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    OrthogonalArrays:

    Construc-

    tions andRelated

    Structures

    JianxingYIN

    contents

    A BriefIntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Orthogonal Arrays: Constructions andRelated Structures

    Jianxing YIN

    Department of Mathematics,Soochow University

    [email protected]

    May 26, 2011

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    OrthogonalArrays:

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    tions andRelated

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    A BriefIntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Contents

    1 A Brief Introduction to Orthogonal Arrays

    2 OAs and Difference Matrices

    3 Existence of OA(3, 5, 4n + 2)s

    4 Nested OAs

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    A BriefIntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    1. A Brief Introduction to Orthogonal Arrays

    What Is an Orthogonal Array ?

    An orthogonal array (OA) of index , strength t,degree k and order v, denoted by OA(t,k,v) (or

    OA(t,k,v) if = 1), is a k vt array with entriesfrom a set V of v symbols such that in any t rows everyt 1 column vectors over V appears exactly times.

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    A BriefIntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    1. A Brief Introduction to Orthogonal Arrays

    What Is an Orthogonal Array ?

    An orthogonal array (OA) of index , strength t,degree k and order v, denoted by OA(t,k,v) (or

    OA(t,k,v) if = 1), is a k vt array with entriesfrom a set V of v symbols such that in any t rows everyt 1 column vectors over V appears exactly times.

    Here, we employ the definition from design theory. In

    literature, statisticians prefer to represent an OA in thetransposed form, namely, a vt k array.

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    A BriefIntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    1. A Brief Introduction to Orthogonal Arrays

    Example 1.1

    Take t = 3, k = 4, v = 2 and = 1. Then the followingbinary array:

    0 0 0 0 1 1 1 10 0 1 1 0 0 1 10 1 0 1 0 1 0 10 1 1 0 1 0 0 1

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    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    1. A Brief Introduction to Orthogonal Arrays

    Example 1.1

    Take t = 3, k = 4, v = 2 and = 1. Then the followingbinary array:

    0 0 0 0 1 1 1 10 0 1 1 0 0 1 10 1 0 1 0 1 0 10 1 1 0 1 0 0 1

    forms an OA(3, 4, 2) over Z2. It is easy to check that everybinary triple, e.g. (0, 1, 1)T, occurs in any 3 rows as acolumn exactly once.

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    A BriefIntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    1. A Brief Introduction to Orthogonal Arrays

    The Basic Question

    The basic question concerning OAs is: Does an OAexist for given parameters ?

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    A BriefIntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    1. A Brief Introduction to Orthogonal Arrays

    The Basic Question

    The basic question concerning OAs is: Does an OAexist for given parameters ?

    The concept of an OA is simple enough, yet thesolution to the question have involved innovativecombinatorial techniques as well as ingeniousapplications of methods from other area of

    mathematics. The larger the strength t or the degree k,the more limited is our ability to find OAs.

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    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    1. A Brief Introduction to Orthogonal Arrays

    Historical Introduction

    The concept of an OA was originated from a series ofseminal papers by C. R. Rao in the 1940s and termedby Bush (1950).

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    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    1. A Brief Introduction to Orthogonal Arrays

    Historical Introduction

    The concept of an OA was originated from a series ofseminal papers by C. R. Rao in the 1940s and termedby Bush (1950).

    Since their introduction, OAs have played a prominentrole in the design of experiments. In experimentalsetups, the rows of an OA represent k factors affectingresponse, in which the entries within each row indicateslevels for that factor. The columns then represent teststo be run, in which a value for each factor is dictated.

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    1. A Brief Introduction to Orthogonal Arrays

    Historical Introduction (Contd.)

    The study of OAs of strength t = 2 may go back to1782 when Euler made the conjecture

    No OA(2, 4, 4n + 2) can exist.

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    1. A Brief Introduction to Orthogonal Arrays

    Historical Introduction (Contd.)

    The study of OAs of strength t = 2 may go back to1782 when Euler made the conjecture

    No OA(2, 4, 4n + 2) can exist.

    In 1922, MacNeish made an extended conjecture

    An OA(2, k , v) can exist only if k 1

    the minimum prime-power factor of v.

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    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    1. A Brief Introduction to Orthogonal Arrays

    Historical Introduction (Contd.)

    Although it was not neglected by mathematicians of

    the day, Eulers conjecture remained unresolved untilBose, Parker and Shrikhande showed it to be false forn 2 in 1959-1960. The New York Times of April 26,1959 showed these three men working together on theconstruction of an OA(2, 4, 10).

    A f O A

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    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    1. A Brief Introduction to Orthogonal Arrays

    Historical Introduction (Contd.)

    Over the past decades, both statisticians andmathematicians made the significant contributions to

    this field.

    1 A B i f I d i O h l A

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    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    1. A Brief Introduction to Orthogonal Arrays

    Historical Introduction (Contd.)

    Over the past decades, both statisticians andmathematicians made the significant contributions to

    this field.

    However, a glance at bibliography shows that openproblems loom large. For example, the conjecture

    An OA(2, 5, 10) does not exist

    made by Parker in 1991 and remains open to this day!

    1 A B i f I t d ti t O th l A

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    1. A Brief Introduction to Orthogonal Arrays

    Historical Introduction (Contd.)

    Further, on the basis of our limited present knowledge,

    some people guess that an OA(2, n + 1, n), orequivalently a projective plane of order n, can existonly if n is a prime power. This problem has beenproposed [Mullen (1995)] as a candidate for thenext Fermats Last Theorem.

    1 A B i f I t d ti t O th l A

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    1. A Brief Introduction to Orthogonal Arrays

    The Purpose of this Talk

    The goal of this talk is to present some recent progresson OAs obtained by our research group at Soochow

    University.

    1 A B i f I t d ti t O th l A

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    1. A Brief Introduction to Orthogonal Arrays

    The Purpose of this Talk

    The goal of this talk is to present some recent progresson OAs obtained by our research group at Soochow

    University.

    The detailed information about OAs, not touched uponhere, can be found in

    Colbourn-Dinitz (2007);

    Hedayat-Slone-Stufken (1999).

    2 OA d Diff M t i

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    2. OAs and Difference Matrices

    2.1 A Brief Outline of the Idea

    To facilitate the construction by using algebraic tool,one often makes an assumption that the OA to beconstructed admits an automorphism group G, acting

    on the columns of the OA regularly. It follows that thesearch of an OA can be simplified to find orbitrepresentatives.

    2 OAs and Difference Matrices

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    Nested OAs

    2. OAs and Difference Matrices

    2.1 A Brief Outline of the Idea

    To facilitate the construction by using algebraic tool,one often makes an assumption that the OA to beconstructed admits an automorphism group G, acting

    on the columns of the OA regularly. It follows that thesearch of an OA can be simplified to find orbitrepresentatives.

    This technique was first used by Bose and Bush

    (1952) in the case strength t = 2, where the initialmatrix is by now well known as a difference matrix(DM).

    2 1 A Brief Outline of the Idea (Contd )

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    2.1 A Brief Outline of the Idea (Contd.)

    A DM of strength 2 with parameters (v,k,) is a k vmatrix over an additive group of order v such that thevector difference between any two distinct rows of the

    array contains every group-element exactly times.

    2 1 A Brief Outline of the Idea (Contd )

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    2.1 A Brief Outline of the Idea (Contd.)

    A DM of strength 2 with parameters (v,k,) is a k vmatrix over an additive group of order v such that thevector difference between any two distinct rows of the

    array contains every group-element exactly times.

    The generalization of a DM from strength 2 to highstrength was first exhibited in Seiden (1954), andfurther studied by a number of authors from statistics

    (see, for example, Mukhopadhyay (1981) andHedayat et al. (1996)).

    2 2 Definitions and Notations

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    2.2 Definitions and Notations

    To describe the definition, we will use the symbol G todenote an commutative group of order v whoseoperation is written as addition, throughout whatfollows.

    2 2 Definitions and Notations

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    2.2 Definitions and Notations

    To describe the definition, we will use the symbol G todenote an commutative group of order v whoseoperation is written as addition, throughout whatfollows.

    The induced sumu

    G G of u copies of G iswritten as Gu.

    2 2 Definitions and Notations

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    2.2 Definitions and Notations

    To describe the definition, we will use the symbol G todenote an commutative group of order v whoseoperation is written as addition, throughout whatfollows.

    The induced sumu

    G G of u copies of G iswritten as Gu.

    By Gu0 we mean the subgroup of Gu being isomorphic

    to G, which consists of all elements of the form(g,g, , g). The cosets of this subgroup in Gu will bedenoted by Gui , 0 i v

    u1 1.

    2 2 Definitions and Notations

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    2.2 Definitions and Notations

    Now write c = vt1 and consider a k c matrix Dover G. If in every t c submatrix of D each coset Gti

    (0 i vt1 1) is represented by exactly columns,then D is called a difference matrix of strength tand index , denoted by DM(t,k,v) (or DM(t,k,v)if = 1).

    2.2 Definitions and Notations

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    2.2 Definitions and Notations

    Any k (c/v) subarray of D is called its a fan, if itforms a DM

    (t 1, k , v).

    2.2 Definitions and Notations

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    2.2 Definitions and Notations

    Any k (c/v) subarray of D is called its a fan, if itforms a DM

    (t 1, k , v).

    A DM(t,k,v) is said to be completely divisible, if itcan be partitioned into v fans.

    2.2 Definitions and Notations

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    By definition, a DM(t,k,v) D over G must satisfy thefollowing two properties:

    adding a fix element of G to all entries in a row or a

    column of D, or permuting rows or columns of D, theresult is again a DM(t,k,v) over G;

    2.2 Definitions and Notations

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    By definition, a DM(t,k,v) D over G must satisfy thefollowing two properties:

    adding a fix element of G to all entries in a row or a

    column of D, or permuting rows or columns of D, theresult is again a DM(t,k,v) over G;

    D is also a DM(s,k,v) over G with = vts for

    2 s t.

    2.3 The Standard DM-Construction of OAs

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    Proposition 2.1 If a DM(t,k,v) exists, then so does anOA(t,k,v).

    2.3 The Standard DM-Construction of OAs

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    Proposition 2.1 If a DM(t,k,v) exists, then so does anOA(t,k,v).

    Proof. Let D = (dij ) be a DM

    (t,k,v) over G. Then, underthe action of G, the development of D

    (D + g0 | D + g1 | D + gv1)is an OA(t,k,v). Here, G = {g0 = 0, g1, , gv1} andD + g is the matrix obtained from D by adding g G to

    each entry of D.

    2.3 The Standard DM-Construction of OAs

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    Proposition 2.2 If a completely divisible DM(t,k,v)exists, then we have an OA(t, k + 1, v).

    2.3 The Standard DM-Construction of OAs

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    Proposition 2.2 If a completely divisible DM(t,k,v)exists, then we have an OA(t, k + 1, v).

    Proof. Add one more row to the development of the DM inan appropriate way to end up an OA(t, k + 1, v).

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    2.3 The Standard DM-Construction of OAs

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    The principal idea for constructing OAs from DMs issimple, but quite powerful.

    Example 2.1 Start with the completely divisible

    DM2(3, 4, 3) over Z3 given by

    0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 00 1 2 0 1 2 0 1 2 0 1 2 0 1 2 0 1 22 1 0 1 0 2 0 2 1 2 1 0 1 0 2 0 2 12 0 2 1 1 0 0 1 0 2 2 1 1 2 1 0 0 2

    .

    2.3 The Standard DM-Construction of OAs

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    Example 2.1 (Contd.)

    By applying Proposition 2.2, we end up an OA2(3, 5, 3)over Z3. It is the juxtaposition of the following three arrayscorresponding 3 fans of the DM:

    0 0 0 0 0 0 1 1 1 1 1 1 2 2 2 2 2 2

    0 1 2 0 1 2 1 2 0 1 2 0 2 0 1 2 0 12 1 0 1 0 2 0 2 1 2 1 0 1 0 2 0 2 12 0 2 1 1 0 0 1 0 2 2 1 1 2 1 0 0 20 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

    ,

    0 0 0 0 0 0 1 1 1 1 1 1 2 2 2 2 2 20 1 2 0 1 2 1 2 0 1 2 0 2 0 1 2 0 10 2 1 2 1 0 1 0 2 0 2 1 2 1 0 1 0 20 1 0 2 2 1 1 2 1 0 0 2 2 0 2 1 1 01 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1

    ,

    2.3 The Standard DM-Construction of OAs

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    Example 2.1 (Contd.)

    0 0 0 0 0 0 1 1 1 1 1 1 2 2 2 2 2 2

    0 1 2 0 1 2 1 2 0 1 2 0 2 0 1 2 0 11 0 2 0 2 1 2 1 0 1 0 2 0 2 1 2 1 01 2 1 0 0 2 2 0 2 1 1 0 0 1 0 2 2 12 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2

    .

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    2.3 The Standard DM-Construction of OAs

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    RemarksDifference matrices with strength t = 2 has received a

    great deal of attention in the literature. In contrast, notmuch is known about DMs of strength 3. The followingtheorem is an alternative version of the construction

    presented in Ji-Zhu (2003) for arbitrary indices. Itprovides a possible way to obtain a DM of high strengthfrom low strength.

    Theorem 2.1If a DM(2, 4, v) exists, then there exists a completelydivisible DM(3, 4, v), and hence an OA(3, 5, v).

    2.4 Extended DM-Constructions of OAs

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    A BriefIntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Preliminaries Recently, we found some methods of constructing OAs

    of strength 3. These constructions are established byusing a DM(2, 4, v) with some more restrictions, whichcan be viewed as an extension of the standard

    DM-Construction of OAs.

    2.4 Extended DM-Constructions of OAs

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    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Preliminaries Recently, we found some methods of constructing OAs

    of strength 3. These constructions are established byusing a DM(2, 4, v) with some more restrictions, whichcan be viewed as an extension of the standard

    DM-Construction of OAs.

    Let D = (dij ) be a DM(2, 4, v) over G. Suppose thata = (a1, a2, , av) is a -fold permutation of theelements of G. If the matrix Da = (dij ) is also a

    DM(2, 4, v)-DM over G, then a is termed an adder ofD. Here, dij = dij for i {1, 2} and d

    ij = dij + aj ,otherwise.

    2.4 Extended DM-Constructions of OAs

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    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Example 2.2

    A DM(2, 4, 15) over Z15 with an adder:

    a 0 9 1 4 2 14 7 12 6 8 10 5 11 3 13R1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0R2 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14

    R3 0 2 7 1 11 4 10 13 3 6 12 14 5 9 8R4 0 10 9 8 1 7 4 2 14 5 13 12 11 6 3

    2.4 Extended DM-Constructions of OAs

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    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Example 2.2

    A DM(2, 4, 15) over Z15 with an adder:

    a 0 9 1 4 2 14 7 12 6 8 10 5 11 3 13R1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0R2 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14

    R3 0 2 7 1 11 4 10 13 3 6 12 14 5 9 8R4 0 10 9 8 1 7 4 2 14 5 13 12 11 6 3

    Adding the corresponding adder to its row 3 and row 4 weobtain another DM(2, 4, 15) over Z15:

    R1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0R2 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14(R3 + a) 0 11 8 5 13 3 2 10 9 14 7 4 1 12 6(R4 + a) 0 4 10 12 3 6 11 14 5 13 8 2 7 9 1

    2.4 Extended DM-Constructions of OAs

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    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Preliminary (Contd.)

    Suppose again that D = (dij ) is a DM(2, 4, v) over G.

    Write R1, R2, R3 and R4 for the row vectors of D. Ifthe vector difference (R1 + R4) (R2 + R3) containsevery element of G exactly times, then we say that Dis a DM*(2, 4, v).

    2.4 Extended DM-Constructions of OAs

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    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Theorem 2.2 [Ji-Yin, J Combin Theory-A 117 (2010)]

    If a DM(2, 4, v) with an adder exists, then there exists anOA

    (3, 6, v).

    2.4 Extended DM-Constructions of OAs

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    Nested OAs

    Theorem 2.2 [Ji-Yin, J Combin Theory-A 117 (2010)]

    If a DM(2, 4, v) with an adder exists, then there exists anOA

    (3, 6, v).

    Theorem 2.3 [Li-Ji-Yin, Des Codes Crypt 50 (2009)]

    If a DM*(2, 4, v) exists, then there exists an OA(4, 6, v).

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    2.4 Extended DM-Constructions of OAs

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    IntroductiontoOrthogonalArrays

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    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Open Problem 1

    Construct a DM(2, 4, 3p) with an adder for any primep 11.

    2.4 Extended DM-Constructions of OAs

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    IntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Open Problem 1

    Construct a DM(2, 4, 3p) with an adder for any primep 11.

    Open Problem 2

    Establish some classes of DM(t,k,v) with t 3 andnon-prime power values of v.

    3. Existence of OA(3, 5, 4n + 2)s

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    IntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Recent Progress The construction of OA(3, 5, 4n + 2)s seems very

    challenging. No concrete example of an OA(3, 5, 4n + 2)was found for over 60 years since the introduction of

    OAs.

    3. Existence of OA(3, 5, 4n + 2)s

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    IntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Recent Progress The construction of OA(3, 5, 4n + 2)s seems very

    challenging. No concrete example of an OA(3, 5, 4n + 2)was found for over 60 years since the introduction of

    OAs. As already noted, Euler conjecture remains open for

    over a century. This shows the difficulty of theproblem, since an OA(3, 5, 4n + 2) implies the existenceof an OA(2, 4, 4n + 2) and much more. One reason forthe difficulty is that when using the known powerfulrecursions, one lacks of the small OAs to start with.

    3. Existence of OA(3, 5, 4n + 2)s

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    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Recent Progress (Contd.)

    Let me now turn to our recent paper:Yin-Wang-Ji-Li, J. Combin. Theory-A 118(2011),in which infinite many OA(3, 5, 4n + 2)s areconstructed. Among them, the smallest one is anOA(3, 5, 250).

    3. Existence of OA(3, 5, 4n + 2)s

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    IntroductiontoOrthogonalArrays

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    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Design-theoretic Background

    Suppose that A is an OA(t,k,v) over symbol set Vand B an OA(t,k,w) over symbol set W, where W isa subset of V and B is a subarray of A

    3. Existence of OA(3, 5, 4n + 2)s

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    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Design-theoretic Background

    Suppose that A is an OA(t,k,v) over symbol set Vand B an OA(t,k,w) over symbol set W, where W isa subset of V and B is a subarray of A

    We say that the array obtained by removing B from Ais an IOA(t,k, (v, w)) (here the prefix I stands forincomplete). We also call W a hole of the IOA. Infact, the missing subarray need not exists. Clearly, the

    number of columns of the IOA is (vt wt).

    3. Existence of OA(3, 5, 4n + 2)s

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    IntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Example 3.1An IOA(2,3, (4,2)) over Z4:

    3 1 0 0 1 1 2 1 3 2 3 33 1 1 3 2 3 3 0 0 1 1 2

    2 2 3 1 1 0 3 3 1 1 0 3 ,

    3. Existence of OA(3, 5, 4n + 2)s

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    IntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Example 3.1An IOA(2,3, (4,2)) over Z4:

    3 1 0 0 1 1 2 1 3 2 3 33 1 1 3 2 3 3 0 0 1 1 2

    2 2 3 1 1 0 3 3 1 1 0 3 ,

    where the missing subarray is based on {0, 2} and is asfollows: 2 0 0 22 0 2 0

    0 0 2 2

    .

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    3. Existence of OA(3, 5, 4n + 2)s

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    IntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Design-theoretic Background (Contd.)

    Given that an OA(t,k,v) A over symbol set V, anyk vt1 subarray of A is referred to as a fan, if it

    forms an OA(t 1, k , v).

    3. Existence of OA(3, 5, 4n + 2)s

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    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Design-theoretic Background (Contd.)

    Given that an OA(t,k,v) A over symbol set V, anyk vt1 subarray of A is referred to as a fan, if it

    forms an OA(t 1, k , v).

    Any k v subarray of A is termed a parallel class, ifeach row of the subarray forms a permutation ofsymbols of V.

    O th l

    3. Existence of OA(3, 5, 4n + 2)s

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    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Construction Approach

    Theorem 3.1 Suppose that A is an s-fan OA(3, k , g) wherethe s fans share a parallel class P in common and thecolumns not in P are pairwise distinct. Let non-negativeintegers m and mi (1 i s) be given. Write

    w = si=1 mi. Suppose that further there exist(1) an OA(3, k , m);

    (2) an IOA*(3, k, (m + mi, mi)) for 1 i s;

    (3) an IOA(3, k, (m + w, w));

    (4) an OA(3, k , m + w).Then there exists an OA(3,k,mg + w) that contains anOA(3, k , m + w) as a subarray.

    O th l

    3. Existence of OA(3, 5, 4n + 2)s

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    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Remark to the Existence Applying Theorem 3.1 with an exhausted computer

    search for ingredients, we obtain the first bulk ofconcrete examples of OA(3, 5, 4n + 2)s over 60 yearsmentioned earlier. The results provide infinitely manycounter-examples of Eulers and MacNeishs conjecturesin a stronger version.

    Orthogonal

    3. Existence of OA(3, 5, 4n + 2)s

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    IntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Remark to the Existence Applying Theorem 3.1 with an exhausted computer

    search for ingredients, we obtain the first bulk ofconcrete examples of OA(3, 5, 4n + 2)s over 60 yearsmentioned earlier. The results provide infinitely manycounter-examples of Eulers and MacNeishs conjecturesin a stronger version.

    Remark that Blanchard (1995) and Wilson (2009)established an asymptotic existence of an OA(t,k,nqd)

    with q a prime power, where q and d are required to besufficiently large (not specified).

    Orthogonal

    4. Nested OAs

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    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    4.1 Definition and Research Motivation

    Currently, multiple experiments with different levels ofaccuracy and varying computational times, called nestedspace-filling designs, have received attention of statisticians.

    See, for example,

    Aloke, Discrete Math. 310 (2010);

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    Orthogonal

    4. Nested OAs

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    IntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    4.1 Definition and Research Motivation

    Currently, multiple experiments with different levels ofaccuracy and varying computational times, called nestedspace-filling designs, have received attention of statisticians.

    See, for example,

    Aloke, Discrete Math. 310 (2010);

    Mukerjee et al., Discrete Math. 308 (2008);

    Qian et al., The Annals of Statistics 37 ( 2009).

    Orthogonal

    4.1 Research Motivation

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    OAs andDifferenceMatrices

    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    Consider an experimental setup that consists of twoexperiments, the expensive one of higher accuracy beingnested in a larger and relatively less expensive one of loweraccuracy. For example, the higher and lower accuracy

    experiments can correspond to a physical versus a computerexperiment, or a detailed versus an approximate computerexperiment. The primary combinatorial object usedto generate aforementioned experiments is nested

    OAs, that is, an OA containing a special subarray.

    Orthogonal

    4.2 Terminology

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    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    A nested OA, denoted by OA(, )(t,k, (v, w)), is anOA(t,k,v) having an OA(t,k,v) as a subarray.

    Orthogonal

    4.2 Terminology

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    Existence ofOA(3, 5, 4n+2)s

    Nested OAs

    A nested OA, denoted by OA(, )(t,k, (v, w)), is anOA(t,k,v) having an OA(t,k,v) as a subarray.

    It is obvious that the index of the subarray in anested OA cannot exceed the index of the largerarray.

    Orthogonal

    4.2 Terminology

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    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    Whenever = , we simply write OA(t,k, (v, w)), foran OA(, )(t,k, (v, w)). If = 1, then the notationOA(t,k, (v, w)) is employed.

    OrthogonalA

    4.2 Terminology

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    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    Whenever = , we simply write OA(t,k, (v, w)), foran OA(, )(t,k, (v, w)). If = 1, then the notationOA(t,k, (v, w)) is employed.

    Remarkably, an OA(t,k, (v, w)) is closely related to anIOA(t,k, (v, w)) mentioned earlier. By simplyembedding an OA(t,k,w) (when it exists) into the holeof an IOA(t,k, (v, w)), one obtains an OA(t,k, (v, w))).

    OrthogonalA

    4.3 Some Progress to Strength 2

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    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    OA/IOA(t,k, (v, w))s are not only of practical use in

    designing experiments, but also of significance in theircombinatorial interest. They are widely employed in theconstruction of designs. For instance, the well-known

    Wilsons technique of constructing MOLS uses IOAs.

    OrthogonalArrays:

    4.3 Some Progress to Strength 2

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    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    OA/IOA(t,k, (v, w))s are not only of practical use in

    designing experiments, but also of significance in theircombinatorial interest. They are widely employed in theconstruction of designs. For instance, the well-known

    Wilsons technique of constructing MOLS uses IOAs. The most important case = 1 for strength t = 2 has

    been extensively studied in design theory, under thenames incomplete transversal designs and mutually

    orthogonal Latin squares. We collect some knownexistence results below.

    OrthogonalArrays:

    4.3 Some Progress to Strength 2

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    OA(3, 5, 4n+2)s

    Nested OAs

    An OA(2, 3, (v, w)) exists iff v 2w Evans (1960).

    OrthogonalArrays:

    4.3 Some Progress to Strength 2

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    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    An OA(2, 3, (v, w)) exists iff v 2w Evans (1960).

    An IOA(2, 4, (v, w)) exists iff v 3w and (v, w) = (6, 1)= an OA(2, 4, (v, w)) if w {2, 6}Heinrich and Zhu (1985).

    OrthogonalArrays:

    4.3 Some Progress to Strength 2

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    OA(3, 5, 4n+2)s

    Nested OAs

    An IOA(2, 5, (v, w)) exists iff v 4w except when(v, w) = (6, 1) and possibly when (v, w) = (10, 1)= an OA(2, 5, (v, w)) if w {2, 3, 6, 10}

    Abel, Colbourn, Yin and Zhang (1997).

    OrthogonalArrays:

    4.3 Some Progress to Strength 2

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    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    An IOA(2, 5, (v, w)) exists iff v 4w except when(v, w) = (6, 1) and possibly when (v, w) = (10, 1)= an OA(2, 5, (v, w)) if w {2, 3, 6, 10}

    Abel, Colbourn, Yin and Zhang (1997).

    For k 6, the problem is far from completeColbourn-Dinitz (2007).

    OrthogonalArrays:

    4.3 Some Progress to Strength 2

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    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    Compared with strength 2, the existence ofOA(t,k, (v, w))s with t 3 is quite open.

    OrthogonalArrays:

    4.3 Some Progress to Strength 2

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    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    Compared with strength 2, the existence ofOA(t,k, (v, w))s with t 3 is quite open.

    Maurin (1985) gave the numerically necessary condition

    for the existence of an OA/IOA(t,k, (v, w)):v (k t + 1)w.

    OrthogonalArrays:

    4.3 Some Progress to Strength 2

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    OAs andDifferenceMatrices

    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    Compared with strength 2, the existence ofOA(t,k, (v, w))s with t 3 is quite open.

    Maurin (1985) gave the numerically necessary condition

    for the existence of an OA/IOA(t,k, (v, w)):v (k t + 1)w.

    Quite recently, we found that the necessary condition isalso sufficient in the case k = t + 1 for any strength t.

    OrthogonalArrays:

    C

    . e xistence pectrum oOA(t, t + 1, (v, w))s

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    Construc-tions and

    Related

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    contents

    A Brief

    IntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    Theorem 4.1 [Wang-Yin (2011)]

    Let t, w and v be positive integers. Then anOA(t, t + 1, (v, w)) exists if and only if v 2w.

    OrthogonalArrays:

    C t

    4.5 Preliminary for the Proof of Theorem 4.1

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    Construc-tions and

    Related

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    A BriefIntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    Let V be a set of v symbols. Let R(x1, x2, , xt) be at-ary operation defined on V which satisfies the uniquesolvability, that is, if values for any t variables are givenin the equation R(x1, x2, , xt) = xt+1, then the value

    of the remaining variable is uniquely determined. Thepair (V, R) then is called a t-quasigroup of order v.

    OrthogonalArrays:

    Construc

    4.5 Preliminary for the Proof of Theorem 4.1

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    A BriefIntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    Let V be a set of v symbols. Let R(x1, x2, , xt) be at-ary operation defined on V which satisfies the uniquesolvability, that is, if values for any t variables are givenin the equation R(x1, x2, , xt) = xt+1, then the value

    of the remaining variable is uniquely determined. Thepair (V, R) then is called a t-quasigroup of order v.

    A t-quasigroup is called idempotent, if for any symbolx, R(x,x, , x) = x.

    OrthogonalArrays:

    Construc

    4.5 Preliminary for the Proof of Theorem 4.1

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    Construc-tions and

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    A BriefIntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    When t = 2, it is just a quasigroup in the usual sense.When t = 1, R is just a bijection from V to V.Therefore, the image (y = R(x))xV is a permutationof symbols.

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    OrthogonalArrays:

    Construc-

    4.5 Preliminary for the Proof of Theorem 4.1

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    Constructions and

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    contents

    A BriefIntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    Teirlinck (1990) gave an concatenation construction ofquasigroups which we state in the following proposition.

    OrthogonalArrays:

    Construc-

    4.5 Preliminary for the Proof of Theorem 4.1

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    A BriefIntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    Teirlinck (1990) gave an concatenation construction ofquasigroups which we state in the following proposition.

    Proposition 4.1 Let V be an arbitrary set of v symbolsand W a fixed w-subset of V. Suppose that

    (V, Ri) is a ti-quasigroup for i = 1, 2, , r and

    t =

    r

    i=1ti

    1.

    OrthogonalArrays:

    Construc-

    4.5 Preliminary for the Proof of Theorem 4.1

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    A BriefIntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    Teirlinck (1990) gave an concatenation construction ofquasigroups which we state in the following proposition.

    Proposition 4.1 Let V be an arbitrary set of v symbolsand W a fixed w-subset of V. Suppose that

    (V, Ri) is a ti-quasigroup for i = 1, 2, , r and

    t =

    r

    i=1ti

    1.

    (V, R) is an (r 1)-quasigroup.

    OrthogonalArrays:

    Construc-

    Proposition 4.1 (Contd.)

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    A BriefIntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    the notation [R1, , Rr; R] stands for the set of allcolumn vectors (x1, x2, , xt+1)

    T Vt+1 such that(R1(x1, x2, , xt1 ), R2(xt1+1, xt1+2, , xt1+t2 ),

    , Rr(x(

    1ir1 ti)+1, , xt+1)) R.

    OrthogonalArrays:

    Construc-

    Proposition 4.1 (Contd.)

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    A BriefIntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    the notation [R1, , Rr; R] stands for the set of allcolumn vectors (x1, x2, , xt+1)

    T Vt+1 such that(R1(x1, x2, , xt1 ), R2(xt1+1, xt1+2, , xt1+t2 ),

    , Rr(x(

    1ir1 ti)+1, , xt+1)) R.

    Then (V, [R1, , Rr; R]) is a t-quasigroup. Further, if eachof the r + 1 quasigroups (V, Ri) (1 i r) and (V, R)contains a sub-quasigroup over the same subset W, then(V, [R

    1, , R

    r; R]) also contains a sub-quasigroup over W.

    OrthogonalArrays:

    Construc-i d

    4.6 A Brief Outline of the Proof of Theorem 4.1

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    A BriefIntroductiontoOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    From the previous discussion, we know that at-quasigroup (V, R) of order v and an OA(t, t + 1, v) are thetwo equivalent objects.

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    OrthogonalArrays:

    Construc-tions and

    4.6 A Brief Outline of the Proof of Theorem 4.1

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    A BriefIntroduction

    toOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    Conversely, by definition, the property of an OA ispreserved if we change the order of its columns. Hence,we can regard an OA(t, t + 1, v) over V as a pair (V, R)where R is the set of vt column vectors of the array.The orthogonality of an OA guarantees that (V, R) is at-quasigroup of order v.

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    Construc-tions and

    4.6 A Brief Outline of the Proof of Theorem 4.1

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    A BriefIntroduction

    toOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    Keeping the above equivalence in mind, we provedTheorem 4.1 by a careful application of the concatenation

    construction given in Proposition. 4.1.

    OrthogonalArrays:

    Construc-tions and

    4.7 Concluding Remarks

    To my knowledge, the question of existence of anOA( )(t k (v w)) with < does not seem to have been

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    A BriefIntroduction

    toOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    OA(, )(t,k, (v, w)) with < does not seem to have been

    studied systematically. Motivated by designing nestedexperiments, Mukerjee et al. made an investigation in depthinto necessary conditions for the existence of nested OAs.

    OrthogonalArrays:

    Construc-tions and

    4.7 Concluding Remarks

    To my knowledge, the question of existence of anOA( )(t k (v w)) with < does not seem to have been

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    Related

    Structures

    JianxingYIN

    contents

    A BriefIntroduction

    toOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    OA(, )(t,k, (v, w)) with < does not seem to have been

    studied systematically. Motivated by designing nestedexperiments, Mukerjee et al. made an investigation in depthinto necessary conditions for the existence of nested OAs.

    Theorem 4.2 [Mukerjee et al. (2008)]

    An OA(, )(t,k, (v, w)) can exists only if

    vt

    wtu

    j=0

    kj

    (w1v 1)j , if t = 2u 2;

    wt uj=0

    kj (w1v 1)j + k1u (w1v 1)u+1 ,

    if t = 2u + 1 3.

    OrthogonalArrays:

    Construc-tions and

    4.7 Concluding Remarks

    Aloke obtained some series of nested orthogonal arrays

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    A BriefIntroduction

    toOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    Aloke obtained some series of nested orthogonal arrays.

    OrthogonalArrays:

    Construc-tions and

    4.7 Concluding Remarks

    Aloke obtained some series of nested orthogonal arrays

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    A BriefIntroduction

    toOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    Aloke obtained some series of nested orthogonal arrays.

    Theorem 4.3 [Aloke (2010)]

    Let v > 2 be a power of 2. Then there exist

    1 an OA(t, t + 1, (v, 2)) with t 2;

    2 an OA(2, 3, (v, 4)) when v > 4;3 an OA(vu3, 2u3)(3, 2u, (v, 2)), where u 4 is an

    integer;

    4 an OA(v, 2)(4, 6, (v, 2));

    5 an OA(2, 1)(2, v, (v, v 1)) provided that v > 3 so thatv 1 and v + 1 are both prime powers.

    OrthogonalArrays:

    Construc-tions and

    4.7 Concluding Remarks

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    A BriefIntroduction

    toOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3, 5, 4n+2)s

    Nested OAs

    We advanced the existence by proving the followingresults.

    OrthogonalArrays:

    Construc-tions and

    R l d

    4.7 Concluding Remarks

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    A BriefIntroduction

    toOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3,

    5,

    4n

    +2)s

    Nested OAs

    We advanced the existence by proving the followingresults.

    Theorem 4.4 [Wang-Yin (2011)]

    If a (v + 1, k , )-DM containing columns of zeros and anOA(2, k + 1, v 1) both exist, then there exists anOA(2, )(2, k + 1, (v, v 1)).

    OrthogonalArrays:

    Construc-tions and

    R l t d

    4.7 Concluding Remarks

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    A BriefIntroduction

    toOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3,

    5,

    4n

    +2)s

    Nested OAs

    Theorem 4.5 [Wang-Yin (2011)]

    Let v be an positive integer. Then

    1 there exists an OA(2, 1)(2, 5, (v, v 1)), if v 5,v + 1 2 (mod 4) and v 1 {6, 10};

    2 there exists an OA(2, 1)(2, 6, (v, v 1)); if v + 1 7 isodd, gcd(v + 1, 27) = 9 and v 1 {6, 10, 14, 18, 22};

    3 there exist an OA(4, 1)(3, 6, (3q, q)) and anOA(2, 1)(3, 6, (6q, q)) for any prime power q 4.

    OrthogonalArrays:

    Construc-tions and

    R l t d

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    A BriefIntroduction

    toOrthogonalArrays

    OAs andDifferenceMatrices

    Existence of

    OA(3,

    5,

    4n

    +2)s

    Nested OAs

    Thanks !