Even Order Regular Magic Squares Are Singular

Author(s): R. Bruce Mattingly

Source: The American Mathematical Monthly, Vol. 107, No. 9 (Nov., 2000), pp. 777-782
Published by: Mathematical Association of America
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 Even Order Regular Magic Squares
Are Singular
R. Bruce Mattingly

1. INTRODUCTION.Magic squares have been studied by both amateur and

professionalmathematiciansfor centuries, and they continue to be a source of
interestingquestions.Cleve Moler has pointed out (withoutproof) that the magic
squaresgeneratedby MATLAB have the propertythat the squaresof odd order are
nonsingularmatrices,while the squaresof even order are all singular[7].Exploring
why this might be true led to some interesting results about eigenvalues and
eigenvectorsof magicsquares,and in fact, about more general classes of matrices.
We begin by reviewingsome basic terminology.A magic square is an n X n
arraycontainingthe integers1 throughn2 arrangedin such a way that all rows and
columns,and the two main diagonals,have the same sum ,u = (n3 + n)/2. In this
paper, we are particularlyconcernedwith regularmagic squares.A magic square
A is said to be regularif its entries are arrangedso that they satisfy

aij + an-i+l n-j+l = n2 + 1; i = 1, ... ., n; j = 1, .. ., n. (1)

Diurer'sfamous 4 x 4 magic square[1, p. 147] is

16 3 2 13
5 10 11 8 (2)
4 15 14 1

Note that a1l + a44 = 17, a13 + a42 = 17, a24 + a31 = 17, and so on. Two entries
in an n X n magic squarewhose sum is n2 + 1 are said to be complements. Thus,
1 and 16 are complementsin (2), as are 2 and 15, 3 and 14, and so on. A given
entry and its complementare located at equal distances from the center of the
matrix,but in opposite directions,i.e., if one is in the top left quadrant,then the
complement is located in the bottom right quadrant. Regular magic squares
are also referredto as associated[1] or symmetrical[2].
Let J be the reversalmatrix:the permutationmatrixobtained by writing the
rows and columns of the identity matrixin reverse order. Notice that j2 = I, so
j = j-1 = jT. Multiplyinga matrixon the left by J reversesthe order of the rows,
while multiplyingon the right reverses the columns. Let e be a column vector
containingall ones, and let E = eeT, a matrixof all ones. It is easy to see from (1)
that any regularmagic square A satisfies the equation

A + JAJ = (2 /n)E. (3)

Using consecutiveintegers,it is not possible to constructregularmagic squaresof

singly-evenorder (n = 6,10, 14.... ). However, matrices of this type can be con-
structedusing non-consecutiveintegers.In such cases, the commonsum ,u of these

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matricesno longer equals (n3 ? n)/2, but they still satisfy (3). Here is a regular
magic squareof order 6 that uses the numbers1 through39, omitting 10, 20, and
30, for which ,u = 120 [2, p. 210]:
28 1 26 21 8 36
3 35 7 25 23 27
34 24 22 9 29 2 (4)
38 11 31 18 16 6 (
13 17 15 33 5 37
4 32 19 14 39 12

2. BASIC RESULTS ABOUT EIGENVALUES AND EIGENVECTORS. Let A be

a regularmagic squareof order n. We can expressthe fact that all row sums and
columnsums of A equal ,u with the matrixequations
Ae= lie, eTA = j,eT, (5)
which show that ,u is an eigenvalue of A, and that e is both a right and left
eigenvector associated with ,u. Since a magic square has all positive entries,
Perron'sTheoremensuresthat the eigenvalue,u has algebraicmultiplicityone and
that all other eigenvalues of A have magnitude strictly less than ,u [9, pp.
216-221]. What else can we say about the eigenvaluesof a regularmagic square?
Let'sconsideran example.

Example 1. Let A be the regularmagicsquaregiven in (2). The eigenvaluesof A

are A1= 34, A2 = 8, A3 = -8, and A4 = 0, and associatedeigenvectorsare

Ul={) U2= l 0 U3= l 1 U4= l-3-

To make the notation consistent, we let ,u = A1 and e = ul. First of all, observe
that exceptfor u1, the entries of each eigenvectoradd up to zero. Secondly,both 8
and -8 are eigenvalues.The eigenvector U3 is simply u2 turned upside down.
Finally, turning U4 upside down produces -U4. The remainderof this section is
devoted to explainingthese observationsby developing a series of results about
eigenvaluesand eigenvectorsof regularmagic squares.
First of all, why do the entries of most of the eigenvectorsadd up to zero?
There is actually something deeper going on here: every other eigenvectorof a
regularmagicsquareis actuallyorthogonalto the dominanteigenvectore. This is a
consequence of the fact that e is a left eigenvector of A. The principle of
biorthogonalitysays that any right eigenvectorof A associatedwith an eigenvalue
A is orthogonalto all left eigenvectorsof A associatedwith eigenvaluesother than
A [9, p. 115].
Next, if A is an eigenvalue of A, when can we say that -A is as well? The
question is not very interestingif A = 0, and Perron'sTheorem ensures that - ,u
cannotbe an eigenvalue.To explorethis questionfurther,it is helpfulto workwith
the related matrix
Z =A - ( An)E (6)
obtained by subtractingthe same number ( A/n) from each entry of A. As we
show in Theorem 1, A and Z have exactlythe same eigenvalues,except for ,u.

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Theorem 1. Let A be an n x n regular magic square, and let Z be defined by (6).
Then A and Z have the same eigenvalues, except that ,u is replaced by 0 in the
spectrum of Z. Furthermore,A and Z have the same eigenvectors.

Proof: First of all, e is still an eigenvectorof Z, but it is now associatedwith the

eigenvalue0:
Ze =Ae -( (/n)e(eTe) = Ae - ( /n)en = 0. (7)
Now let A 0 A be any other eigenvalueof A with associatedeigenvectorx. Recall
that x is orthogonalto e. Then
Zx =Ax - ( u/n) e(eTx) = Ax -0. (8)

Theorem 1 is a special case of a more generaltheoremfrom numericalanalysis

usuallyassociatedwith deflationtechniquesthat are used to compute other eigen-
values of a matrixonce the largestone has been found [3, p. 516].

Example 2. Substitutingthe matrixfrom (2) into (6) produces

16 3 2 13 1 1 1 1
5 10 11 8 34 1 1 1 1
Z= 9 6 7 12 4 1 1 1 1
4 15 14 1 1 1 1 1
7.5 - 5.5 - 6.5 4.5
-
-3.5 1.5 2.5 -0.5 (
0.5 - 2.5 -1.5 3.5
-4.5 6.5 5.5 - 7.5
The eigenvaluesof Z in (9) are 0 (repeated twice), 8, and - 8. Entries in (2) that
are complements,such as 1 and 16, are replaced in (9) by positive-negativepairs
such as - 7.5 and 7.5. To see that this is true in general, multiply(6) on the left
and rightby the reversalmatrix J to produce
JZJ =JAJ - (/n)E (10)
Adding (6) and (10) produces
Z + JZJ=A + JAJ- (2,u/n)E (11)
The right hand side of (11) equals zero by (3), so
JZJ= -Z. (12)
Matrices that satisfy (12) are said to be skew-centrosymmetricor centroskew. One
importantpropertyof these matricesis given in followingtheorem,which can also
be found in [5], [6], and [10].

Theorem 2. Let A be an eigenvalueof a skew-centrosymmetricmatrixZ. Then -A is

also an eigenvalue of Z. Furthermore,if Zx = Ax, then Z(Jx) = - A(Jx).

Proof: For any square matrix A, the eigenvaluesof -A are the negativesof the
eigenvalues of A. Since J = J-1, (12) is a similarity transformation, so Z and -Z
have exactly the same eigenvalues.These two statements together imply that Z
has both A and - A in its spectrum.To establishthe result on eigenvectors,begin
with Zx = Ax and compute JZJx = -Zx = -Ax, so Z(Jx) = -A (Jx). U

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 Any regularmagic square A can be deflated to produce a skew-centrosymmet-
ric matrix Z using (6). Thus, Theorem 1 ensures that the results of Theorem 2
apply to any eigenvalue of A other than ,u. This explains the observationin
Example1 that 8 and - 8 are both eigenvalues,and that u3 = Ju2. Theorem2 also
implies that if x is an eigenvector associated with A = 0, then so is Jx. If x = Jx or
x = -Jx, then the vector x is said to be symmetric or skew-symmetric,respectively
([6],[10],[11]).For example,the eigenvectorU4 of Example1 is skew-symmetric.If
x does not have either property,then y = x + Jx is a symmetriceigenvectorand
w = x - Jx is a skew-symmetric eigenvector associated with A = 0.

3. SINGULARITYOF EVEN ORDER REGULAR MAGIC SQUARES. Our goal is

to show that regularmagicsquaresof even order are singularby showingthat they
alwayshave a zero eigenvalue.This is a consequenceof the fact that each positive
eigenvaluehas the same algebraicmultiplicityas its negativecounterpart.

Theorem 3. Suppose that a square complex matrix B is similar to -B. If a Jordan

block Jk(A) appears m times in the Jordan Canonical Form of B, then so does Jk(- A).

Proof:B and -B have the same JordanCanonicalForm. U

We are now readyto prove the following:

Theorem 4. Let A be an n X n regularmagic square. If n is even, then A is singular.

Proof: Let Z be defined by (6). For each nonzero eigenvalue A of Z, Theorem 3

ensuresthat the Jordanblocksof A are pairedwith those of - A,so the sum of the
algebraicmultiplicitiesof the nonzero eigenvaluesof Z must be even. But 0 is an
eigenvalueof Z, so its multiplicitymust also be even, implyingthat at least one
eigenvalueof A equals0. a

4. RELATED WORK. Positive-negative pairs of eigenvalues can also occur

in non-regularmagic squares.The following matrixhas eigenvalues 34, ? 24,
and 0:
1 15 6 12

ji 5 16 2
8 10 3 13
The matrixin (13) is an example of a pan-diagonalmagic square. Such matrices
have the propertythat all of the diagonals(includingthe broken ones) add up to
the same value. For example, 15 + 9 + 2 + 8 = 34. It was shown in [4] that every
even orderpan-diagonalmagic squareis singular.Another exampleof a non-regu-
lar magic squarewith positive-negativeeigenvaluepairs is
35 1 6 26 19 24
3 32 7 21 23 25
31 9 2 22 27 20 (14)
8 28 33 17 10 15 (
30 5 34 12 14 16
4 36 29 13 18 11

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The eigenvaluesof (14) are 111, ? 27, ? 4F6, and 0. For the matricesin (13) and
(14), performingthe deflation in (6) does not produce a skew-centrosymmetric
matrix,so Theorem 2 cannot be used to explainthe presence of positive-negative
eigenvalue pairs. It would be interestingto determinethe largest set of matrices
for which it is true that - A is containedin the spectrumwhenever A is.
Using (6) with an odd order regular magic square produces an odd order
skew-centrosymmetric matrixwith a zero eigenvalue.Unfortunately,we cannot say
that this eigenvaluehas multiplicityone, only that its multiplicityis odd ([6], [10]).
Thus, we cannot rule out the possibilityof pairs of zero eigenvaluesin odd order
regularmagic squares.A partial result establishedby Bill Newman in [8] applies
only to the odd magicsquaresgeneratedby the MATLABsoftwareusing the familiar
diagonal constructionmethod [7]. Newman's approach was to develop explicit
formulasfor the eigenvaluesand eigenvectorsthat are quite accurate and show
that the eigenvalues are all nonzero. Whether all regular magic squares of odd
order are nonsingularappearsto be an open question.
The resultspresentedin this paper can be generalizedto describea much larger
class of singular even-order matrices. Because our original motivation was to
understand the behavior of magic squares, we restricted our attention to real
matrices,but our results could be extended easily to complex matrices.The key
propertyis that the matrix A has a common left and right eigenvector x with
associated eigenvalue A. If x*x = 1, then

Z = A-Axx* (15)

is similar to -Z (giving us the positive-negativeeigenvalue pairs) providedthat

A + S-1AS = 2A(xc*)for some nonsingularmatrixS that commuteswith xx*. For
a magic square, the reversalmatrix J plays the role of S. The constant row and
columnsums of a magic squarewere used in (5) only to establishthe fact that A
has a commonleft and right eigenvector.If we define x = e/ /n and A = ,u, then
(15) reduces to (6). To ensure that ,-t is a simple eigenvalue,it would be sufficient
for A to be nonnegativeand irreducible,so the fact that the entries of a magic
squareare positiveintegersis not critical.Unfortunately,none of these generaliza-
tions help to establish whether or not odd order regular magic squares are
nonsingular.

ACKNOWLEDGMENTS. I thankCleve Molerfor posingthe initial questionthat led to this research,

as well as for his encouragementand support.I also thank Bill Newmanfor sharinghis conference
paperand for his interestin this work.Dick Hill, IrwinPressman,and JimWeavergraciouslyprovided
copies of their papers and gave valuable assistancein locating referenceson skew-centrosymmetric
matrices.

REFERENCES

1. W. S. Andrews, Magic Squares and Cubes, Dover Publications, Inc., New York, 1960.
2. W. W. Rouse Ball and H. S. M. Coxeter, MathematicalRecreationsand Essays, 13th edition, Dover
Publications, Inc., New York, 1987.
3. R. L. Burden and J. D. Faires, Numerical Analysis, 5th edition, PWS-Kent Publishing, Boston,
1993.
4. N. Chater and W. J. Chater, On the determinants of pan-magic squares of even order, Math.
Gazette 33 (1949) 94-98.
5. A. R. Collar, On centrosymmetric and centroskew matrices, Quart. J. Mech. Appl. Math. 15 (1962)
265-281.
6. R. D. Hill, R. G. Bates, and S. R. Waters, On Centrohermitian Matrices, SIAM J. MatrixAnal.
Appl. 11 (1990) 128-133.

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 7. C. Moler, MATLAB'sMagicalMysteryTour, TheMathWorks NewsletterVol. 7, No. 1 (1993), The
MathWorks,Inc., Natick,MA, 8-9.
8. B. Newman, MATLABMagic, contributed presentation, 1997 MATLAB Conference, Sydney,
Australia,October23-24, 1997.
9. J. M. Ortega,MatrixTheoryA SecondCourse,PlenumPress,New York, 1987.
10. I. S. Pressman,Matriceswith MultipleSymmetryProperties:Applicationsof Centrohermitian and
PerhermitianMatrices,LinearAlgebraAppl.284 (1998)239-258.
11. J. R. Weaver,Centrosymmetric matrices:theirbasicproperties,eigenvalues,and
(cross-symmetric)
eigenvectors,Amer. Math.Monthly92 (1985)711-717.

BRUCEMAITINGLYis chairof the MathematicsDepartmentat SUNY Cortland.He earnedB.S. and

M.Eng. degrees from the Universityof Louisville,and receivedhis Ph.D. from North CarolinaState
Universityin 1988, under the direction of Carl Meyer. He spent 11 years at YoungstownState
Universitybefore movingto Cortland.
SUNYCollegeat Cortland,Cortland,NY 13045
mattinglyr@cortland.edu

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