New weighing matrices and orthogonal designs constructed using two sequences with zero autocorrelation function – a review

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Abstract

The book, Orthogonal Designs: Quadratic Forms and Hadamard Matrices, Marcel Dekker, New York-Basel, 1979, by A.V. Geramita and Jennifer Seberry, has now been out of print for almost two decades. Many of the results on weighing matrices presented therein have been greatly improved. Here we review the theory, restate some results which are no longer available and expand on the existence of many new weighing matrices and orthogonal designs of order 2n where n is odd. We give a number of new constructions for orthogonal designs. Then using number theory, linear algebra and computer searches we find new weighing matrices and orthogonal designs. We have reviewed completely the weighing matrix conjecture for orders 2n,n⩽35,n odd. The previously known results for weighing matrices for n⩽21 are summarized here, and new results given, leaving three unresolved cases. The results for weighing matrices for n⩾23 are presented here for the first time. For orders n,23⩽n⩽25,3 remain unsolved as do a further 106 cases for orders 27⩽n⩽49. We also review completely the orthogonal design conjecture for two variables in orders ≡2(mod4). The results for orders 2n,n odd, 15⩽n⩽33 being given here for the first time.

Introduction

An orthogonal design A, of order n, and type (s1,s2,…,su), denoted OD(n;s1,s2,…,su), on the commuting variables x1x2,…,±xu,0) is a square matrix of order n with entries ±xk where for each k,xk occurs sk times in each row and column and such that the distinct rows are pairwise orthogonal.

In other wordsAAT=(s1x12+⋯+suxu2)In,where In is the identity matrix. It is known that the maximum number of variables in an orthogonal design is ρ(n), the Radon number, defined by ρ(n)=8c+2d, where n=2ab,b odd, and a=4c+d,0⩽d<4.

A weighing matrix W=W(n,k) is a square matrix with entries 0,±1 having k non-zero entries per row and column and inner product of distinct rows zero. Hence W satisfies WWT=kIn, and W is equivalent to an orthogonal design OD(n;k). The number k is called the weight of W.

Weighing matrices have long been studied because of their use in weighing experiments as first studied by Hotelling (1944) and later by Raghavarao (1971) and others Craigen (1996) and Seberry and Yamada (1992).

Given a set of l sequences, the sequences Aj={aj1,aj2,…,ajn},j=1,…,l, of length n the non-periodic autocorrelation function NA(s) is defined asNA(s)=j=1li=1n−sajiaj,i+s,s=0,1,…,n−1.If Aj(z)=aj1+aj2z+⋯+ajnzn−1 is the associated polynomial of the sequence Aj, thenA(z)A(z−1)=j=1li=1nk=1najiajkzi−k=NA(0)+j=1ls=1n−1NA(s)(zs+z−s).Given Al, as above, of length n the periodic autocorrelation function PA(s) is defined, reducing i+s modulo n, asPA(s)=j=1li=1najiaj,i+s,s=0,1,…,n−1.

For the results of this paper generally PAF is sufficient. However NPAF sequences imply PAF sequences exist, the NPAF sequence being padded at the end with sufficient zeros to make longer lengths. Hence NPAF can give more general results.

Notation.

We use the following notation throughout this paper

  • 1.

    We use ā to denote −a.

  • 2.

    Z means the reverse of the sequence Z, for exampleZ={z1,z2,…,zn}andZ={zn,zn−1,…,z2,z1}.

  • 3.

    [X/Y] means the interleaved sequencex1,y1,x2,y2,…,xn,ynand [0/Y/0m] means the interleaved sequence0,y1,0m,0,y2,0m,…,0,yn,0m.

  • 4.

    We will say that two sequences of variables are directed if the sequences have zero autocorrelation function independently of the properties of the variables, i.e. they do not rely on commutativity to ensure zero autocorrelation. For example, {a,b} and {a,−b} are directed sequences while {a,b} and {b,−a} are not directed.

  • 5.

    X={x1,x2,…,xn} and Y={y1,y2,…,yn} are two disjoint sequences if at least one of each pair xi,yi is non-zero.

  • 6.

    Two sequences, of length n, will be said to be of type (s,t) if the sequences are composed of two variables, say a and b, and a and −a occur a total of s times and b and −b occur a total of t times. Such sequences will be used as the first rows of two circulant matrices in Theorem 5 to obtain an OD(2n;s,t). The sequences are said to be of type (0,±1) and weight w if they have a total of w non-zero elements and will be used as the first rows of two circulant matrices in Theorem 5 to obtain a W(2n,w).

Section snippets

Necessary conditions and conjectures

In this paper we concentrate on weighing matrices in orders 2n≡2(mod4). The first work towards this conjecture appears in Wallis (1972).

We have two theoretical necessary conditions.

Theorem 1

Geramita and Seberry, 1979

If there is an OD(2n;s1,s2),n odd, then s1+s2<2n. Also s1,s2 and s1+s2 are each the sum of two squares.

Corollary 1

If there is a W(2n;k),n odd, then k<2n and k is the sum of two squares.

Theorem 2 Eades sum-fill theorem

An OD(2n;a,b) constructed from two circulants exists only if there is a 2×2 integer matrix P satisfying PPT=diag(a,b).

The first asymptotic

Preliminary results

As the book of Geramita and Seberry (1979) is out of print, we quote the following theorems and lemmas and totally review the existence of weighing matrices, especially though constructed using two circulant matrices.

Lemma 1

Geramita and Seberry, 1979, Lemmas 4.21 and 4.22

Let A and B be circulant matrices of order n and R=(rij) where rij=1 if i+j−1=n and 0 otherwise. Then A(BR)T=(BR)AT.

The following theorem is one of the most important for construction of weighing matrices and orthogonal designs.

Theorem 5

The two circulant construction; Geramita and Seberry, 1979, Theorem 4.46

If there exist two circulant matrices A1,A2 of order n

Sequences with zero autocorrelation

We now consider a few constructions which allow new sequences to be constructed from those that are already known. The last two theorems are extensions of theorems used in Geramita and Seberry (1979). Other results, which are new, are inspired by Gysin and Seberry (1996).

Theorem 13

Suppose X and Y are two disjoint sequences of commuting variables of length n and type (s,t) or of type (0,±1) and weight w with zero PAF or NPAF, then there are sequences of length n and type (2s,2t) or (w,w), respectively.

Existence of weighing matrices

We now review and extend the results of Geramita and Seberry (1979) for the existence of W(2n,k),3⩽n⩽21.

Lemma 8

Suppose k⩽2n−1 and k=a2+b2 where a and b are integers. Then there exists a W(2n,k) for all possible k for n=3,5,7,9,11,13,15,17,19,21. All, except the W(18,9), which cannot be constructed from two circulants and the W(46,45),W(54,9) and W(54,18), which are not known constructed from two circulants, are constructed using two circulant matrices.

Proof.

We consider the orders individually.

n=3: Table 13

Existence of orthogonal designs

Theorem 17

There exist orthogonal designs in order 2n of type:

  • (1,9) constructed using two circulant matrices exists for lengths 9,11,17,27,29,31,33,37,41,43,47 and 51 and their multiples;

  • (1,9) for n⩾6 (except possibly for n=9,11);

  • (4,9) constructed using two circulant matrices exists for lengths 19 and 21 and their multiples;

  • (4,9) for n⩾7(except possibly for n=9,11,13);

  • (1,16) constructed using two circulant matrices exists for lengths 11,13,15,17,19 and 21 and their multiples; an OD(18:1,9), i.e. n=9, does not exist.

  • (1,16) 

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