| es “1. N(v) 2 min[W(H, ),W(,)5 +++ 5M) ] - 2 If further, (D) is separable,’ then N(w) > min[W(iq,) (3) 5-600) ] « Theoren 4.8. If there exists a pairwise balanced design (D) of index unity and type (vjk,,-.-,K,) such that the equi-block components Dy yDyyerDg, £ Sm, forma clear set then N(v) 2 min[M (kg )#Ly + oM (ey ALM Cbey eo 8005) -1. Use of biba's for construct i mols. A bibd with v,byr,k,A = 1 is obviously a pairwise balanced design (vsk)- We use the above two Theorems 4.7 and 4.8 to derive some results. Corollary 4.9. Existence of (vjk) implies w(v) >N(k)-21 and if the design is separable then N(v) > N(k). Since for s a prime power a sbibd (sts+1js+) exists and any 43sbibd is obviously separable we have Corollary 4.10. If s is a prime power N(s"4s44) >N(s1) Thus N(21) >4, N(57) >7 whereas n(2i) = 2 = n(57). We thus obtain a counterexample to Maclleish's conjecture. Consider a (v;k), By omitting a single treatment from the design we get a pairwise design (D) of type (v-1skjk-1) in which the r blocks of size K-l in which the omitted treatment appears in the original (v5k) obviously form a clear set. Similerly omit x treatments 2 min{N(k),14W(k-1)] - 1, 4) W(v-x) 2 min(W(k) ,W(k-2),14W(k-x)}-1) if 2S x SKY (444) N(v-k) > minf(c) N(k-L)j-2 + Part (iii) is obtained by omitting a complete block end oil treatments contained therein and applying Theorem 4.7. Since 16 is a prime power there exists = pairwise balanced design (273317). By taking x = 6,8,9, respectively, andusing (ii) above we have (267) > 9, N(265) 27, N(264) >6 whereas n(267) = 2, n(265) = 4, n(264) = 2. ryConsider a design (vsk) and omit three treatments, 0) 5 toy o not tying in the same block. We get a design of the type (v-3sk,k-1)k-2). Obviously the 3 blocks of size k-2 forma clear set. Hence Corollary 4.12, The existence of (vjk) implies N(w-3) 2 min{ N(x) ,N(e-L),14N(K-2)} -1 Now (v35) exists for all v, which satiefy the necessary parametric conditions (Hanani), Teke v= 21, 25, 41, 45, 61, 65. ‘ne above corollary implies that there exist at least 2 mols or orders 18, 22, 38, 42, 58 and 62. All these numbers are of the form 4t+2, We thus get counterexamples to Buler's conjecture, Similarly from (8139) and (7339) we get W(78) 2 6, N(70) > 6. Corollary 4.13. If there exists a (v;k) for which we can find a set of x treatments no three of which lie in the same block, then N(v-x) > min{W(k) ,N(k-1),N(k-2)]-1 Proof follows by deleting the x treatments to get a design (vjk,k-L,k-2) and applying Theorem 4.5. Consider (s*+s+1js41) which exists where s =p" is a prime Power. In fact the design is a PG(2,s). If p is odd, there exists a nondegenerate conte @, in PG(2;8) with sf2 points iying on @- If we delete from the design (s+e/1;e41) any set of x min{s-1,N(s-1),W(s#1)]-1 5 where xSs+1 af p is oddand x min[s-1,N(s-1),N(s-2)]-1 As applications of the above 2 corollaries we have N(73-x) >5 if x Thus N(69) > 5, N(68) > 5, N(66) >5. Similarly N(8l-x)>5 if x <10 implies N(76), N(75), N(Tk) are each > 5. 46Now suppose there exists a resolvable (vjk) with remaining parameters byr and 4 =1. To each block of the i-th replication add @ new treatment 0;, 1 = 1)2)-.+54, and add a new block (0; 05+++10,)s LSxSr. Tf 1 min[N() WOH) ) -2, (44) N(vtx) > min[ (ke), WOc+L),24N(x)]J-1, if 1 min[14t(k) Oct) 14N(r-1)] -2, (av) N(vtr) > min(N(c+1),24N(x)]-1 0. Ray Chaudhuri and Wilson have shown that a resolvable solution to v= Gt +3, b= (Ste)(ate), r= 3b +1, =3,x=1 exists for all positive integers t. Taking ¢ = lm +2 and applying (iv) of the above corollary we have N(36m+22)>2 , 47since N(1a@m+7) >n(lam+7)>4 and N(4) = 3. Thus Corollary 4.7. For any positive integer a, N(36u+22) >2 . The method of differences for constructing mols Let Upstyy+++yt,_) be the elements of the ring R of residue classes (nod n). We consider matrices whose elements belong to the ring R, or to the set X of symbols ©),%,)+..5,+ We sey that the a difference associated with the pair (4) is u J i “Uys where the a's are in R, Conversely to each element u, in R there correspond n ordered pairs which have u, as the associated difference. If u a, +a (,1) 4s one of these pairs, then the other pairs are (1, *) where j dj 2 uw, ranges over K. The ordered pair (.*), both members of which are in J R a , is said to be an R-pair. A poir (_") where u, is in R and in X is called an R-X pair and the difference associated with it is defined to be ,. With this definition for any element ©, there are n RX pairs with ©, as the associated difference and these are Aa Qo) ‘eo,’ as u, ranges over R. We similarly define X-R pairs. The difference associated with an X-R pair (Od is; for all u, in 1 R 48Theorem 4.18. If m is odd then N(3n+1) > 2. Taking m= ht +3 this implies N(12t +10) > 2. Proof. Let R be the ring of residue class mod(2u+1) and let + Consider the kx um matrix X= (a seyseeom, ‘0 * Forstoattos soy] > where 0 Loa 1 son oo 0 coe » Bop = > | a at Cs ie a Be Boeke oe. mth = 2 a Sy 2m aml vee tL Bog = > Ao, = : Pe a km oo 0 We note that of the 4m pairs occurring in any two rowed submatrix of Aj, Q are R-paire, the differences associated with which are all the nonnull elements of R, m are R-X pairs and m are X-R pairs, the differences associated with which are all the elenents of X. Let Ay be the matrix obtained from A, by adding the integer 6, 0 <0 < an, to each element of A, and reducing mod(an +1); =, +@ being considered ae Put ugAs (AgiAy sere Aggy] + Then it is easy to see that in any two rowed submatrix of A, any R-X pair and any X-R pair and any pair of distinct elements of R occurs exactly once. Since m is odd there exist at least 2 mols of order m. Hence there exists an orthogonel array A* = OA(K,m) in symbols ey reys++074,- Again let E = E(4,2n#1) be the matrix for which each element of the ivth column is the i-th element of R. Then clearly A= (EAAK} is an OA(K,3m+1). Hence N(%m+1) > 2. Use of Group Divisible designs. A Group Divisible (GD) design is an arrangement of v = mn treatments in & locks of aize key such that the v trestments con be partitioned into m oubsets G, of size n such thet any two trestnents of the sage subset occur together In 2, blocks, whereas two trentnents coming fron aitferent subsets ocour together in Xp vlocks; where Ay fy: We shall denote such a design by the nontation GD(w5ksM5Ag Ay) + Tt then follows that each treatment occurs in r blocks and we hav the following relations wes bk P(e) = (ne) Ay + (ad) my 2 50If N 4s the incidence matrix of such a GD design then it can be shown that the vx v matrix NN' has,apartfron 6 = rk, two other characteristic roots @=r-) and 9, = rk-dgv. The GD designs can be divided into three mutually exclusive and exhaustive classes by considering the nonnegative nature of the roots 4 and 6, 7 (a) Singular ap af x =r (&) Seni-reguier GD af r>H, and rk ~Az7 <0. (c) Regular Gd if r >a, and rk -aw>o. We will denote a semi-regular GD by SRGD, Tt can be shown that in the case of a SRGD each block of the design must contain the sane nunber of treatments from each G,, and hence E must necessarily be integral. We shall be concerned mainly with GD(v;kjnj0,1). We define resolvability of a GD design in the usual manner. Tt is obvious that given 2 GD(vjk,n;0,1) we can construct @ pairwise balanced design (D) of type (vskyn). ALL that ve have to do is to adjoin the subsets GGy9+++46, a5 locks to the given design, Further we note that in (D) the vlocks G,.G5)++4,0, of else n forma clear set as they give complete replication of the v treatments. Further if the GD is resolvable, then (D) is obviously separable, since each of the tro components of (D) are resolvable. Theorem 4.19. If there exists a GD(v;k,n;0,1), then N(v) > min[N(k),14N(n)]-1 5.If further the GD is separable then N(v) 2 min{W(k),N(a)}« Proof follows from Theorems 4.7 and 4.8. Theorem 4.20. Suppose there exists a resolvable GD(v;k,nj0,1) with r replications. ‘Then (4) W(wi2) > min{(e) W(ct1),24N(n)]-2, (44) N(v4x) > min[N(c),N(k+2),14N(n),14N(x)]-1 Gf L min{N(k#1),14N(n),14N(r)]-1, (0). N(vir) > min{N(c+1) ,N(n#2),14N(k),14N(r)] -1, (iv) N(vtrtL) > min[W(k+L) (m4) 14M (r41)] = 2. Proof is easily constructed by using Theorens 4.7 and 4,8 and is similar to the proof of Corollary 4.16. We know that if k min[W(ic) W(K#1),24N(n)] =2, (44) N(Gentoe) 2 min{W() N(k+2)424N(n),14M(x)]-1 Gf 1 2 if 6 << 726. Theorem 4.22. There exist at least 2 mols of any order v > 6. Proof. It is sufficient to prove the theorem for mumbers v = 2 (nod 4) and v 2730. If v satisfies these conditions then we can write v-10=lbigthu; g2>5, OSus35 . Hence v = (36g) #4 #10. Now the least factor in the prime power decomposition of 36g is necessarily >h. Hence (36g) > n(36g) >3- Take n= 36g, = 4 and x = 4uHO in the lest theoren. Then k S14N(n). Also 10 2 since 102 if 62 for all v >6. - Tt has been shown by Chowla, Erdés and Straus (Canad. J. Math. vol. 12, 1960) that N(v) += as ve. 535. Strongly regular graphs. Let G bea (finite, undirected) graph with vertices 1,2,...,¥ with no edges from m to m and at most one edge joining m and n (m#n). We will always assume that the graphs we are considering are of this type only. Let A=A(G) be the square matrix of order v, called the adjacency matrix of G, given by A= (a,,), where 1 if m and n are joined by an edge, Fan 0 otherwise. Then obviously A is a symmetric matrix in elements O and 1 and has © along the main diagonal. Conversely any square synnetric matrix in elements © and 1 with O's along the main diagonal can be regarded as the adjacency matrix of @ graph @. G is said to be regular if the valence d(x) of each vertex x, i.e, the mumber of edges passing through the vertex x is a constant d. Then d is called the valence of G, @ is said to be connected if given two vertices mn(afn) there is a path connecting them, i.e., there is 8 sequence ig =m iy is on edge connecting i, and 4,4, 8 =O,lycepeL. If there is an vip =n of vertices such that there edge connecting m and n (mn) we say that m and n are adjacent or I-assoctates. Otherwise m and n are nonndjecent or 2-associntes. Tf m and n are i-associates, let Paylin) denote the ‘number of vertices simultaneously j-th associate of m and k-th associate of n (i,5,4 = 1,2). A regular graph is called strongly regular if 5hPpa) Phy Which 1s independent of m and n 60 long as they are S-associates. It is easily seen that the constancy of py, (myn) and Pf (sn) implies the constancy of the remaining parameters Pi tn) and if n, isthe mumber of i-associates of any vertex, then ad, nj=v-l-a, Pye = Pigg? 2 ot y (5.2) Pip 2 24 gh a. * Pog th == Py * Pop + Fe nae juke d,2 . np. Pig? tedok = 1,2 Pi ‘The complementary graph G of a graph G is the graph on the vertex set V of G, where any two distinct vertices are l-associates or 2-associates in G according as they are 2-associates or l-associates in G. If A is the adjacency matrix of G, then A, the adjacency matrix of G, is given by AtNeo-1, where I is the identity matrix of order v and J is the square natrix 55of order v with all elements 1 and v= |v]. th other words, & is obtained from A ty interchanging 0 and 1 in the off diagonal positions. We will denote « strongly regular graph with parameters in (5.1) by the notation (v, ny, Ply» PE) graph. Some examples of strongly regular graphs. Since the concept of a strongly vegular graph is equivalent with the concept of a two-class association scheme, we will occasionally use the word association scheme to denote a strongly regular graph. (i) Group divisible association scheme. Here V has v = mn vertices partitioned into m subsets of n each. ‘Two distinct vertices are adjacent if and only if they belong to the same subset. The adjacency matrix of G is given by A= diag(J-1,J-I,.-.,J-1) , where there are m submatrices J~I of order n along the main diagonal. We note that G 4s unconnected. However @ is connected. The graph G has parameters (mn,jn-1,n-2,0). (ii) Let © = (2,2,...,0). The vertex set V is the set of net vertices (3) unordered pairs (i,3)) if J =1,2,-..yn. Two ais are l-associates if the corresponding pairs have en element in coumons otherwise they are 2-associates. The graph @ thus obtained is @ strongly regular graph, called T(n), and has parameters ((5), 2(n-2), n-2, 4). 56A graph of 2 vertices in waich every pair of vertices is. joined by an edge is called a complete graph on n vertices and is denoted by C(n). The T(n) graph may be regarded as the line graph of C(n), ise-, the edges of C(n) are the vertices of T(n) and two vertices in Tn) are adjacent if and only if the corresponding edges in C(n) have a vertex im common. (441) Let E = (1,2,.+.5k), The vertex set V of G is the set of K° ordered pairs (4,3); 1)) = 1,2se+0jks wo vertices in 6 are adjacent if the corresponding ordered pairs have a conponent in common, otherwise they are nonadjacent. Tt te easy to verify that G is strongly regular with parameters (k°,2(k-1),k-2,2). ‘This graph is denoted by Balt). Diagronatically we can represent the graph as follows. Arrange the x? vertices ina kx k square. Call two vertices adjacent if they Lie either in the same row or in the sane column, otherwise call then nonadjacent. (sv) Consider a set DyjLgseesl, , of mols of order k in symbols 1,2,...j4. Let L bea square of order k with entries 1,25. ae which we may regard as Ke treatments. Taking rows of L to be blocks we get a set S, of k blocks each of size k forming @ complete replication. Similarly by taking columns of L we get another replication $, of k blocks. Yow superimpose 1, on 1 and fom the block corresponding to the treatments in L which correspond to the symbol j of the latin square L, for j= 1,2)...jk. We get another replication §, of k blocks of size k for each 1 = 1)2y+-yr-2, We thus get a design in a? treatments, rk blocks of size k parti- Sloned into r replications $2,5),5),8,)-+.)5,_,. We note thet 57corresponding to any two treatments there is at most one block containing the two given treatments. It can be seen that two blocks from the same replication do not intersect, whereas two blocks coming from different replications intersect in a unique treatment. We have thus a net (r,k) of order k and degree r. We now define a graph G by using the net (r,k). The points of the net are the vertices of G. We define two vertices to be adjacent if the corresponding points of the net lie on a block; otherwise they are nonadjacent. It is seen that @ is a strongly regular graph with parameters (2, ren), ke2 + (e-1) (r-2), rle-a)) We call the graph G a L,(k) graph. The graph L,(k) defined in (511) is a particular cese when r=2, In this case we do not need any latin squares. Given a set of parameters of a strongly regular graph satisfying (5.1), there nay or may not exist a graph with these parameters. (5.1) gives a set of necessary conditions. Further necessery conditions can ve obtained by using the adjacency matrix, It is also possible that there may exist nonisomorphic strongly regular graphs corresponding to the same paraneters. We have seen that a group divisible association scheme for mn vertices partitioned into m sets of nm each has parameters (mnyn-1,n-2,0). The complete set is given by 58(5,2) in-2 ° 0 n- 3 2 vere 7 = (eh,) ana, = (22,) If-we have a graph G with parameters (5.2), then it is easily seen shat the vatues of aj, ry, p2, imply that the graph @ must necessarily be the graph of a group divisible association scheme. We call @ graph having the parameters of ‘T(n) pseudo-T(n) graph. We can similarly define a Pseudo-L,(k) and a pseudo-L, (Ic) graph. Obviously T(n) and L,(k) graphs exist for all n and k. However it is not true that @ pseudo-T(n) graph is always a T(n) graph and a pseudo-L.(x) graph a Lj(k) graph. Te has been shown thet if n48 a pseudo-T(n) graph ie necessarily @ T(n) graph. However if n=8, then we know that besides the 2(8) graph there are 3 other nonisomorphic graphs with the same parameters as that of 1(8). Thus a pseudo-1(8) graph has exactly 4 nonisomorphis solutions. Similarly if k=, we know that there are only 2 nonisonorphic solutions to @ psendo-L() graph. One of these is the 1.,(k) graph, while the other is obteined by taking the complementary graph of the graph of the net (3,4) obtained by using the latin square of order } indicated below. 59225 4k 25 kL a hae hole 3 For values of k#l, it can be proved that a pseudo-l(k) greph must necessarily be a By(k) graph. Bruck has shown that if k>B(ra)(rr-rerta) then @ pseudo-L,(k) graph must necessarily be a 4.) graph. We can now show (4) W(e) 2-2 9 N() = kL (44) N(x) > k-3 9 N(k) = k-2, if k x4, (445) Wc) > keer 9 Ne) = ee, Af be > B(e-2)(rP-r®4rta) . We note that if G 4s a pseudo-L,(k) graph, then its complement @ is a pseudo-Ly eetep(#) graph. tm case (i), the graph G of the net (kjk) is a Iy(k) graph. Hence each point occurs with exactly k(k-1) other points exactly once and hence does not occur with the set of remaining k-1 points. The graph G is a pseudo-L, (k) graph and has paraneters (x? ,k-1,8-2,0) which are the parameters of a group divisible association scheme with k sets of k treatments each. Thus by adjoining the k blocks of size k corresponding to each set of k to the blocks of the net o(kyk) we get a net (k#1,k) which is a diva corresponding to BG(2,k). This implies that N(k) = k-l. Proofs of (ii) and (iii) are similar. They depend upon the unique- ness of In(x) and L,(k) graphs. Characterization of the adjacency matrix of a strongly regular graph. We first state some lemas. Since a graph G is characterized completely by its adjacency matrix, we may say that the adjacency matrix A is connected (regular, strongly regular), according as G is connected; (regular, strongly regular). We say that a matrix A is an adjacency matrix sf A is the adjacency matrix of some graph, i.e., A is square, symmetric, has 0's along the main diagonal and the off diagonal elements are 0 and 1. Lemma $.1. If A is an adjacency matrix, then A or A 4s connected. roof. Assume A is not connected. Then A is the direct-sum of submatrices A, ,A,y...,Ay of orders m,m,,.-.5m,, (Emi =v) such that each A, 4s connected, If vertices m and n belong to G, and Fespectively, if J, then a, =0 and hence @,, = 2, i.e.) m and n are joined in K by an edge. If m, n both belong to the same &, ‘then the ists tex in G,, » then a= ° ere ex! a ver’ Ping afd, and then np * “np implies aap Aap 1, and hence there is a path in @ from m to n via the vertex p. Thus K is connected. Lemma 5.2. A regular adjacency matrix A of valence a is strongly regular aif and only if there exist nonnegative integers e and f such that (ef) A +f + (a-f) I . 1 2 The values of P)y» Pj, are then respectively e¢ and f. Lemma 5.3. Let 4,8, ,By5+++98, be the distinct characteristic roots of a regular adjacency matrix A of valence d. Then |8,| $4, 1,2,.+.k and A is connected if and only if d is a simple root. The proof depends upon Perron-Frobenius Theorem for nonnegative matrices. Lenma 5.4. (Hoffman). ‘There exists a polynomial P(x) such that if A is an adjacency matrix of order v, then P(A) =e if and only if A is regular and connected. If d is the valence of A. and 8, .By)+..28, are the other distinct characteristic roots of A, then x P(x) =v T (eB, )M (0-8) - eas Lemma 5.5. A regular connected adjacency matrix A of valence d is strongly regular end connected if and only if A has two other distinct characteristic roots @, and @, and then 622 +o + sat a+o0, +0, +0, atee, . ea 2? Py v2 Proof. Suppose A with parameter (v)nj,P{,,Pf,) is strongly reguler and connected. Obviously J, I and A commute with each other. Further 2 2 2 AV watt pA +p) I-A) - Hence from the well known result of Frobenius it follows that if 64a is a characteristic root of A, then 2 2 gage 6 = ny + yy 8 + Bey (-1-6) 5 or 2. Gl 2 2 ~ Gyo Fy) @- Py ae - The discriminant of the above equation is by using (5.1) 2h 2 4 arp? apt - > 1+ (pi, -Pyy)* + alPigtPyy) 20 Hence the roots @, and @, of A different from a are real and distinct. Conversely suppose that A has) beside a, two other distinct roots @, and 6, which are necessarily real since A is symmetric. Then from the previous lenma it follows that if v is the order of A, ‘then 6or taking the trace of both sides, (a-0,) (4-0) a+ 00, Hence AP = (0,40,) A + (44,0) J - 8,041 - rT --diagor + a +06, 40, + Eguating the off-diagonal elements we see that 4+0,0, and d+0,0,+0, +2, are both nonnegative integers. Lemma 5.2 now completes the proof. Partially balanced incomplete block designs with two associate classes. 1 id Let G bea (vom Phy rP],) graph. If we have an arrangement of v treatments (i-e,, the v vertices of G) in b blocks of size k with each row sum r and each column sum k. Then M is the incidence matrix of a poib design D with two associate classes if end only if MA = rT + yA) + AR(T-T-AL) 5 where »,#X are nonnegative integers, ana A, is a regular adjacency matrix with valence #0 or v-L, and has characteristic roots 9 =2) 6) 0, with multiplicities dp, 04, a, with 0 of D are then given by viborsks my = ai hyshyt Thy» oe, were ‘The parameters oo a +o + P= ate, +e, +8, » atee, « 2 Fu Quasi symmetric bibd. Let oBosee eal e blocks of a bib: si symmetric bibd. Let 6, 48, Bh, be the blocks of a bibd with parameters v,b,r,k and 2. If for ifj the set | 9 Bl takes exactly two distinct values, then we say the bibd is quasi-symnetric. Obviously for a quasi-symmetric bibd we must have b>v, since if b=v, ‘then le, Mel =a for ifj =1,2,...5d. Theoren 5.7. If D is @ quasi-synmetric bibd, then its dual is a pbiba with two associate classes. Let N be the vx bd incidence matrix of D. Then NN' hes (characteristic) roots rk with mltiplicity 1 and r-, with milti- plicity v-l, Since D is quasi-symetric let the values of (p, P5] 66be 4, and Hy. Then with respect to each block of D, there are nj blocks of D, intersecting it in y, treatments where and we can put NIN = kT + WAS + wy (J-T-A,) , where A, is @ regular adjacency matrix of orger b and valence ny. We can write the above as (ayy) AY = NM = (eeu) T= ys. Now since b>v,N'N has roots rk, r-,, and 0 with multiplicities 1, vel and b-v respectively. Since 1, A, and J commute, it follows that the characteristic roots of A, are dn, with multiplicity 1, ~ (ket) —2 > and 8, © : Hyte with respective multiplicities v-l and b-v. Lemma 5.6 now shows that N' is the incidence matrix of a pbiba with two associate classes, i.e., D' is a pbibd with two associate classes. @As corollaries we have Corollary 5.8. The dual of a bibd D with parameters v,bsr,k ond Mal where v"), o = G) rt, k= 1-2, = 2 r48 can de embedded as a residual in the corresponding sbibd with paraneters (GQ) td rtek'=r ate. From Corollary 5.9, since r#8, it follows that the duai P” ic a pbidd with parameters Gy ble CB et ersas kar, Moa A = whose association scheme is actually a T(r) scheme, and that an ‘treatments which are l-associates occur together in x! 68In other words the Gs ) blocks of D can be identified with the ( a) pairs of unordered pairs (i,j), if = 1,2,,+.5x, such thet eny two blocks corresponding to pairs having a common component intersect in a single treatment, whereas those corresponding to pairs having no common component intersect in two treatments. Let the blocks of D be now written as B(i,j), fj =1,2,-+-57, and let tyreretercly be the treatments of 2 D. Let x,sX,)++45%, bea set of x new treatments. Consider the unreduced bibd with r ver, b= (3). 8 y > in these r treatments. Using Corollary 5-8 it can be seen that the (7) blocks of this design can be written as Y(i,j) where (i,j) is an unordered pair ij =1,2,...,r, and two blocks corresponding to pairs having a common component intersect in a single treatment, whereas those corresponding to pairs with no common component are disjoint. Now consider the blocks of size r given by (B(i,j) U ¥(i,3)) and the single block (x, 5x,»+++sx,,). They form a bibd with parameters ebte (2) +1, rleklar, tae, as was to be shown. 69