Journal of Statistical North-Holland
Planning
and Inference
103
11 (1985) 103-l 10
A CONSTRUCTION FOR GENERALIZED MATRICES GH(4q, EA(q)) Jeremy
HADAMARD
E. DAWSON
Australian National University, Canberra, Australia Received
19 January
Recommended
1984
by J. Seberry
and N.M.
Singhi
Abstract: We give a construction for a generalized Hadamard matrix GH(4q, EA(q)) as a 4 x 4 matrix of q x q blocks, for q an odd prime power other than 3 or 5. Each block is a GH(q, EA(q)) and certain matrix
combinations
of 4 blocks
exists for every prime
power
form
GH(Zq,EA(q))
matrices.
Hence
a GH(4q,EA(q))
q.
AMS Subject Classification: Primary
62K10,
Key words and phrases: Orthogonal
62K15;
Secondary
OSB15.
arrays.
For q an odd prime power, Street (1979) and Jungnickel (1979) have given a construction for a GH(2q, EA(q)), i.e. a generalized Hadamard matrix of order 2q over EA(q), the elementary abelian group of order q (which is also the additive group of GF(q)). Their constructions are cases of the following theorem.
Theorem 1. Let q be an odd prime power. Let the matrix H be formed by four blocks Hik, i, k = 1,2, where each Hik is a q x q matrix whose rows and columns are indexed by the elements of GF(q). Let (HikIm,
=
2
aikz
+ PikXZ
+
YikX
2
where a11
a12
-a21
-
a22 (1)
Plll321
=
Y11-
Yl2
=
P12/322 Y21
-
’
Y22 (2)
PllP12
P21P22
all-a21 4 X(P11
’
y11-~12
PllP21
&l/322-P12P21
pll=
P12P21
P22)
Pll =
0
1985, Elsevier
(3) P22
’
(4)
-1,
and the numerators and denominators a GH(2q, EA(q)) matrix. 0378-3758/85/$3.30
P12P21
Science
of (I), (2) and (3) are non-zero. Then H is
Publishers
B.V. (North-Holland)
J.E. Dawson
104
/ Generalized
Hadamard
matrices
Proof.
Each Hik is a generalized Hadamard matrix (with the group written additively), since the differences between corresponding elements of rows x and y are {(oikZ2+/3ikXZ+ YikX2)-(((Y;kz2+P;ky~+YikY2) = {fiik(X-_Y)Z+ Now,
: ZEGF(~)}
yik(X2-_Y2) : ZEGF(q))
= GF(q).
the differences between corresponding elements of rows 1,x and 2, y of H are ,;,
Uolk-%k)z2+(Plk
are working here with multi-sets)
(we
(alk-a2k)
k=l,2
blkX--P2ky
(
“I
=
~-P~~Y)z+Y~Ax~-Y~~Y~:zEGF(~)}
z+
2(alk
2
+Ck:zEGF(q)
- a2k) >
where c, = yrkx2 - y2ky2 -
1
(PlkX-b2kY)2
4(% -
a2k)
>
{(a,k-a2k)Z2+Ck:ZEGF(q)}.
=,;,
We shall show that Cr = C2 (for any x, y); (1) and (4) imply that of all - a21 and or2 - (Yap,one is a square and the other is not. Now {(ark - 02k)z2 : z E GF(q)} runs through each square (resp. non-square) twice and zero once if ark - o2k is a square (resp. non-square), and so ,_j,
{(alk-a2k)z2:
zEGF(q))
= GF(q)UGF(d.
Adding the constant Ct (=C,) throughout makes no difference, and so the set of differences between corresponding elements of the two rows runs through GF(q) twice. To show that Cr = C2 (regardless of the choice of x and y), we look separately at the terms in x2, xy and y2. Thus we require Pf2
El
0)
= Y12-
Y114&l
4@12
- a211
PllP21
=
or1 - a21
- a221
P12P22 al2
- a22
(ii) ’
P:l -Y21-
’
4&t -
Pi2 = -Y22
(iii)
Wl2
a21)
- a221
’
Now (ii) is equivalent to (1); (3) gives 1 Yll
-Y12
=
Wll
- a211
(
p,
PL
=
_
Pll
P12P21 P22
>
P?2 (by
4@lI
- a21)
-
Wl2
-
a221
(l)),
J.E. Dawson
which implies 4
/ Generalized
Hadamard
105
matrices
(i). Also (2) and (3) give a11 - a21 Y21 - Y22 Pll
which similarly
P21
implies
Pll~22-P12/32l
P21 P22
PllP12P2lP22
(iii). Thus
We use this construction
Ct = C2, and the proof
is complete.
0
to form our GH(4q,EA(q)).
2. Let H consist of 16 q x q blocks Hik, i, k= 1,2,3,4, lowing 12 submatrices are GH(2q, EA(q)) matrices:
Lemma
HI,
H12
H13
H14
H31
H32
H33
H34
ff21
H22
H23
H24
H41
H42
H43
H44
ff1l
H13
ffl2
H14
Hz1
H23
H22
H24
H31
H33
H32
H34
ff41
H43
H42
&I
H1,
ff14
H12
H13
H21
H24
ff22
H23
H41
H44
H42
ff43
H31
H34
H32
H33
Then H is a GH(4q, EA(q))
such that the fol-
matrix.
Proof. Consider, for example, rows 2,x and 3,~. The differences between corresponding elements of them consist of each element of GF(q) occurring twice in 2; 2; and twice in 2; $1, i.e. four times in all. The same happens with any pair of rows. 0 We need to determine the 48 coefficients oik, Pik, yik, i, k = 1,2,3,4, such that conditions (l)-(4) of Theorem 1, with indices changed appropriately, are satisfied for each of these 12 submatrices. For q = 3 this is not possible, as the four ait must be distinct. and q=9.
We have a method
to construct
a, p and y otherwise,
except for q = 5
3. Let A, B, C,D be non-zero elements of GF(q) such that Am2+ Bp2+ Cm2+ De2 = 0 and x(ABCD) = - 1. Let
Lemma
where a=a’=O, c=
b is arbitrary non-zero,
bAW-BC) (A2+B2)D
d
’
=
bA(AC+BO (A2+B2)C
’
106
J.E.
Dawson / Generalized Hadamard
A2+B2 b’ = ~ 4b ’
matrices
c, = b, A(AD + BC) (A2+B2)D ’
d, = b,A(AC-BD) (A2+B2)C
For i, k = 1,2,3,4, let (Hik)xz = aikz2 + PikXZ + yikX2, taking the values of aik, Yik from the matrices above. Then each of the 12 matrices of Lemma GH(2q, Wq)).
* Pik
and 2 is a
PrOOf. We show that (Yik, Pik and yik Satisfy equations (l)-(4) in respect of each of the 12 matrices of Lemma 2. Equation (1) for the 12 submatrices becomes
a-b d-c AB=Dc’ (occurring
four times each),
al-d’ AD= (four
times each).
a-c b-d AC=BD’ and equation
b’- c’ BC’
(2) becomes
a’- b’ c’-d’ AB =F’
(AC-BD) 4ABCD
a’- c’ AC=
of a =a’=O, equation
By substitution
b d’ AB AD
a-d c-b AD=cB
’
c b’ ACAB
(AD-BC) 4ABCD
d’- b’ DB
(3) gives
’
d c’ --= ADAC
(AB-CD) 4ABCD
in each case equation (4) is x(ABCD) = -1. The reader are satisfied (this requires frequent use of the identity A2B2C2 + A2B2D2 + A2C2D2 + B2C2D2 = 0, as implied by the hypothesis). The result now follows from Theorem 1. q (four times may verify
It remains some results
each) and that these
to show that there exist A, B, C, D as in Lemma on finite fields.
3. We first assemble
Lemma
4. (i) For q an odd prime power, 427, any non-zero element a of GF(q) is the sum of two non-zero squares. (ii) Further, if q = 1 (mod 4) and the fourth powers (including zero) form a subfield of GF(q), then q=9. Proof.
(i) Since XF&C4jX(X) = 0
and
c X(X)X(Y) =X;OX z-1 x+y=(l (
>
=-x(-l),
a simple counting argument shows that (x(x), X(Y)) = (1,l) for at least t - 1 pairs (x, y), where q = 4t + 1. is of order pm where m ) n. In this case, then, (ii) Let q=p”; a subfield 4=(p”-l)/(p”-l)= 1 +pm+...+p(“-l)m, whence n=2 and pm=3. 0 Theorem 5. If q is an odd prime power other than 3, 5 or 9, then there is a generalized Hadamard matrix of order 4q over EA(q).
J.E. Dawson
/ Generalized
Hadamard
matrices
107
Proof. We look at cases. If x(-l)
= -1, set A = B = 1, then by Lemma 4(i) we can find C and D such that Am2 + Be2 + C-2 + De2 = 0. If x(ABCD) = 1, replace D by -D, and the hypotheses of Lemma 3 are satisfied. On the other hand, let x(- 1) = 1. Suppose also that there exist non-zero x, y, z such that x(x), x(y) and x(z) are not all equal and x2 +y2 + z2 = 0. Let X(X) #x(y). Then 0 = (x2-y2)(x2+y2+22)
=x4-y4+x2z2-yzzz,
a sum of four squares; let A =xm2, etc. Then &4BCD) =x(x2y2xzyz(-1)) =x(xy) = -1, satisfying Lemma 3. Suppose alternatively that x2 +y2 + z2 = 0 (x, y, z # 0) implies X(X) =x(y) =x(z). Choose x, y such that I = -1 and x2 +y2 #0 (which is possible for q> 5). It follows that x(x2+y2)= -1. Suppose that there exist u and u such that x(u)= x(u)= 1 and x(u2+u2)=-1. Thus we may let s~=-_(u~+u~)/(x~+~~). Then 0=s2x2 +s2y2 + u2 + u2, the sum of four non-zero squares; setting A = (.sx)-’ etc. we get &lBCD) =x(sxsyuo) = -1, again satisfying Lemma 3. Suppose therefore that x(u) =x(u) = 1 implies that x(u2+ u2) = 1 (or 0); then if w2 = -(u2 + u2) #0 our earlier supposition implies that K(W) = 1. Thus, in the case q= 1 (mod S), when -1 is a fourth power, u2 + v2 = -w2, a fourth power. It follows that the fourth powers form a subfield; however, this cannot occur unless q = 9, by Lemma 4(ii). In the case q =p”= 5 (mod 8), when -1 is not a fourth power, we have, for fourth powers u2 and u2, -(u2 + u2) = w2, a fourth power. Then we show by induction that 3k + 1 is a fourth power for kz 0. Suppose 3k+ 1 is a fourth power, as is 1; we have -(l + 1) = -2 and -((3k+l)+l)=-3k-2 are fourth powers, whence -((-3k-2)-2)=3(k+l)+l is also. Since ~23, this implies that -1 is a fourth power, a contradiction. Thus in all cases there exist non-zero A, B, C, D such that K2 + BP2 + Cm2 + DP2 = 0 and x(ABCD) = -1. The result now follows from Lemmas 3 and 2. 0 We note that, for any 4 x 4 matrices a, /I, y forming a solution to (l)-(4) in respect of the 12 matrices in Lemma 2, any of the following changes produces another solution: (a) adding a constant to each entry in any column of (Y, (b) adding a constant to each entry in any row of y, (c) multiplying each entry of any column of /I by a non-zero constant k and multiplying each of the same column of (Y by k2, (d) multiplying each entry of any row of /3 by a non-zero constant k and multiplying each entry of the same row of y by k2, (e) multiplying each entry of a by a non-zero constant k and multiplying each entry of y by l/k, (f) multiplying by -1 each element of any of the sets {&i, p22, &, &}, ~P12?P21yb34pf143}y
{P13pf124yb31pb42}
Or {b149b23,b329fi41}?
performing any permutation on the row indices permutation on their column indices, and (h) transposing /I and interchanging (r and yT, (g)
of a, /I and y, and the same
108
J.E. Dawson / Generalized Hadamard matrices
In seeking solutions, we may therefore assume that all alk, yii =O, and all Pik, pii = 1. If q= 1 (mod 3), a solution can also be found as follows. Let o (21) be a cube root of 1, and let A,& C be non-zero elements of GF(q) such that 1/A-1=02(1/B-1)=c0(l/C-1). Let 0
0
0
0
1
A
C
B
1ACB P=
A-1 ‘=
4A
0
A
w2C
WB
0
B
w2A
WC
1
1
BAC
1
C
1
B
I-
A
1.
’
Then it may be checked that (l)-(3) are satisfied for the 12 matrices of Lemma 2. (Note that 1 + o + o2 = 0, whence l/A + l/B + 1/C= 3 and l/A + o/B + 02/C = 0.) Equation (4) is satisfied in all 12 cases if x(A) =x(BC) = -1. The problem of finding A, B, C of which exactly one, not A, is a square is that of finding x such that exactly one of x+ 1, ox+ 1, 02x+ 1 is a square, or, equivalently, such that not all w’x+ 1 are squares but their product x3 + 1 is. Now x= 2 suffices unless o - o2 (=20+ 1) and 02-o are both squares (when x+ 1 = 3 = -(02 - w)~ is always a square). In this latter case, a counting argument, based on the results XEg(qjX(X) = 0
and
re&(qj X(X+ o’)x(x+u~)
= -1
(o’*o’),
ensures that there exists XE GF(q) such that exactly one of x+ 1,x+ o, x+ o2 (equivalently, one of x + 1, ox + 1, w2x + 1) is a square. The question remains for q = 3, 5 and 9. No solution is possible for q = 3, since a column of (Ymust contain four distinct values. A computer programme was used to look for solutions for q = 5 and 9. It showed that there is no solution for q = 5, and four essentially different (in the sense of the remarks following Theorem 5) solutions for q = 9. These are given in Table 1 (for m # 0, m denotes (I+ fi)m). 6. If q is a prime power, then there is a generalized Hadamard matrix of order 4q over EA(q).
Theorem
Proof.
If q is even, then the result is well known (by factoring EA(4) out of a GH(4q, EA(4q)) matrix). If q = 3, the required matrix is given by Seiden (1954). If q = 5, the result is a case of Theorem 1 of Seberry (1980). If q = 9, the result follows from Lemma 2 and Theorem 1, using the matrices a, /I and y given above. The remaining cases form Theorem 5. 0
J.E. Dawson
/ Generalized
Hadamard
matrices
109
Table 1
B
a
Other matrices.
0
0
0
8
8
8
8
0
2
I
3
4
1
6
I
8
5
6
I
0
7
1
6
8
I
3
2
8
3
3
6
0
1
2
5
7
5
4
6
8
2
1
7
0
8
4
2
0
0
0
0
8
8
8
8
4 8
1 7
2 1
5 6
8
5
6
1
0 0
2 7
5 3
1 2
6 7
7
8
1 5
6
6
7 2
1
3
8 8
0
1
0
4
2
8
0
0
0
0
8 5
1
2
8 6
4
3
8 3
2
8
8 8
0
5
0
5
2
6
3
4
6
7
4 7
5
8
3 1
7
2
1 2
3
3
8 8
0
1
0
4
5
8
0 1
0 2
0 7
0 4
8 8
8 1
8 6
8 3
0
4
8
6
0
5
6
1
6
5
3
2
8
7
5
4
0
3
5
2
7
1
2
8
8
2
3
1
0
6
3
I
configurations
be constructed
these
generalized
Corollary 7. For q a prime power, there exist (i) 4q - 1 mutually orthogonal F-squares, F(4q; 4), (ii) an orthogonal array [sq2, sq + 1, q, 21, (iii) a group divisible PBIBD with v = b = 4q2, r = k = 49, 4q groups each of size q, A,=0 and A2=4, and (iv) if q = 1 (mod 3), a BIBD
492-l 4q2, ~ 3
q9
4q2- 1 ---_,49,-3
and generally a BIBD(4q2,(4q2-l)q,4q2-1,49,49-l). Proof. (i) follows from Seberry (1980), Theorem 2. (ii) follows from Shrikhande (1964). (iii) A group G has a natural representation as a transitive permutation group on 1G 1 objects; we replace each entry in the GH(4q, EA(q)) by the q x q permutation matrix representing it to get the incidence matrix of the required design. (iv) For q= 1 (mod 3), take a 49-l 9, -_,4,1 3
J.E.
110
Dawson / Generalized Hadamard
matrices
(which necessarily exists) and replace each variety in it by a group of q varieties. Thus we have a group divisible design with varieties, groups and block size as in the design of (iii), and with A2,= (4q- 1)/3 and A2= 1. We take one copy of this design and (q- I)/3 copies of the design of (iii) to get the BIBD with L = (4q - I)/3 = 1 + 4(q - 1)/3. The second assertion is proved similarly. q Corollary 8. Let q be a prime power. Then there exists a generalized Hadamard matrix GH(2mqk; EA(q)) for m s2k, k? 1.
Take the Kronecker product of copies of GH(q, EA(q)), GH(2q, EA(q)) and GHVq, EA(q)). •I
Proof.
Further corollaries may be deduced from this result along the lines of Corollary 7.
References Jungnickel,
D. (1979). On difference
matrices. Seberry,
matrices,
resolvable
transversal
designs and generalized
Hadamard
Math. Z. 167, 49-60.
J. (1980). A construction
for generalized
Hadamard
matrices.
J. Statist. Plann. Inference
4,
365-368. Seiden,
E. (1954). Construction
Shrikhande,
of orthogonal
S.S. (1964). Generalized
arrays.
Hadamard
Ann.
matrices
Math. Statist. 25, 151-156.
and orthogonal
arrays
of strength
2. Canad.
J. Math. 16, 736-740. Street,
D.J.
(1979). Generalized
toria 8, 131-141.
Hadamard
matrices,
orthogonal
arrays
and F-squares.
Ars Combina-