Mathematics Magazine Vol. 75, No. 3, June 2002
Mathematics Magazine Vol. 75, No. 3, June 2002
Mathematics Magazine Vol. 75, No. 3, June 2002
Mathematics Magazine a ims to prov i de Michael Naylor is a former circus performer, who
l ive ly and appeal ing mathematica l exposi now juggles patterns in the Mathematics Depart
tion . The Magazine is not a research jou r ment at Washington State University. His interests
nal , so the terse style appropriate for such a include geometry, mathematics history, elementary
mathematics education, and music.
journal ( lemma-theorem-proof-corol lary) is
not appropriate for the Magazine. Artic les Grant Cairns studied electrical engineering at the
shou l d inc lude examp les, app l ications, his University of Queensland, Australia, before doing
torica l backg round, and i l lustrations, where a doctorate in differential geometry in Montpel
appropriate . They shou l d be attractive and lier, France, under the direction of Pierre Molino.
accessible to undergraduates and wou l d, He benefited from two years as an assistant at the
idea l l y, be he lpfu l in supp lementing un University of Geneva, and a one-year postdoctor
dergraduate courses or in stimu l ating stu ate at the University of Waterloo, before coming
to La Trobe University, Melbourne, where he is
dent investigations. Manusc ripts on h i story
now an associate professor. When he is not being
are espec i a l l y we lcome, as are those show
generally enthusiastic about all matters mathemat
ing re l ationsh ips among various b ranches of ical, his time is devoted to his sons Desmond and
mathematics and between mathematics and Maxwell, and his beautiful wife Romana.
other d i sc ip l ines.
A more deta i led statement of author Dan Kalman received his Ph.D. from the U niver
gu i de l ines appears in th is Magazine, Vol . sity of Wisconsin in 1 980. He joined the mathe
74, pp. 75-76, and is ava i lable from the Ed i matics faculty at American U niversity in 1 993, fol
tor or at www.maa .org/pubs/mathmag.htm l . lowing an eight-year stint in the aerospace indus
Manusc ripts to be submitted shou l d not be try (working on automatic differentiation, among
other things) and earlier teaching positions in Wis
concurrently subm itted to, accepted for pub
consin and South Dakota. Kalman has won three
l ication by, or pub l i shed by another journal MAA writing awards, is on the Editorial Board of
or pub l i sher. FOCUS, and served a term as Associate Executive
Subm it new manusc ripts to F rank A. Director of the MAA. His interests include matrix
Farris, Editor, Mathematics Magaz ine, Santa algebra, curriculum development, and interactive
Clara Un ive rsity, 500 El Cam ino Rea l, Santa computer environments for exploring mathematics,
Clara, CA 95053-0373. Manusc ripts shou l d especially using Mathwright software.
b e l aser printed, with wide l ine spac ing, and
prepared in a style consistent with the format
of Mathematics Magazine. Authors shou ld
ma i l three copies and keep one copy. In
addition, authors shou l d supp ly the fu l l
f ive-symbo l 2000 Mathematics Subject
Classif ication number, as described in Math
ematical Reviews.
MATHEMATICS
MAGAZINE
EDITOR
Fran k A. Farris
Santa Clara University
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Santa Clara University
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Beloit College
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Howard University
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Iowa State University
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University of District of Columbia
jenn ifer j. Qu inn
Occidental College
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University of Puget Sound
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University o f Rochester
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ED ITORIAL ASSI STANT
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Fibonacci numbers and the golden ratio are ubiquitous in nature. The number
(1 + ,JS) /2 seems an unlikely candidate for what is arguably the most important
ratio in the natural world, yet it possesses a subtle power that drives the arrangements
of leaves, seeds, and spirals in many plants from vastly different origins. This story is
something like these spirals, twisting and turning in one direction and then another,
crisscrossing themes and ideas over and over again. We begin with a mathematical
model for making these spirals. Many spirals in nature use the golden ratio, but some
thing beautiful happens when we replace that ratio with some other famous irrational
numbers. Another twist takes us to rational approximations and continued fractions.
Let us follow these spirals into the beautiful world of irrational numbers.
Seed spirals
When a plant such as a sunflower grows, it produces seeds at the center of the flower
and these push the other seeds outward. Each seed settles into a location that turns
out to have a specific constant angle of rotation relative to the previous seed. It is this
rotating seed placement that creates the spiraling patterns in the seed pod [7, p. 1 76].
These spirals can be very neatly simulated as follows: Let's say there are k seeds in
the arrangement, and call the most recent seed 1, the previous seed 2, and so on, so that
the farthest seed from the center is seed number k. As an approximation, if each seed
has an area of 1 , then the area of the circular face is k, and the radius is v'k;rr. The
distance from the center of the flower to each seed, then, should vary proportionally to
the square root of its seed number. If we call the angle a, since the angle between any
two seeds is constant, the angle of seed k is simply ka. We now have a simple way to
describe the location of any seed with polar coordinates: r = -/k, e = ka.
-,
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9
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Center oo line
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distance = v�_./ 0
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Figure 1 G rowing a seed s p i ra l
164 MATHEMATICS MAGAZI N E
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Golden flowers
The irrational angle most often observed in plants is the golden ratio, ¢ = (1 + .J5) /2,
or approximately 1 .6 1 8 . This angle drives the placement of leaves, stalks, and seeds
in pine cones, sunflowers, artichokes, celery, hawthorns, lilies, daisies, and many,
many other plants [5, pp. 1 55-66; 2, pp. 90-- 1 05; 1, pp. 8 1 -1 1 3 ] . With this angle of
rotation, each seed is rotated approximately 1 .6 1 8 revolutions from the previous
seed-which is the same as 0.6 1 8 revolutions, or about 6 1 .8% of a complete tum
(approximately 222S). For our purposes, only the fractional part of the angle is
significant and the whole number portion can be ignored. FIGURE 6 shows 1 000
simulated seeds plotted with this angle of rotation, an arrangement we will call a
golden flower. Notice how well distributed the seeds appear; there is no clumping
of seeds and very little wasted space. Even though the pattern grows quite large, the
distances between neighboring seeds appear to stay nearly constant. In the natural
world, many plants grow their seeds (or stalks or leaves or thorns) simply where there
is the most room [5, p. 1 6 1 ] . The resulting golden flower is the most even distribution
possible [1, pp. 84-88 ; 6, pp. 96-99] . (For an excellent discussion of the mechanics
of the placement of seeds in a growing plant apex and the inevitability of these golden
arrangements, see Mitchison [3, pp. 270-75].)
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Notice also the many different spiral arms. Spiral arms seem to fall into certain fam
ilies. In this pattern above, you can see how a group of spirals twist in one direction,
only to be taken over by another group of spirals twisting in the opposite direction.
The interesting properties of spiral families form the heart of our discussion.
FIGURE 7 shows three families of spirals in the golden spiral. Each set of 300 seeds
pictured is identical, but different spirals arms have been drawn on each set. The first
set shown consists of 8 spiral arms, the second has 1 3 , and the third 2 1 -all Fibonacci
numbers. You may be able to see other spirals not shown in these images, and the size
of these groups are Fibonacci numbers as well.
MATHEMATICS MAGAZI N E
To understand why spirals o n a golden flower appear i n groups whose size are Fi
bonacci numbers, it helps to consider placement of individually numbered seeds. In
FIGURE 8, the first 1 44 seeds are numbered and the Fibonacci numbers are enclosed
in rectangles. The baseline at oo has also been added.
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The Fibonacci numbered seeds converge on the oo line, alternating above and below,
just as the ratios of pairs of consecutive Fibonacci numbers converge to ¢, alternately
greater and less than ¢ . A seed that is numbered with a Fibonacci number will fall close
to the zero degree line, since its angle (a Fibonacci number times ¢) is approximately
an integer. For example, since 55/34 is approximately ¢, seed 34 will be located at an
angle of about 34 * (55/34), or very nearly 55 complete rotations (actually'"" 55 . 0 1 3
rotations, a slight over-rotation). The larger the Fibonacci numbers involved, the closer
their ratio is to ¢ and therefore the closer the seeds lie to the zero degree line.
It is for this reason that seeds in each spiral arm in a golden flower differ by mul
tiples of a Fibonacci number. For example, seed 34 is slightly over-rotated past the
oo line, seed 68 is rotated by the same angle from seed 34, as are seeds 1 02, 1 36,
1 70, and every other multiple of 34. These seeds form one spiral arm in family 34.
Another arm in this family is 1, 35, 69, 1 03 . . . , and another is 2, 36, 70, 1 04, . . . , etc.
Members of an arm in family 34 are seeds with numbers 34m + n, where m and n are
nonnegative integers and n is constant for that arm. Trace any spiral arm in the golden
VOL. 75, NO. 3, J U N E 2002 1 67
flower and you will find that its seed numbers are in arithmetic progression, since all
share a common difference-a Fibonacci number.
n flowers
Why should the golden ratio be the preferred irrational number in nature? Shouldn't
any irrational number work just a s well? Let's take a look a t a simulated seed pod gen
erated with an angle of rr rotations, or rr * 360° . This angle is,..._, 3 . 1 4 1 59 revolutions,
which is the same as,..._, 0. 1 4 1 59 revolutions, or,..._, 50.97° . FIGURE 9 shows the first
500 seeds-not a very even distribution at all ! Seven spiral arms dominate the pattern
with no new spirals apparent. With 1 0,000 seeds (FIGURE 1 0), a new set of spirals be
come visible, 1 1 3 arms in this family with so little curvature that the next set of spirals
doesn' t show until about a million seeds have been grown.
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Why should there be 7 spiral arms so prominently displayed in the center, and 1 1 3
arms in the next set of spirals? Perhaps you recognize these numbers as denominators
in well-known rational approximations of rr. An excellent approximation of rr is 22/7.
The decimal expansion of 1 /7 is 0. 1 42857 . . . and the angle of rotation in a rr flower is
0. 1 4 1 59 . . . -a close match ! Another great approximation of rr is 355/ 1 1 3 , accurate
to 6 decimal places, and for this reason the next set of spirals has 1 1 3 arms.
The gap between these spiral families (7 and 1 1 3) in a rr flower is huge compared
to that of a golden flower. No other sets of spirals are apparent between family 7 and
family 1 1 3 --does this mean that there are no better rational approximations of rr with
denominators between 7 and 1 1 3 ? Plotting and numbering the seeds in a rr flower
suggests an answer. In FIGURE 1 1 , seed 7 in the first spiral arm falls near the oo line
as expected, as does seed 1 1 3 . Since seed 1 1 3 is part of the second spiral arm to cross
this line, there is no seed less than 1 1 3 that lies closer to the oo line than seed 7, and
thus there is no better rational approximation of rr than 22/7 with a denominator less
than 1 1 3 . The approximation 355/ 1 1 3 is so accurate that the spirals in family 1 1 3
have very little curvature and their members dominate the oo line for generations. The
nearest seed in the third arm to cross is seed 226-part of the same arm as seed 1 1 3 . In
fact, we need to check tens of thousands of seeds before we find one that falls closer
to the oo line than any multiple of 1 1 3-a topic we will visit again later.
168 MATH EMATICS MAGAZ I N E
.J2 flowers
An angle of rotation of ./2 produces a very even distribution of seeds, rivaling that of
the golden ratio. Five hundred seeds are shown in FIGURE 1 2; families of spirals are
again readily apparent in this arrangement. A study of these ./2 spirals is worthwhile,
as their structure illuminates many properties of algebraic numbers and seed spirals in
general.
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Figure 13 Spiral fami lies 1 -1 2 of a ,J2 spiral
MATH EMATICS MAGAZ I N E
17 19 22
29 41 46
some of the families produce very clean spiral arms, while others do not appear to be
spirals at all, crossing themselves in a star-like or even scribble-like pattern.
Families 2 and 3 start well but quickly die, that is, they cross themselves after a
small number of iterations. Families 5 and 7 are smooth. Family 1 0 looks like smooth
spirals, but on closer examination it is seen that it crosses itself immediately-since
10 is a multiple of 5, this is the same as family 5 but with alternate seeds on the arms
connected. Family 1 2 has the best looking spirals among the first 1 2 .
The numbers o f the families that produce nice spirals look suspicious: 2, 3 , 5 , 7 ,
1 2 . . . could there be a Fibonacci-like relationship between spiral families in a J2 spi
ral as well? More spiral families are shown in FIGURE 14, but the next spiral family af
ter 1 2 is not 1 9 as we might expect by adding 7 and 1 2, but rather 1 7 , and the next fam
ily better than 1 7 is 29. The sequence is in fact: 1 , 2, 3 , 5 , 7 , 1 2 , 1 7 , 29, 4 1 , 70, 99 , . . .
Before reading further, can you find the pattern in this sequence and extend it?
The numbers in this sequence are the numbers in the Columns of Pythagoras. The
Columns of Pythagoras are a pair of columns of integers. The top entry in each col
umn is 1 . Given a row with numbers A and B in that order, the next row is generated
by summing A and B and writing this number, C, in the first column underneath A,
then summing A and C and writing i t i n the second column underneath B . This pro
cess generates all of the spiral families of the J2 flower (see FIGURE 1 5). Further, the
ratio of the numbers in each row converges to J2: 1 / 1 = 1 , 3/2 = 1 . 5, 7/5 = 1 .4,
1 7 / 1 2 = 1 .4 1 666 . . . , 4 1 /29 = 1 .4 1 379 . . . , etc.
Continued fractions
Let us follow one more twist on this spiraling journey. The golden ratio may be written
as the following continued fraction:
VOL . 75, NO. 3 , J U N E 2002 17 1
1 +� 1
---
1 --
= 1 + ----,--
2
t+rf.::
1+-
This result is easily verified by setting the continued fraction equal to some variable,
say x, and then recognizing that x is repeated in the denominator of the fractional part,
that is, x = 1 + 1 I x. This expresses the continued fraction perfectly as one root of an
easily evaluated quadratic.
Partial evaluations of this continued fraction, called convergents, result in ratios of
Fibonacci numbers, that is,
1 5 1 8 1 13
1+ 1 = -, 1+ = 5' 1+
1 + -1-
--
1 +I 3 t+t 1 + --
1 +-1-
I
8
1+ t
The reader may enj oy checking that the following continued fraction gives an expres
sion for ../2:
v'2 = 1 + 1
.
2 + 2+ I
-J:::
--
1 3 1 7 1 17 1 41
1 + - = -1 + = -' 1+ -1 = ' 1+
2+ �
--
2 2 5 2+ -
2+! 12 2 + 2+ I
I
-
29
2+ !
These are the same numbers in the Columns of Pythagoras and the same ratios found
in the ../2 flower!
Let us examine the continued fraction for the other irrational number we have used
to build flowers, JT. The continued fraction begins 3 + 1 /7 . . . and the values of num
bers leading the expressions under the denominators at each level, starting with the 7,
are: 7, 15, 1 , 292, 1 , 1, 1, 2, 1, 3 , 1 , 14, . . .
.
1 1
=3 + __ _-:- =3 + + 111 3
...!..
3 =3 + 16
=
355
.
1'(
7+ 15+1- 7+ 16 1 13 1 13
t 16
Remember the 1 1 3 arms in the rr spiral? It would take a lot of seeds to begin to find
the next series of spirals-the next partial evaluation explains why:
1 1 1 1 03993
=3 + - - -----:- =3 + =3 + 29 - 3 + 4687 -
- -
1'(
7 15+ 1-
+ 7+ 15+292I
+
7 4687 3 33 1 02 33 102
I+ �
l
m
The next family of spirals past family 1 1 3 is family 33 1 02. We would need 3 3 , 1 02
seeds just to get one seed in each spiral arm ! If we plot about a million seeds we
may be able to starting seeing these spirals; however, there would be nearly 92
spirals packed into each degree arc of the circular face. An illustration 10 em in
diameter would have over 1 000 spiral arms in each em of the circumference-the
illustration would appear to be nothing other than a black circle ! (Note that 333/ 1 06 is
also an approximation of rr. However, due to the closeness of a better approximation,
355/ 1 1 3 , the set of 1 06 spiral arms is immediately obscured by the set of 1 1 3 spiral
arms.)
The continued fraction expansion for the golden ratio uses the smallest possible
numbers in the expansion, namely 1 s . Therefore, it converges to a rational number the
least quickly. In this sense, the golden ratio is the most irrational number and therefore
gives the best possible distribution [6, pp. 96--99] .
More... Given that seed spirals are easily plotted using polar coordinates, you
may wish to create your own irrational flowers using mathematics software. Software
(Mac OS) used to create many of the images seen here is also available to download
for free from the author's web page at http://www.wwu.edu/"-'mnaylor.
REFERENCES
1. T. Cook, The Curves of Life, 19 14. Reprint 1979, Dover Press.
2. S. Colman, Nature's Harnwnic Unity, Benjamin BJorn, Inc., New York, 1 9 1 2.
3. G. J. Mitchison, Phyllotaxis and the Fibonacci series, Science 196 (April 1977), 270--275.
4. K. Niklas, Plant Biomechanics, University of Chicago Press, Chicago, 1992.
5. P. Stevens, Patterns in Nature, Little, Brown, and Co., New York, 1974.
6. I. Stewart, Daisy, Daisy, give me your answer, do, Scientific American (January 1995), 96--9 9.
7. D. Thompson, On Growth and Form, abridged version, Cambridge University Press, London, 197 1 .
VOL. 75, N O. 3 , J U N E 2002 173
P i I l ow Ch ess
G RANT CAI RN S
La Trobe University
Melbourne, Australia 3086
In cylindrical chess, one plays on a regular chessboard with the pieces in their standard
positions, but imagines that the left and right edges of the board are identified. So, for
example, when a rook travels horizontally off the right-hand edge, it reappears in the
same row on the left-hand side of the board. It is easy to make a cylindrical chessboard
out of paper, by taping together the left- and right-hand edges. However, to avoid
the pieces falling off, the simplest way to play cylindrical chess is to use the regular
(flat) chessboard and just remember the edge identification. Like 3-dimensional chess,
cylindrical chess is well over 1 00 years old. According to Pritchard [59] it dates to the
early eighteenth century. Byzantine or Round chess is played on a cylindrical 4 x 1 6
board, and i s possibly a thousand years old [59, 77, 53] .
I n chess o n a torus, one identifies the left and right edges and also the top and bottom
edges, as in FIGURE 1 a. These identifications really do produce the torus; the left and
right edge identification gives a cylinder, and the top and bottom edge identification
amounts to connecting up the ends of the cylinder (see Barr [3] or Stillwell [70] for
drawings of this construction). Once again, for playing toroidal chess, it is to best to
use the regular chessboard and just remember the edge identifications. The origins of
toroidal chess are not clear, but it goes back at least as far as P6lya's 1 9 1 8 paper [57] .
One can also play chess on the Klein bottle; the situation is similar to the torus,
but the horizontal edge identifications involve a reflection (FIGURE 1 b) : as a rook
travels up from h8, it reappears in a 1 . For games on the Klein bottle, there are even
stronger reasons to use the regular chessboard; the Klein bottle can't be constructed in
3-dimensional Euclidean space without self-intersections [3] .
The proj ective plane is another surface that is commonly represented by a square
with edge identifications, as in FIGURE 1 c . The projective plane is the space of straight
lines through the origin in 3-dimensional Euclidean space. It can be obtained from
the sphere by identifying antipodal points. Like the Klein bottle, it is not orientable
and can't be realized in 3-dimensional Euclidean space without self-intersections. See
B arr [3] , Stillwell [70] or Prasolov [58] for more information about representing sur
faces. An alternative projective chess is obtained from the traditional board by adding
squares at infinity [56, Chapter 6. 1 6] . This is also called projected chess [59] .
The "fairy chess" games of FIGURE 1 are easy to understand; conceptually they are
really only a small variation on traditional chess since after all, the usual board can be
In this paper, we introduce pillow chess, a way to play chess on a surface equivalent to
the sphere where one can play with the standard pieces in their traditional positions.
The edge identifications are shown in FIGURE 2; the left and right edges are identified
with each other, while the top and bottom edges are identified with themselves. So,
for example, when a rook travels up the "b" column and off the top edge of b8, it re
appears in g8 . Notice that unlike the torus chessboard, the board depicted in FIGURE 2
isn't homogeneous; like the projective plane chessboard, it has corners. The midpoint
of the bottom edge is such a comer: when you attempt to circle that point, the total
angle traversed is only JT. This also occurs at the midpoint of the top edge, at the ex
treme top left point (which is identified with extreme top right point), and the extreme
bottom left point (which is identified with extreme bottom right point) .
A little work with the Euler characteristic of surfaces such as these will show that the
existence of 4 comers is virtually forced. Indeed, for any choice of edge identifications,
the squares of the chessboard form a cell decomposition of the resulting surface S. For
each integer i :::: 1 , let n; denote the number of zero-cells (that is, points) that are
adj acent to i two-cells (squares). Then there are Li >i n; zero-cells, L; 4n; one-cells,
and L; �n; two-cells and the Euler characteristic [48] is
VOL. 75, N O . 3, J U N E 2002 1 75
If we agree only to form boards with ni = 0 for i other than 2 and 4, we get x (S) = !!:f
and because x (S) ::: 2, this gives n 2 = 4, 2 or 0. The case n 2 = 2 is the projective
plane. In the case n 2 = 4, we get the sphere with 4 comers, which we call a pillow,
for obvious reasons. One can form hyperbolic boards by allowing ni i= 0 for i i= 2, 4,
but then one loses the concepts of horizontal and vertical, as long as one persists with
squares that are really square. Boards paved by triangles or hexagons have been stud
ied [59, 33, 7] , but we will stay with squares.
As in the other fairy chessboards described above, the pieces in pillow chess have
a greater command of the board than in traditional chess; see FIGURE 3. For example,
the knight at g l can reach h l by moving two squares to the right and one square down.
The bishops travel along parallel lines: if the bishop moves from d7 through e8, it re
appears in c8, travelling along the parallel line through b7. (The bishops don't bounce
off the top edge as in the reflecting queens introduced by Klamer [37] ; for more on
reflecting queens, see articles by Guy [27, Se�tion C 1 8] or Gardner [24, Chapter 1 5 ] ,
and the Klamer's Maths Review [38] o f Huff's paper.) To get used to pillow chess,
we suggest considering the pillow chess problem posed in FIGURE 4; the solution is
given at the end of the paper. When considering this problem, it may assist the reader
to imagine what the game looks like "across the edges" of the board; such an expanded
view is shown in FIGURE 5.
a b c d e f g h
The aim of this paper is to revisit, on the pillow board, two classical chess problems
of a mathematical nature: the knight's tour problem, and the n-queens problem. As
is the tradition, we do not restrict ourselves to 8 x 8 boards. However, in order to
retain the usual black-white pattern, we will restrict our attention to n x 2m boards.
First, we need to understand better the nature of the pillow board. The pillow is an
example of an orbifold. In the same way that a manifold is a space that looks locally
like Euclidean space, an orbifold is a space that looks locally like the quotient of Eu
clidean space by a finite group action. In fact, the pillow was one of the first examples
treated in Thurston's book [72] , where the term orbifold first appeared. Orbifolds were
176 MATH EMATICS MAGAZI N E
previously defined by Satake [63], who called them V -manifolds. For a nice intro
ductory treatment of orbifolds in a somewhat more restrictive sense, see Stillwell [70,
Chapter 8].
The simplest example of an orbifold is the quotient of the plane by a finite group
of rotations about the origin; the quotient is a cone, which is smooth everywhere ex
cept at a single conical singularity (the image of the origin) . The pillow is an orbifold
which is smooth everywhere except at its 4 conical singularities. But the concept of an
orbifold is quite subtle. Indeed, just as the pillow is homeomorphic to the sphere S 2 ,
every 2-dimensional orbifold is homeomorphic to a 2-dimensional manifold; what dis
tinguishes the orbifold from the manifold is not just what it looks like topologically,
but what it is geometrically. In our case, the pillow has the flat Euclidean geometry,
and each of the 4 conical singularities has angle ;r.
The pillow is a special kind of orbifold. It is not just locally a quotient by a fi
nite group action; we will show that it is globally the quotient of the torus by an
action of the 2-element group Z2 . First recall that the torus can be regarded as the
quotient space of the plane JR2 under the action of the group 'Z} by translation:
(i, j) : (x, y) --+ (x + i, y + })[54]. In this way, one can play chess on the torus
by playing on the infinite plane and identifying appropriate squares; if the plane is
tiled by unit-square chessboards, centered on the vertices of the integer lattice ;t:?,
VOL . 75, NO. 3 , J U N E 2002 177
2
then one identifies the square at (x, y) E JR with the squares at (x + i, y + j ) , for
all (i, j ) E 'Z}. The board centered at (0, 0) is a fundamental domain [54] for the 'Z}
action. Every chess piece on the torus board is thus represented by infinitely many
replicas, each in the corresponding position on its tile/board. (FIGURE 6 depicts the
torus with a queen and a knight.)
I n a manner similar t o the representation o f the torus as a quotient o f the plane, the
pillow can be realized as a quotient of the torus. One represents the torus 1!'2 as the unit
square, centered at the origin in JR2 with opposite edges identified as in FIGURE la,
and one considers the rotation a : 1!'2 --+ 1!'2 defined by a(z) = -z. The set {id, a}
defines a 2-element group isomorphic to Z2 . The upper half of the unit square is a
fundamental domain for this action of this group, and you can convince yourself that
the identifications on the boundary of the fundamental domain are precisely those
of the pillow board. Thus, one can play chess on the pillow by playing on the torus
centered at the origin and identifying diametrically opposite squares.
The realization of the pillow board as a quotient of the torus is not just a curiosity;
it is a useful tool. To fix ideas, let us say that a board is a set of squares, with marked
edges, together with a rule for connecting edges in pairs. We say that two boards are
equivalent if there is a bijection between their sets of squares that respects the edge
1 78 MATH EMAT I CS MAGAZI N E
connections. Now notice that, whereas i n the above description of the pillow board as
a quotient of the torus we took the upper half of the torus as the fundamental domain,
we could equally as well have taken the left-hand half as the fundamental domain. This
simple observation immediately gives:
rectangular chessboard unless one or more of the following three conditions hold:
(a) k and l are both odd,
(b) k = 1 , 2 or 4,
(c) k = 3 and l = 4, 6 or 8.
Another proof of the rectangular board theorem for square boards is available [15] ;
this also treats open tours that commence and terminate on specified squares. Open
tours on n x m boards with min (n , m) ::=:: 5 are examined in [16] . Results for open tours
on 4 x m boards are known [41, 73], and the 3 x n case is treated elsewhere [41, 73,
75]. (We alert the reader to the typographical error in the statement of [75, Theorem 2] ,
in which tour should read circuit in the language of that paper.)
On the torus, Watkins and Hoenigman proved [79]:
TORAL BOARD THEOREM. For all k, l, there is a knight's tour on the k x l torus
chessboard.
We now tum to the pillow board. Note that since the n x 2m pillow board is the
quotient of the 2n x 2m toral board, it follows immediately from the previous theorem
that there is a closed knight's path on the n x 2m pillow board that visits each square
exactly twice. In fact, one has:
THEOREM 1 . For all n, m, there is a knight's tour on the n x 2m pillow chess
board.
Proof By our Lemma, we may assume that n :::; m. By the rectangular board the
orem, it suffices to consider the cases n :::; 4 and in the case n = 3 we need only
consider m = 3 and m 4. Moreover, by the Lemma, the 4 x 2 m board is equivalent
=
to the m x 8 board, so by the rectangular board theorem again, for n 4 and n :::; m,
w e need only consider m = 4 . So this leaves u s with 5 cases to consider: ( 1 ) n = 1 ,
=
and 3 x 8 boards are shown in FIGURE 8; the 3 x 6 example was taken from Watkins
and Hoenigman's study of tours on the torus [79] (this particular tour uses only the
side edge identifications) . A tour on the 4 x 8 board is shown in FIGURE 9. It remains
to deal with cases ( 1 ) and (2) .
1 16 13 10 7 4 1 16 7 22 13 4 19 10
8 5 2 17 14 11 20 11 2 17 8 23 14 5
15 12 9 6 3 18 15 6 21 12 3 18 9 24
1 20 11 26 17 8 23 14
24 15 2 21 12 27 18 9
19 10 25 16 7 22 13 32
30 29 6 3 28 31 4 5
at the top left comer and make the following sequence of moves:
for m even, m= 2k, B(C B) m - 1 H(EF) k - 1 EB(GH) k - 1 G2•
for m odd, m = 2k - 1 , B(C B) m - 1 H(EF) k - 1 A (HG) k - 1 G.
1 1 1 1 1 1 1
2
3
4 5 6 7 8
1 12 3 8 5 10 1 16 3 10 5 14 7 12
6 7 4 11 2 9 8 9 6 15 4 11 2 13
The n-queens problem is this: can one place n queens on an n x n board such that no
pair is attacking each other? Such queens are said to be nonattacking or invulnerable.
This problem dates back to the middle of the 1 9th century [10]. The traditional
board has solutions for n =!= 2, 3, while the n x n torus board has solutions when n
is not divisible by 2 or 3. The problem was solved for the torus by P6lya [57] and
the traditional board by Ahrens [1] and essentially the same underlying idea has been
used by several authors. The key construction for n relatively prime to 6 appeared
in Theorem II at the end of the 4th section of Lucas' book [47, Vol. 1 ] , which was
published originally in 1 8 83. For more recent presentations and formulations of this
idea, see [13, 25, 40], for the torus, and [4, 20, 31, 60, 81], for the traditional board.
VOL . 75, NO. 3 , J U N E 2002 181
(Incidentally, the n-queen problem for the torus is obviously equivalent to the n-queen
problem for the cylinder.)
The basic construction can be described as follows: start on any given square on
the torus, and make repeated knight moves (2, 1 ) , placing a queen on each square that
one visits. Regarding the initial square as the origin in Zn x Zn , this places queens on
the squares k (2, 1 ) , where the entries are reduced modulo n . More generally, solutions
of the form k(d, 1 ) , for some d, are said to be linear or regular. Most authors are
content in giving a particular linear solution. A systematic approach is adopted by
Erbas, Tanik, and Aliyazicioglu [19] (see also [18, 45, 66]). Nonlinear solutions are
given by Bruen and Dixon [9] and by Chandra [11] . When n is not divisible by 2 or 3 ,
the d = 2 case gives a solution o n the torus, and one can easily deduce a solution o n the
n x n traditional board for n "¢ 2, 3 (mod 6) . The cases n = 2, 3 (mod 6) can be treated
by combining two linear parts; a succinct description is given in a Monthly article on
the subject [61]. These solutions were already considered by Lucas, who called them
semi-regular [47, Vol. 1 , p. 64] .
Many other aspects of the n-queen problem have been studied. In addition to the
question of existence, one may also investigate the number of solutions. This latter
problem is still largely open [62, 61] . When no solutions exist, one is interested in
the maximum number of nonattacking queens that can be placed on the board. This
has been completely solved for the torus [50, 28, 12, 29, 51] . Like the knight's tour
problem, the n-queens problem has a graph theoretic interpretation: the existence of a
maximal stable set [5, Chapter 4; 6, Chapter 1 3 ] . The problem has been examined in
higher dimensions [39, 55], and on infinite boards [14] . The n -queens problem has
found many echoes in computer science; according to Vardi [76], it is "a canoni
cal homework assignment in introductory programming classes." See the references
at the end of Section 6.4 of [30] . The queens problem has also been turned into a
game [64] .
Variations on the n-queens problem have been studied by changing the possible
moves of the queen: a semiqueen is a queen that can't move on the negative diago
nals [21; 36; 47, Vol. 1 , p. 84, Theorem I; 76] ; an amazon is a piece that can move
like a queen and a knight [26, 11]. Incidentally, the term amazon is traditional [8,
Section 30; 33] ; the term superqueen is sometimes used [23, Chapter 1 6 ; 26], but su
perqueen is also used to mean a queen on a torus [11, 50, 35]. Amazons are called
nite-queens by Chandra [11].
Now w e tum to the pillow board. By our Lemma, the 2 m x 2 m pillow board is
equivalent to the m x 4m pillow board, which has m rows. So one can place at most
m nonattacking queens on the 2m x 2m pillow board. Thus a solution requires the
placing of half as many queens as on the traditional board, but each queen commands
more squares, in fact, twice as many squares, for most positions. Investigations on
small boards show that solutions are more abundant than on the traditional board.
According to my calculations, for m = 2, 3, 4, 5, 6, the 2m x 2m pillow chessboard
has 24, 64, 768, 6464, 54656 solutions respectively. In general, one has:
THEOREM 2. For all m, the 2m x 2m pillow chessboard admits m nonattacking
queens.
Before proving this result, let us look more closely at the notion of nonattacking
queens. We give the squares coordinate labels (x , y) , x, y E { 1 , . . . , 2m } in the ob
vious way, starting at ( 1 , 1 ) in the bottom left-hand comer. Notice that queens on
the traditional board at distinct positions (x 1 , y 1 ) , (x2 , y2 ) are nonattacking if and
only if the following 4 conditions hold: x1 =I= Xz , Y 1 =I= yz , (y l - xt ) =I= (Yz - xz) ,
(y 1 + x1 ) =I= (y2 + x2 ) . On the torus one has similar conditions, with equality replaced
by equivalence modulo 2m. On the pillow, the conditions are: x1 =I= xz , Y 1 =I= yz,
1 82 MAT H EMAT I CS MAGAZI N E
JL(y, - x, ) =I= JL (Y2 - x2 ) , JL(y, + x, - 1) =/= JL (Y2 + x2 - 1), where the function JL is
defined as follows. Let [i ] denote the remainder of i modulo 2m . Then
JL ( z
"
) = { [i ] if [i ] :::;: m ,
[-i ] otherwise.
Proof There is an obvious solution for m = 1 . For m > 1 , let A = { (i, 2i ) : i <
�m } U { (i, 2i + 1) : �m :::: i < m } and B = { (i, 2i + 1) : i < m } and place a queen
{
at each point in the following set:
These positions are just a variation on the classical idea; we begin near the bottom
left corner and proceed up the board using knight moves, placing a queen on each
square visited. When m is divisible by 3, there is a little skip near the major diagonal.
Finally there is a solitary rogue queen near the middle of the board. The positions for
m = 6, . . . , 9 are shown in FIGURES 1 2 to 1 5 .
' ,
•
'
,
•
•
, '
- ,
:r/'
' ,
· I
)I =- ·
�
'
, , I·
, '
h-t
• ,
, '
�- Figu re 1 2
'
I•
Figu re 1 3
'
The proof that the m positions in C are nonattacking is perhaps best done by con
sidering three separate cases: (a) m divisible by 6, (b) m divisible by 3 but not by 6,
and (c) m not divisible by 3. We briefly describe case (a). From the construction of C,
no two positions are in the same column. So we must show that the positions are also
in distinct rows, distinct negative diagonals, and distinct positive diagonals. This gives
three things to check:
Row Check
• •
w ' •
•
- '
'
:=� •
'
I
'
•
•
'
tJ( I'
'
•
•
•
'
'
Figu re 1 4 Figu re 1 5
This completes case (a). Cases (b) and (c) can b e treated i n an analogous manner;
we leave their verification to the reader. •
1 84 MATH EMAT I CS MAGAZI N E
Final comments
We finish with two comments. First, it would be interesting to extend Theorems 1 and 2
to pillow chessboards that do not have the usual black-white pattern, as is already the
case for the results on the torus. This means considering pillow boards that are obtained
from the n x m torus, with m and/or n odd, by identifying diametrically opposite
squares, as discussed above. This entails some unusual features; when n and m are
both odd, the fundamental domain no longer consists of an integer number of squares,
so the "board" looks rather odd. Also, if m is odd and n is even, one of the squares has
an edge which is identified with itself!
Second, we remark that pillow chess is by no means the first chess game to be
played on the sphere. There is a great number of chess variants (see Pritchard [59] and
the web site www.chessvariants.com). In particular, we mention Global Chess, which
is a commercial variant played on two revolving disks representing the hemispheres
(here the "squares" at the poles are triangles), and Andrea Mori's small spherical chess,
which is obtained from a cylindrical board by adding two additional (pole) squares, one
at each end. Don Miller's spherical chess [59] as modified by Leo Nadvomey, is very
close in appearance to pillow chess (the identifications are shown in FIGURE 1 6), but
in fact this board is not a sphere but a Klein bottle !
Figure 1 6
Solution to the pillow chess problem. First notice that white can't move its rook
at h4, since this would disclose check by black's bishop at g5 ! As well, e2 and f1 are
covered by black's bishop at d7. Thus black is threatening mate in three ways: Rfl,
Nfl and Nxe2. White can avoid all these attacks only by playing Re i , in which case
black mates with RxR.
Acknowledgments. My thanks go to John Bamberg for battling me in several games of pillow chess, to Andrej
Panjkov for interesting suggestions for further generalizing pillow chess, and to Andrew Gove and Danny Sleator
of Chessclub.com, whose software Chess Viewer produced the chessboard graphics in this paper.
VO L . 75, NO. 3 , J U N E 2002 1 85
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VO L . 75, NO. 3 , J U N E 2002 187
Rail's system
x=3
f = x2 - 5.
188 MATH EMATICS MAGAZI N E
The first causes a value of 3 to be stored in the memory location for x , while the
second reads the value of x, squares it, subtracts 5, and stores the result in the memory
location for f. We can think of this as a procedure for evaluating the function f (x) =
x 2 - 3.
In Rall's system, the idea is to simultaneously evaluate both f (x) and f'(x) . In this
system, each variable corresponds to an ordered pair of memory locations, one for the
value of a function, and one for the value of the derivative. Now the goal is for the
statements above to produce the pair (4, 6) , incorporating the values of both / (3)
and / ' (3).
This is accomplished as follows. First, when a variable is assigned a value in a state
ment such as x = 3 the automatic differentiation system stores in the memory for x
the pair (3, 1 ) . This corresponds to the value of the identity function I (x) = x , and its
derivative, at x = 3. Second, any numerical constant that appears in an expression is
represented by a pair corresponding to the value and derivative of a constant function.
For the example above, the constant 5 is represented by (5 , 0)-the value of the con
stant function C(x) = 5, and its derivative. Finally, each operation appearing in the
expression is carried out in an extended sense, operating on pairs. The rule for pair
addition or subtraction is just the usual componentwise operation. The rule for pair
multiplication is
(1)
Using these definitions, we can anticipate what the automatic differentiation system
will do in response to the pair of statements
x=3
f = x 2 - 5.
The first statement leads to the creation of the pair (3 , 1 ). The second statement trans
lates into a sequence of operations on pairs:
f= (3, 1 ) X (3 , 1) - (5 , 0)
= (3 . 3, 1 . 3 + 3 . 1) - (5 , 0)
= (9, 6) - (5 , 0)
= (4, 6).
As easily verified, this result correctly represents the value of both x 2 - 5 and its
derivative at x = 3. Notice that there is no symbolic computation here. However, the
equivalent of symbolic differentiation rules are built into the definitions of pair addition
and multiplication. Thus, the expression for f is evaluated to produce both the value
of the expression and of its derivative.
It should be stressed that the operations on pairs can be formulated without any
reference to functions and derivatives. We adopt an abstract framework with objects
(ordered pairs) and operations. As defined above, ordered pairs can be added, sub
tracted, and multiplied. In fact, extended operations for pairs can be defined for all the
usual elementary functions. For example, the sine of a pair is defined according to
(2)
Of course, these abstract definitions are inspired by the idea that each ordered pair will
contain values of a function and its derivative. To make the connection explicit, we will
use the notation f[ l . l l (x) = (f (x) , f'(x)) , where the [ 1 , 1 ] indicates the presence of
VO L . 75, NO. 3 , J U N E 2002 1 89
one variable, and the inclusion of one derivative. Thus, in the original computation, we
found f [l . l l (3) = (4, 6). Similarly, using the sine operation for pairs, the statements
x = 3
2
g = sin(x - 5)
result in the computation of sin (4, 6) = (sin 4, 6 cos 4) . The elements of this ordered
pair are the correct values of sin(x 2 - 5) and its derivative at x = 3 . That is, with g (x )
defined as sin(x 2 - 5 ) , the lines above compute g [ l . l l (3) .
What makes the system work is that each operation correctly propagates derivative
values. For the arithmetic operations, that means
l ' · ' l (3) + [1. 1] + [ l . l] (3)
j g (3) = (f g)
[ 1 . 1 ] (3) - [ l . l ] [ l . l] (3)
! g (3) = (f - g ) (3)
[ l , l] (3) X [ 1 . 1 ] (3) = (f ) [ l . l ] (3 ) .
j g g
Observe that the rules for addition, subtraction, and products of pairs are based on the
sum and product rules for derivatives. Similarly, (2) is really nothing more than the
chain rule, since the derivative of sin (f (x ) ) i s given b y cos(f (x ) ) f ' (x ) . With a 1 in
place of f (x ) and a 2 in place of f' (x ), this becomes cos(a J )a 2 . That shows that in (2),
if (a 1 , a 2 ) = f [ l , l l (3 ) , then sin(a 1 , a 2 ) = sin(f [ l . l l (3)) = (sin o f) [ l , l l (3) . In a similar
way, any differentiable function ¢ can be extended to pairs by the formula
(4)
(5)
Before describing the abstract system, let's take a look at how the system operates.
Consider the function
f (x , y , z ) =
v'x+Y
�·
yZ - y
190 MATH EMATICS MAGAZI N E
and suppose we wish to evaluate f and all partial derivatives through second order at
the point (4, 5 , 14). The recursive automatic differentiation system can be given this
problem with the following commands (with slightly modified syntax for readability) :
x = DS -Make -Var ( 3 , 2 , 1 , 4 )
y DS -Make-Var ( 3 , 2 , 2 , 5 )
z = DS -Make-Var ( 3 , 2 , 3 , 1 4 )
u DS- Sqrt ( D S-Add ( x , y ) )
v D S - Sqrt ( D S - Sub ( z , y ) )
P r i nt D S - D i v i de ( u , v )
These commands involve applications of several different functions within the auto
matic differentiation system. First, there are three invocations of DS-Make -Var . This
function creates the derivative structures corresponding to the independent variables
x, y, and z. For example, x DS -Make -Var ( 3 , 2 , 1 , 4 ) creates a derivative struc
=
ture for 3 variables, and for partial derivatives through order 2, corresponding to vari
able number 1 (x ), and assigning that variable a value of 4. This command is the
equivalent of x = 4 in the one-variable/one-derivative system. Similarly, the next two
statements create the derivative structures corresponding to variables y and z, assign
ing values of 5 and 14, respectively. The other commands are the derivative structure
versions of standard operations; DS-Add is addition of derivative structures, DS- Sqrt
applies the square root for derivative structures, and so on. So the fourth statement
adds the derivatives structures for x and y and takes the square root of the result. That
defines a new derivative structure, u. Similarly, the next line defines v by subtracting
y from z, and applying the derivative structure for square roots. The final command
applies derivative structure division to u and v, and prints the result.
As in Rall's system, the computations above are completely numerical. For ex
ample, the derivative structure for the variable x stores the value of x , 4, as well as
all the partial derivatives through second order with respect to x , y, and z. These val
ues are, of course, trivially determined. The partial derivative with respect to x is 1 ,
and all the other partial derivatives are 0 . But the point is that the derivative structure
called x is just some sort of array with entries of 4, 1 , and many zeroes. In the same
way, y and z are arrays of numbers as well. When these are combined according to the
commands listed above, the final result is printed out as
0.0 1 235
0. 1 1 1 1 1 0.00000 -0.0 1 235
1 . 00000 0.05556 -0.00309 -0. 05556 -0.00309 0.00926.
These are the values of f and its derivatives, in the following arrangement:
/yy
/y fx y /yz
J fx fxx fz fx z fzz ·
The subscripts indicate partial differentiation: fx for �� , fx y for ::L ,
and so on. The
rationale for laying out the derivatives in this way will become clear when the general
system is defined. For this example, it is enough to see how the system operates, and
to observe that all the desired partial derivatives are correctly computed.
At this point, I hope that the basic idea of the automatic differentiation system is
clear. Numerical values for a function and its derivatives are arranged in some sort of
data structure, and operations on these structures are defined according to the rules of
differentiation so that derivatives are correctly propagated. The structures for the sim
plest functions, namely the constant functions (like c(x , y , z) = 5) and variables (like
VOL . 75, NO. 3 , J U N E 2002 191
11 (x , y, z) = x) are easy to specify directly. By operating on these simple derivative
structures, we can formulate derivative structures for essentially arbitrary expressions
involving the variables and elementary functions.
Although these ideas are feasible in principle, I also hope the reader has some sense
of the difficulty of handling all the details in practice. At first glance, the . idea of
defining appropriate structures to contain all the partial derivatives through second
order relative to three variables, and then specifying the proper operations of arith
metic, as well as proper definitions for functions like sine and cosine, should seem
fairly intimidating, or at least unpleasantly tedious. Happily, and surprisingly, there
is a remarkably simple recursive formulation that is no more complicated than Rall's
one-variable/one-derivative system. Indeed, considered formally, the operations within
this recursive formulation are virtually identical to the operations in Rall's system.
With that in mind, let us tum now to the recursive development of an automatic differ
entiation system.
The first step in constructing the recursive system is to define the obj ects, or deriva
tive structures, on which we will operate. Let us consider a few motivating exam
ples. First, for functions of a single variable, automatic calculation of m derivatives
can be provided by operating on (m + I ) -tuples. A typical object in the system,
a (ao , a 1 , , am ), includes the value of a function and its first m derivatives. For
= · · ·
For a function of two variables, assuming equality of mixed partials, the par
tial derivatives through order m are conveniently arranged in a triangular array.
This is illustrated in FIGURE 1 for m = 3. It is important to note that the entry
in the lower left-hand comer has a special significance. In the derivative struc
ture f [ 2 ,ml , the lower left-hand comer is the value of the original function f.
/yyy
/yy /yyx
/y /yx /yxx
J fx fxx fxxx
Figure 1 Layout of f[l ,JJ
Observe that the array in FIGURE 1 can be decomposed into two parts. The bottom
row is a vector of derivatives with respect to a single variable, as described in the
preceding paragraph. That is, the bottom row is just f [ l , 3 l . The second part, all of the
triangle except the bottom row, is also a derivative structure, namely /y [ 2 • 21 ; it contains
the value of /y , and all of its first and second order partial derivatives with respect to
1·
x and y . This gives / [ 2 • 3 1 as a combination of J l 3 l and /y [ 2 • 2l .
In a similar way, we can lay out the entries of f [3 • 3 l, that is, the partial derivatives
through third order with respect to three variables (see FIGURE 2). The partial deriva
tives are arranged in a pyramid composed of several triangular layers. Each layer has
the same form as the triangular array in FIGURE 1 . As before, there is a distinguished
entry identifying the function f, at the lower left-hand comer of the lowest level.
Also, as before, there is a natural decomposition into two parts. The first part is the
1 92 MAT H EMATICS MAGAZI N E
bottom triangular array, which is recognizable as / [2 • 3 1 . It contains all partial deriva
tives through order m = 3 with respect to x and y . The complementary part is the
sub-pyramid made up of levels 2, 3, and 4. This can be recognized as fz [3 • 21 . It con
tains all partial derivatives relative to the three variables x, y, and z, through order 2 of
the function fz . The decomposition gives / [3·3 1 as a combination of / [2 · 3 1 and fz [3 • 21 .
DS (4 ,7)
DS ( 3 , 7 ) DS (4 ,6)
The idea of a derivative structure as an ordered pair hints at the connection to Rall's
automatic differentiation system. Shortly we will see that the definitions for operations
on derivative structures make this connection into a perfect analogy. But there is one
final prerequisite needed. In terms of the triangular arrays and pyramids considered
earlier, the two components of a derivative structure are particular substructures. For
example, if a = (a 1 , a2 ) is a derivative pyramid, then a 1 is a derivative triangle, and a2
is a smaller derivative pyramid. We also need a third substructure, denoted ar. Later
an abstract recursive definition of ar will be provided. But conceptually, think of ar
as follows: If the derivative structure a = f [n,m ] , then it contains within it f [n ,m - I l , the
derivatives up to order m - 1 . That substructure is ar, Thus, in FIGURE 1 , a 1 is the
bottom row, a 2 is the sub-triangle consisting of everything but the bottom row, and ar
is the triangle that contains everything except the third order derivatives lying along
the hypotenuse. Notice that a2 and ar have the same size and shape, but are derivative
structures for different functions. Similarly, in FIGURE 2, the triangle on the lowest
level is a ! ' the remaining levels form the sub-pyramid a2 , and ar is the sub-pyramid
consisting of everything except the highest order derivatives lying on the slanting outer
face of the pyramid.
194 MAT H EMATICS MAGAZ I N E
This completes the background w e need to define derivative structure operations.
We know that a derivative structure a is an ordered pair (a 1 , a 2 ), that the components
are derivative substructures of lower order, and that ar is another sub-structure with
the same size and shape as a2 • The operations on derivative structures are defined in
terms of these substructures.
This definition is a direct analog of (4), to which it reduces in the case that
n=m= 1 . As we saw with multiplication, the only formal difference is the ap
pearance of an asterisk in the general derivative structure definition. Here again, the
actual computation of ¢ (a) is recursive, and the recursion terminates when ¢ or one
of its derivatives is finally called upon to operate on a real number.
That's it. That is all you need to construct arbitrary elementary function expressions
involving general derivative structures. As promised, the definitions are virtually the
same as those in Rail's system, and yet they provide for the automatic generation of
partial derivatives to essentially arbitrary order with respect to an essentially arbitrary
number of variables. But the presentation is not quite complete. We still have to see
how to create the fundamental derivative structures that correspond to constants and
variables. And at some point we need to see why the definitions just given really work.
So far, we have defined derivative structures and their operations abstractly, without
mention of functions and partial derivatives. To make the connection with automatic
differentiation clear, we must have a definition of pn . m J as an element of DS(n , m).
22 12 2l
structure of the constant 0. It can be constructed using the algorithm for a constant.
At the next level, /z [ • 1 is decomposed into /z [ , 1 and ay i2 [ , l . For the first of these,
notice that the first index is 1 . This is a derivative structure that does not involve any
derivatives with respect to y, and for its construction we can treat y as the constant 8.
For the second component, ay i2 = ayy = 1 . Again w e need only construct a deriva
tive structure for a constant. In a similar way, the derivative structure for any of the
independent variables can be constructed recursively. Indeed, x/n,m l = (a 1 , a2) is de
fined as follows: If j < m, then a 1 is defined by a recursive construction of Xj [n ,m - IJ
and a2 is a derivative structure for the constant 0. If j = m, then a 1 is constructed as
a constant derivative structure, with whatever value was assigned to Xj , and a2 is the
derivative structure for the constant 1 . And if j > m, a 1 is again a constant derivative
structure with the value of xj , but a2 is the derivative structure of the constant 0.
This is the construction used to define DS -Make-Var in the sample computation
presented earlier. In fact, if you review that computation, you will see that we have
now defined every operation that appears there. The automatic differentiation system
is complete. With algorithms for constructing derivative structures for independent
variables and constants, and definitions of derivative structure operations and elemen
tary functions, nothing more is needed. However, we have yet to see any verification
that the system actually works. How do we know, for example, that the arithmetic defi
nitions propagate derivatives correctly? How do we know that applying an elementary
function to a derivative structure as in Definition 4 produces the desired derivative
information at the end? For that matter, how do we even know that the recursive defi
nition for p n . mJ is correct? The next section will address these questions.
There are two aspects of the system that require validation. First, we have to verify
that the recursive definition of f [n ,m l properly represents the intuition suggested by the
triangle and pyramid examples. Second, it must be established that the definitions of
derivative structure operations correctly propagate derivative information. That is, we
must see that
(7)
VO L . 75, NO. 3 , J U N E 2002 197
For both of these ends, expressing a derivative structure a as an ordered pair
(a 1 , a2 )
and referring to the components and to a; will be of central importance.
It simplifies the presentation to express these substructures using an operator no
tation. Thus, if a = (a 1 , a2 ) is a derivative structure, we define V (a) = a 1 and
D(a) = a2 . The names of these operators reflect the meaning of the components
in the one-variable/one-derivative system, where a 1 is the value of the function, and a 2
is the derivative. Recall that af is obtained from a by removing all the highest order
derivatives, so that af is a lower order version of a. Accordingly, we use the notation
L(a) = af .
Although the conceptual meaning of the operators is clear, formal definitions will
be given for completeness. For L , this is particularly important as there has not yet
been given an abstract definition in terms of derivative structures.
It may not be immediately apparent that this definition of L is consistent with the
earlier explanation of a;. The reader may wish to verify that the definition works cor
rectly for triangles and pyramids. However, for the arguments that will follow, it is not
logically necessary to connect the definition of L with the conceptual image of f [n , mJ .
Instead, we will be content to take L (a) as the definition of a;, and show that this
definition has the properties we need for automatic differentiation.
The three operators provide the means to connect the abstract definition of D S (n , m)
to the ideas illustrated by the derivative vectors, triangles, and pyramids. As a first in
stance of this, we have the following result.
The proof is simply a matter of applying the identities in Theorem 1 . Rather than
present the details in a formal way, it will be more illuminating to work through
an example. Consider the derivative structure jl 3 •61 and suppose we want to obtain
afa2 aif (x) . Since this is a fifth derivative and m = 6, the theorem says to compute
V D2 V D V D2 jl 3 •61 . We can verify that the desired result is obtained by applying the
identities in Theorem 1 as follows:
As mentioned earlier, the recursive nature of the definitions makes induction a nat
ural approach to proving results like these. To illustrate, here is a proof of the final
identity above. It assumes that the preceding identities have already been established.
Proof. The proof is by induction on n + m. If either n or m is zero, the conclu
sion holds trivially. So assume that both n and m are positive, and that the conclusion
holds for pn , m J whenever n' + m' < n + m. From the definition of 4> for derivative
' '
structures, if f[n , ml (x) is expressed as the pair (a 1 , a2 ), then
Now we are ready to use the induction hypothesis. On the right side of the preced
ing equation, the real functions 4> and ¢' are applied to derivative structures with lower
order than f[n ,mJ (x) . By induction, we can bring 4> and 4>' inside their respective paren
theses, leading to
Similarly, the identity for derivative structure multiplication allows us to bring the
product on the right side of the equation inside the parentheses. Performing that reduc
tion and recognizing the normal real function chain rule then produces
= (¢ f) [ ,ml (x) .
n 0
This shows that the identity holds for f[n ,ml, completing the induction argument. •
2 00 MAT H EMATICS MAGAZI N E
This concludes the validation of the recursively defined automatic differentiation
system. It has been demonstrated that the simple recursive definitions for derivative
structure operations properly propagate partial derivatives. To put it more simply, we
have seen that the recursive automatic differentiation system works. In a final section,
we discuss a few ideas connected with implementation and computational efficiency.
Funct i on DS-Exp ( a )
i f a i s r e al
return exp ( a)
else
return Compo s e ( D S -Exp , DS-Exp , a)
end
Note that DS-Exp plays the role of both phi and phi -pr ime in the call to
Thus, the computation of DS-Exp ( a) requires evaluations of DS -Exp ( a 1 )
Comp o s e .
and O S -Exp ( a1 * ) . This is simply a direct implementation of the recursive nature of
Definition 4. In a similar way, the reciprocal function is defined as follows:
Funct i on DS-Re c ip ( a)
i f a i s r e al
return 1 / a
else
VO L . 75, NO. 3 , J U N E 2 002 201
return Compo s e ( D S - Re c ip , DS -DRe c ip , a)
end
Here, DS -DRe c ip is a derivative structure function that plays the role of the
derivative of the reciprocal function. That is, with � (x) = 1 Ix, the derivative is
�' (x) = - 1 I x 2 • This can be defined by
Fun c t i on DS-DRe c ip ( a)
r e c ip - a = DS-Re c ip ( a)
return - 1 * r e c ip - a * r e c ip - a
And now that we have defined the reciprocal function, it is no problem to add the
natural logarithm.
Funct i on DS-Ln ( a)
i f a i s r e al
return ln ( a)
else
return Comp o s e ( D S - Ln , DS-Re c ip , a)
end
Acknowledgment. This paper is based on an invited address at the January 1 997 AMS/MAA meeting [5] .
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Philadelphia, 2000.
4. A. Griewank and G. F. Corliss, eds., Automatic Differentiation of Algorithms: Theory, Implementation, and
Application, SIAM, Philadelphia, 1 99 1 .
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dress, Joint Meetings of the American Mathematical Society and the Mathematical Association of America,
San Diego, January 1 997.
6. D. Kalman and R. Lindell, Recursive multivariate automatic differentiation, Optimization Methods and Soft
ware 6 ( 1 995), 161-192.
7 . C. L. Lawson, Automatic differentiation of inverse functions, in Automatic Differentiation of Algorithms:
Theory, Implementation, and Application, A. Griewank and G. F. Corliss, eds., SIAM, Philadelphia, 199 1 ,
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8. R. D. Neidinger, Automatic differentiation and APL, College Math. J. 20 ( 1989), 238-25 1 .
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ACM Transactions on Mathematical Software 18 ( 1 992), 159-173.
10. L. B. Rall, The arithmetic of differentiation, this MAGAZINE 59 ( 1986), 275-282.
N OTES
Avo i d i n g Yo u r S p o u se at a Pa rty Lead s to Wa r
MARC A. B RO D I E
The Col l ege of St. Benedict
St. Joseph, M N 56374
[email protected]
In her note in the February 200 1 issue of this MAGAZINE, "Avoiding Your Spouse at
a Bridge Party," Barbara H. Margolius [4] addresses the Bridge Couples Problem, a
question originally considered in terms of dancing by James Brawner a year earlier
("Dinner, Dancing and Tennis, Anyone?" this MAGAZINE, February 2000 [2]):
THE B RIDGE COUPLES PROBLEM . Suppose n married couples (2n people) are
invited to a bridge party. Bridge partners are chosen at random, without regard to
gender. What is the probability that no one will be paired with his or her spouse?
I see no reason to avoid only my spouse. In addition to a wife, I have two children,
and we would all like to avoid each other. Presumably, there are other families of four
in this situation. Thus we will consider the following problem:
THE B RIDGE FAMILIES PROB LEM . Suppose n families of four (4n people) are
invited to a bridge party. Bridge partners are chosen at random, without regard to
gender or generation. What is the probability that no one will be paired with a member
of his or her family?
Note that the Bridge Families Problem is different from the generalization of the
Bridge Couples Problem that Margolius offered as an exercise at the end of her article.
The Bridge Families Problem can also be interpreted as a problem arising in the
playing of the card game War. War is played by thoroughly shuffling a standard deck of
52 playing cards and dealing 26 cards to each of two players. The players then compare
the top cards in their hands, with both of those cards going to the player with the higher
ranking card. Play continues in this fashion until each player has played all of his or
her 26 cards. In the case of a match (sometimes called a "battle"), that is both players
turning over cards of the same rank, additional rules exist concerning how to proceed.
However, we will not be concerned with that issue here. Neither will we consider plays
beyond the first 26, though in the traditional game of War, play generally extends well
beyond going through the deck once. In terms of War, the Bridge Families Problem
becomes:
We choose to use the language of cards over that of families because cards in a deck
come with an obvious ordering by rank. This ordering allows for many additional
2 03
2 04 MAT H EMATICS MAGAZ I N E
interesting questions, some o f which have been investigated by two o f my students
in their undergraduate research projects and honors theses. Here we will answer the
following question, which is closely related to the Problem of War Without Battles :
3.t. 5. J<> 7. 3<:? QC? KC? 4.t. J. 5<> 6.t. 2<:? A. 8.t. 4.
7<> 8<> J.t. Q.t. 3• 6• so 2.t. JC? 7.t. 2<> 9.t. 9<:? 8• K<>
Figure 1 A poss i b l e dea l of the cards for a sta n dard deck (n = 1 3)
It is the potential for double matches that makes computing the probability of k
matches an interesting generalization of the Bridge Couples Problem. Since there are
4n distinguishable cards being placed into 4n positions in the array, there are (4n) !
possible deals. Let k be a fixed integer, 1 ::=: k ::=: 2n . We will compute the probability
of a deal with at least k matches, then use the inclusion-exclusion principle to compute
the probability of a deal with exactly k matches.
If we have k matches, some may be doubles. We let m be the number of double
matches, and r be the number of single matches. Thus 2m + r = k, and we must
consider all possible values of m from m = 0 to m = Lk/2J . Note, for example, that
in a standard deck of 52 cards (where n = 1 3), if we let k = 20, we will need at
least seven double matches. In general, the smallest possible value of m will be the
maximum of the set {0, k - n}. To count the number of deals with at least k matches,
n
we first observe that there are ek ) ways to specify which positions contain the matches.
We then select the r ranks for single matches, choose two of each of those four cards
for the match, and choose which of those cards goes to each player. This stage results in
G) G)' . 2r =
G) . 1 2r (1)
possibilities. Next, from the remaining n - r ranks w e choose the m ranks involved in
the double matches, split the four cards of each of those ranks into an unordered pair of
unordered pairs, and choose which card goes to which player in each of the resulting
2m pairs. This next stage of our process results in
(2)
VO L . 75, NO. 3 , J U N E 2002 2 05
possibilities. Finally, the k pairs we have chosen can be put into the k specified po
sitions in k! ways, and the remaining 4n - 2k cards can be put into the array in
(4n - 2k) ! ways. Thus, for a fixed m, the number of deals that have at least k matches
in specified positions is the product of k! (4n - 2k) ! and formulas (1) and (2):
(nr ) (n m- r) · 12m+r · k! (4n - 2k) ! =
12k - m · k! n ! (4n - 2k) !
. (3)
m ! (k - 2m)! (n - k + m) !
Thus the probability of a deal with at least k matches in specified positions is
given by
j j
0 0.210214 7 0.000595043
1 0.334183 8 0.0000946984
2 0.259336 9 0.0000128083
3 0. 1 307 1 3
4 0.048028 24 3.338 19 x w -25
5 0.01 36839 25 0
6 0.003 14026 26 5 .34967 x w -28
to find that p2 5 , 1 =
Given the relative complexity of the formula for P j , ! 3 • it was particularly pleasing
3 0, which of course must be the case since it is impossible to have
25 matches without the two remaining cards matching also.
n Po, n n Po . n
13 0.210214 50 0.219779
20 0.214742 100 0.221456
30 0.217542 500 0.222795
40 0.21 8941 1000 0.222963
Note that although convergence is slow, appearances certainly indicate that the se
quence is increasing, and in this case, since the sequence is bounded above by 1 , a
limit must exist. The interested reader might wish to make a conjecture as to the limit
before reading further. (Hint: the limit involves e.)
THEORE M . The limit of the probability of no battles in a game of War with cards
=
of n different ranks is
lim Po e - 3 12 0.223 1 30.
n ->oo , n
�
Proof The presence of the double summation and the floor function i n formula (4)
makes finding the limit of the Po , n directly from that formula somewhat difficult, so
= =
we take a different approach. We will first compute the probability, q 1 • , n , of having at
least one double match. Using (3), with k 2 and m 1 , choosing two positions to
(2n) 12 2 n ! (4n - 4) ! =
contain the double match, and noting that we're overcounting, we find that
6n (2n - 1 )
q ! * ' n -<
· ·
lim q i * , n = 0.
n -> oo
Since the probability o f a double match goes t o 0, w e may evaluate the limit o f the
probability of no battles in a game of War by using (4) with the inner sum evaluated
only at m = 0. Doing so yields
Suggestions for further investigation In [1], Blom, Holst, and Sandell consider
(among other problems) the "matching Sing-Sing problem." This problem is equiva
lent to the Bridge Couples Problem. Blom, Holst, and Sandell prove that as n --+ oo,
the probability distribution of the number of matches approaches a Poisson distribu
tion with parameter A = 1 /2. Given the result of our theorem, the obvious conjecture
is that in the Problem of War Without Battles, the probability distribution of the num
ber of matches approaches a Poisson distribution with parameter A = 3/2. Is this the
case? Numerical evidence at least indicates this is plausible. For example, in TABLE 3,
j Pj , i 3 P (j ; 3/2) j Pj , i 3 P (j ; 3/2)
0 0.210214 0.223 1 30 7 0.000595043 0.000756426
1 0.334183 0.334695 8 0.0000946984 0.000141 830
2 0.259336 0.25 1021 9 0.0000128083 0.0000236383
3 0. 1307 13 0. 1255 1 1
4 0.048028 0.0470665 24 3 .338 19 x w- 25 6.05401 x w- 2 '
5 0.01 36839 0.0141200 25 0 3 .63240 x w-n
6 0.003 14026 0.00352999 26 5.34967 x w- 2 8 2.09562 x w- 23
2 08 MAT H E MATICS MAGAZ I N E
w e compare the probability distribution for the number o f matches playing with a stan
dard deck of cards (from TABLE 2) with the probabilities from the Poisson distribution
P (j ; 3 /2) .
In the annihilation problem, we considered only the case that player 1 had a higher
ranking card than player 2 in each play. What if we allow matches, and adopt the
convention that if there is a match, the winner of the next play takes all four cards?
What if we adopt the standard convention that in the event of a match, each players'
next three cards are placed face down, and their fourth cards are compared, with the
winner taking all ten cards involved? What are the probabilities of annihilation in these
cases? Here, "annihilation" means player 2 doesn't win any cards during the course
of play. Numerous generalizations can be investigated. What if we play with a deck
consisting of six cards per rank? What about m cards per rank? What if m is odd?
Finally, what if, as often seems to be the case in my family, we're not playing with a
full deck?
Acknowledgment. The author would like to thank the two anonymous referees for their comments. This paper
was substantially improved by their suggestions.
REFERENCES
1 . Gunnar Blom, Lars Holst, and Dennis Sandell, Three Sing-Sing problems, Amer. Math. Monthly 102 ( 1 995),
887.
2. J. N. Brawner, Dinner, dancing and tennis, anyone?, this MAGAZINE 73 (2000), 29-35.
3. W. Feller, An Introduction t o P robability Theory and Its Applications, 3rd ed., revised printing, John Wiley
and Sons, New York, NY, 1970.
4. Barbara H. Margolius, Avoiding your spouse at a bridge party, this MAGAZINE 74 (2001), 33-4 1 .
VO L . 75, NO. 3, J U N E 2002 2 09
J U D I T H NOW A LS K Y
University of N ew Orleans
New Orleans, Louisiana 701 48
jnowalsk@math. uno.edu
G I NE D ROA
LEONAR DO S O LAN I L LA
Universidad del Tolima
lbague, Colombia
gined ® l atinmail. com
solanila ®bunde.tolinet.com.co
The academic life of the Bernoulli family was always surrounded by controversy. The
disputes between Johann (John) and his older brother and former teacher Jacob and
with his son Daniel are famous and well documented. An interesting discussion of
this remarkable family is found in Section 12.6 of [3]. After the death of L'Hopital,
John claimed the authorship of his classical analysis book. In the controversy between
Leibniz and Newton about the creation of calculus, he stood on Leibniz' side. His
controversial positions were not restricted to mathematics: he was even accused of
denying the possibility of the resurrection of Christ.
In the course of our study of the history of elliptic integrals, we found a paper by
Johann Bernoulli [1] which, in our opinion, both illuminates the calculation of arc
lengths of smooth curves, a topic covered in most undergraduate calculus programs
around the world, and provides an additional tool for producing new and interesting
examples of rectifiable curves. According to Bernoulli, these are curves whose arc
length can be expressed as elementary functions of their end points. The paper contains
a main theorem that is perfectly valid even today, and admits a nice interpretation in
terms of the notion of radius of curvature. Furthermore, we discovered in it a colorful
antecedent of Landen integral transformations [2].
Let y = y (x ) be a differentiable function defined on [a, b]. Then its arc length is
defined by
In general, this integral is not trivial. The examples and exercises provided in most text
books look unnatural: for instance, the first example given in Thomas [4], page 395,
deals with the arc length of the curve
y = 4J2 x 3 f 2 - 1
3
for 0 ::: x ::: 1 . This is an easy example in the sense that it is computable:
13
g(1) =
11
0
J 1 + 8� d� = - .
6
2 10 MAT H EMATICS MAGAZ I N E
The reader can easjly verify that the integral corresponding to the length o f a circle
can be evaluated. However, the calculation of the arc length of an ellipse leads to the
integral
L (x) = a
1'
0 ) - e ' l; '
' 1 - �2
d�,
where a is the sernimajor axis of the ellipse, and e its eccentricity. This last integral is
one of the fundamental elliptic integrals and is not an elementary function. It was the
starting point of our research on Bernoulli's work.
Bernoulli 's universal theorem The main goal of this section is to present Bernoulli's
result on how to produce rectifiable curves, which in this sense might also be called
rectifiable by straight lines; their arc length can be expressed as elementary functions
of their end points �
THEOREM 1 . Let y = y(x) be a twice differentiable function satisfying
( )dy 2
- + 3x - -- -
dy d 2 y >
0 ( -< 0)
dx dx dx 2
in its interval of definition [a, b ]. Define a new curve with coordinates
( ) lx ( )
a
y 3x dy 2 _ ! dy 2
= d�.
2 dx 2 d�
Now let g(x) and G (x) be the arc lengths ofy and the parametric curve (X (x), Y (x))
( d )3] /;=x ,
starting at x = a. Then
d� /; =a ,
g(x) + (-) G (x) = �
d d
- x ....! _z _1'_ _z _2: .
dx dx
On the other hand, careful differentiation shows that
This is the radius of a circle whose curvature matches that of the curve at the given
point. Let us restate the previous theorem in terms of curvature.
A (a)
a x
tan a (a ) = a-
d2y
d� 2
] � =a
, tan a (x ) = x-
d2 y
d� 2
] � =X
.
In this way,
g (x) = 1x 1+ ( : 1 ) 2 � 1/n d� ,
2n
2
The reader may recognize that this result is the source of most arc length exercises
in textbooks. Our first example corresponds to n = 1 . Moreover, the presence of the
factor 4 -Jl /3 is not essential to the solution of the problem: it is window dressing.
We can now use Theorem 1 to assert that every parabola can be rectified by adding
the arc length of another (conveniently chosen) parabola.
THEOREM 4. Any parabola y = xq , q =F 2 /3 can be rectified by adding (sub
,
tracting) to its arc length the arc length of the auxiliary parabola
3q - 2 �
y =
1
q 2=3tJ X
--- 3q- 2 ,
2q - 1
where X = q 3 x 3q -2 . In particular, the usual quadratic (Archimedean) parabola
y = x 2 is rectified by adding the arc length of the biquadratic-cubic parabola
y = � 2-I / 4 X f 4 .
3
g (x) - G (x)
r � r
o 1 + 9fl/3 d� - o
1
2 L
dX
/1 +
!X �
J Y
=
J 9X 4/ 3
= _l_ 1 + / d� = x 1 +
1 3/2( '
)
27x
9� 4 3 9x 4f3
an actual arc length integral formula !
It is interesting to study the sequence defined recursively by p0 = q , P n = bpn _ 1 ,
n = 1 , 2, . . . , for a given starting value q . For example, if q = 2, then p 1 = 3/4 and
p2 = 2 (again). This implies that if the original parabola is the usual y = x 2 , for which
X = 8x7 and Y = �2 - 1 14X 3 14, then
But applying the transformation from Theorem 1 once more to the auxiliary parabola,
we obtain X = 2 - 3 14X 1 14 = x714 and Y = 2 - 3 1 2./X = X 2 . Thus
from which
Finally, we may ask these questions : How many different values can a sequence P n
take and still lead to an arc length integral formula ? Is there any relation between the
convergence of this type of sequence and new arc length integral formulas ?
REFERENCES
1. J. Bernoulli, Theorema universale rectificationi linearum curvarum inserviens. Nova Parabolarum propietas.
Cubicalis primaria arcum mensura, etc., Opera Omnia /4, Georg Olms Verlagbuchhandlung, Hildesheim,
1968, pp. 249-25. English translation: Universal Theorem useful for the rectification of curves by J. L. Nowal
sky, G. Roa, L. Solanilla, preprint, 1 999.
2. V. Moll, J. Nowalsky, and L. Solanilla, The story of Landen, the hyperbola and the ellipse, Elem. Math. 57
(2002), 1-7 .
3. J. Stillwell, Mathematics and its Histo ry, Undergraduate Texts in Mathematics, Springer Verlag, 1 989.
4. G. Thomas and R. Finney, Calculus and Analytic Geometry, 9th ed., Addison Wesley, 1996.
2 14 MAT H EMATICS MAGAZI N E
P roof W i t h o u t Wo rds :
A L i n e th ro u gh the l n ce n te r of a Tr i a n g l e
A line passing through the incenter of a triangle bisects the perimeter if and only if it
bisects the area.
B c
A
a
y
B a
(b - b1 + c - c1 ) r (a + b1 + C1 ) r
A top = A bottom =
______
2 2
a + b +c
A top = A bottom ¢> a + b1 + c 1 =
2
-- Sidney H. Kung
University of North Florida
Jacksonville, FL 32224
VOL . 75, NO. 3 , J U N E 2002 2 15
F i n i te G ro u p s Th at H ave Exact l y
n E l e m e nts o f O rd e r n
CARR I EE. F I N C H
U nivetsity of South Carolina
Columbia, SC 29208
R ICHAR D M. F OOT E
U niversity. of Vermont
Burlington, VT 05405
LENN Y J ONES
Shippensburg University
Shippensburg, PA 1 72 5 7
D0 NA L D S P ICK LER, J R .
Salisbury State U niversity
Salisbury, MD 2 1 801
Several years ago one of the authors placed the following rather innocuous question
on a group theory exam: Can a finite group have exactly two elements of order two?
While the correct answer of "no" can be proven fairly easily by a variety of techniques,
depending on the sophistication of the solver, the authors discovered that the general
ization from "two" to n is not as painless, nor is the answer always negative. In this
note we investigate the answer to the question: For which n do there exist finite groups
that have exactly n elements of order n ? We present the details of the solution in the
abelian case while only stating the result in the nonabelian case.
Preliminaries For n = 1 , the question is easily answered since all finite groups con
tain exactly one element of order one, namely the identity element. So assume that
n > 1 and write n = n�= I p�; where the Pi are distinct primes. Suppose that G has
exactly n elements of order n .
Define an equivalence relation on the set of elements of order n by saying that
elements x and y are related if and only if they generate the same cyclic subgroup.
The number, , of equivalence classes is the nurrtber of distinct cyclic subgroups of G
k 1
of order n. Each such subgroup of G contains exactly </J (n) = n�=I p�; - ( pi - 1)
elements of order n, where <P is Euler's totient function. This means that the number
of distinct cyclic subgroups of G of order n is
n m
k- -_ _-
</J (n) -n
i =I _!!!_
Pi - 1 _ ·
C OROLLARY. There exist infinitely many groups that contain exactly n elements
of order n.
The abelian case Suppose that G i s an abelian minimal finite group with exactly n
elements of order n . From the preceding section we have that n = 2a 3 b with a :::: 1
and b :::: 0. By the Fundamental Theorem of Finitely Generated Abelian Groups, G is
isomorphic to the direct product of subgroups of prime power order, namely its Sylow
p-subgroups, where p runs over the distinct primes dividing the order of G [1, Theo
rem 5, Section 5 . 2] . Grouping all the direct factors for primes greater than 3 together
into a subgroup Gm , we obtain that G � G 2 x G 3 x Gm , where G 2 and G 3 are the Sy
low 2- and 3-subgroups respectively. Since the order of an element in a direct product
is the least common multiple of the orders of the elements in its components, it follows
easily that G 2 x G 3 contains all elements in G of order n (more generally, one can de
duce this from Exercise 1 8, Section 3 . 2 of [1], using N = G 2 x G 3 and H any cyclic
subgroup of order n ). Therefore, by Proposition 2, since G is minimal, we must have
Gm = 1 , that is, G � G 2 x G 3 ; furthermore, by the Fundamental Theorem, the Sylow
subgroups Gz and G 3 decompose further into direct products of cyclic groups as :
Gz � Zz X X Zz X Z 2 2
· · · X · · · X Z 22 X · · · X Zza X · · · X Zza
'"-,-'
SJ factors s2 factors sa factors
and G3 � z3 X . . . X z 3 X Z3 2 X . . . X Z3 2 X . . . X Z3b X . . . X Z3 b
'"-,-'
fJ factors t2 factors fb factors
one way to count the number of elements of order 2a is to count the total number of
elements in G and then subtract the number of elements of order less than 2a . Now, in
the group Z2a , there are ¢ ( 2a ) = 2a- I elements of order 2a . If we think of an element
in G as a vector with an element from Z2 in each of the first s 1 positions, an element
from Z 22 in each of the next s2 positions and so on, then an element of order 2a in G
must have a generator of Z2a in at least one of the last sa positions in the vector.
So elements of G with order strictly less than 2a may have any element in the first
s 1 + s2 + + sa- I positions and must have an element of order strictly less than 2a
· · ·
VOL . 7 5 , NO. 3 , J U N E 2002 2 17
in each of the last sa a
positions in the vector. Using these facts, we find that the number
of elements of order 2
in G
is
a
Since w e want this to equal 2 , we get that sa = 1, s1 = 1, and sk = 0 for
k = 2, . . . , a - 1 . Hence, G � Z2 Z2a . Now assume that G3 is nontrivial, so that
x
b :::a 1 .b Then, equating the actual count of the number of elements in G of order 2a 3 b
to 2 3 gives the equation
b
2 (L:�:: ksk )+(a -J ) sa (2sa 1)3 (L:t;; : ktk )+( -J )th (3 th 1) = 2a 3 b
_ _
(1)
where w e adopt the convention that the summation i s zero if the upper limit i s smaller
than the lower limit. From (1)
we see that 2sa - 1
must be a power of and 3 3 th - 1
2.
must be a power of Therefore we have to solve the Diophantine equations
• Sa = 1b = 1
Equating exponents in (1) we get
a -J
L ksk = 0 and
k=l
which implies that b ::: 2, s1 = s2 = · · · = sa -J = 12 = 13 = · · · = 1b -J = 0 and
11 = 1 . Hence,
• Sa = 2, 1b = 1
Equating exponents in (1) we get
a -J b -J
L ksk = 1 - a and L: k1k = o.
k=l k=l
which implies that a = 1 and 11 = 12 = 13 = = 1b -J = 0. Hence,
· · ·
G � z2 z2 Z3h .x x
• Sa = 1, 1b = 2
Equating exponents in (1) we get
a -J b -J
L ksk = -2 and L k1k = 2 - b,
k=l k=l
which is impossible so no group exists for this case.
2 18 MAT H EMAT I CS MAGAZI N E
• Sa = tb = 2
Equating exponents in ( 1) we get
a- 1 b- 1
L ksk = -a - 1 and L: ktk = 1 - b,
k=l k= l
which again is impossible and no group exists for this case.
Z 2a z3 Z3 b, a :::: 1, b :::: 2
• X X
z 2 z2 Z 3 b, a = 1, b :::: 1
• X X
Theorem 1 shows that there exists an abelian group with exactly 2a 3 b elements of
order 2a 3 b except when a :::: 2 and b = 1 . We see next that these curious exceptions
are not duplicated in the nonabelian case.
The nonabelian case Of course from Proposition 2 we can easily manufacture non
abelian groups that have exactly n elements of order n by letting G be any of the
groups from Theorem 1 and letting H be any nonabelian group such that the order
of H is relatively prime to the order of G . This construction, however, violates our
definition of minimality. To guarantee minimality we can assume that the nonabelian
group G with exactly n elements of order n is generated by its subgroups of order n.
This formulation allows u s to use generators and relations to construct such groups.
Theorem 2 gives the complete classification of minimal nonabelian groups that have
exactly n elements of order n. For the details of the proof, see [2] .
THEOREM 2 . A nonabelian group G is a minimal finite group with exactly n > 1
elements of order n if and only ifn = 2a 3 b and G is isomorphic to one of the following
groups:
•(x , y I x 2a = l = 1 , x - 1 yx = y - 1 ) Z3 b with a :=::: 1, b :::: 1.
x
has generalized quaternion Sylow 2-subgroups and contains SL 2 (3), the group
of all 2 2 matrices of determinant 1 with entries from the field Z3 , as a sub
x
group of index 2.
Open questions The following is a list of some unanswered questions for future
investigation that have arisen from the work in this paper.
• For a given n, is it possible to determine what values of m are possible such that
a finite group has exactly m elements of order n? What relationship can be found
between m and n?
VO L . 75, N O . 3 , J U N E 2002 2 19
• For a given pair m and n, is it possible to classify all minimal finite groups having
exactly m elements of order n and does this classification provide any insight into
the groups themselves?
Acknowledgment. The authors thank the referees for the valuable suggestions.
REFERENCES
1 . D. Dummit, R. Foote, Abstract Algebra, 2nd ed., John Wiley & Sons, 1999.
2. C. Finch, R. Foote, L. Jones, The classification of minimal finite groups that have exactly n elements of order
n, preprint.
Let A be an n x n matrix over the complex field, n ;:: 2. An rth root of A is a matrix S
such that S' = A. For example, S 2 = W where
S=
[ 01 -21 ] '
so that S is the square root of W. It is natural to ask when a matrix does or does not
have roots. We say that A is rootless if there is no matrix S and no positive integer
r ;:: 2 such that S' = A.
This study started with the rather accidental discovery that the matrix
T = [� �]
is rootless. To see this, suppose that S' = T for some r ;:: 2 and
The null space of T , that is, the set of all vectors G) for which T (;) = (�), is the set
of all vectors of the form (�) . The null space of S is contained in that of T (which is
a rank-one matrix), and therefore the null space of S has dimension zero or dimension
one. It cannot be zero-dimensional, for in that case S, and hence T, would be one-to
one, and hence invertible. Thus, S @ = (�) . so that a = c = 0. We then have
[ 00 db ] ' - [ 00 01 ] .
It is readily shown by induction that
[ 00 db ] ' - [ d'0
_ bdr- 1
0
].
Therefore, bd' - 1 = 1 and d' = 0, which is impossible, as r ;:: 2.
22 0 MAT H EMATICS MAGAZI N E
It i s easy to check that our matrix T above satisfies T 2 = 0 . That is, T i s a 2 x 2
nilpotent matrix such that T f. 0. Recall, an n x n matrix is A called nilpotent if
1
A s = 0 for some positive integer s :=: 2. We sought a more general result for which
this example would be a special case:
Proof The proof is by contradiction. Suppose that A = S' , for r :::: 2. Then sr n =
A n = 0 so that S is an n x n nilpotent matrix. It is well known that if some power
of an n x n matrix is 0, then its nth power is zero (this will be proved independently
below). Therefore, Sk = 0 for all positive integers k :::: n. But we also have
s r (n - 1 ) = A n - I i= 0.
cn - l ) n- I =
-
[ � � � ]2 [ � � � ] .
integer k < n . An example with n = 3 and k = 2 is the following:
=
0 0 0 0 0 0
So the right-hand 3 x 3 matrix has a square root, yet its square vanishes.
The problem of solving the matrix equation x m = A , where A is a given matrix,
has been examined with care. Such a solution always exists if A is a self-adjoint matrix
(that is, A is equal to its conjugate transpose). This is a consequence of the spectral the
orem for self-adjoint matrices [2, Ch. 5 ] . But as we saw above, there do exist rootless
matrices . If A is a nonsingular matrix (one with an inverse), solutions always exist. We
cite the classical reference by Wedderburn [3, pp. 96-97] . Considerable attention has
been given to special cases of A where the roots are polynomials in A . For reference,
we cite MacDuffee [1, pp. 1 1 9- 1 20] .
The class of rootless matrices given in our theorem above is described in a top
down manner. We would like to add to this a bottom-up characterization which gives a
more precise description of the shape and construction of the rootless matrices of the
theorem.
We say that a matrix B is upper triangular if all entries of B below the diagonal are
zero. That is, if the biJ (the entry in the i th-row and jth-column of B) satisfy biJ = 0 if
i > j . A matrix B is said to be strictly upper triangular if every entry of B on or below
the diagonal is zero (that is, biJ = 0 if i :=: j ) . Lastly, recall that the superdiagonal of
a matrix is the collection of entries immediately above and to the right of the diagonal
(that is, entries biJ such that j = i + 1 ) . Then we have the following:
Let f'n denote the set of all n x n strictly upper triangular matrices.
LEMMA 3. Let V be the product of k matrices in ['n • 1 ::: k ::: n. Then the first k
columns and the last k rows of V are zero.
Proof We give a proof by mathematical induction. The statement is true by defi
nition if k = 1 . Let 1 ::: k < n. We assume our result for any product V = ( V ij ) of k
elements of [' n .
Let W = ( Wij ) be the product of k + 1 elements of rn . We can express W as either
B V, or Vz B for B = (b ij ) an element of f' n and V1 , V2 each a product of k elements
of f' n . We describe each of V1 and V2 in tum by ( vij ) . By the inductive hypothesis
Vij = 0 if j ::: k and i :::: n - k .
From W = V1 B w e see that the last k rows o f W are zero and from W = B V2 we
see its first k columns are zero. We now extend this to show W is zero in column k + 1
and row n - (k + 1 ) = n - 1 - k .
From W = V1 B we have, for any row i
n
Wi, k + l = L Vij bj,k + ! = L Vijbj , k + l ·
j =l j >k
But bj, k + ! = 0 if j :::: k + 1 , so we have wi , k + l = 0. Thus W is zero in column k + 1 ,
hence in its first k + 1 columns.
Similarly from W = B V2 we have, for any column r
n
Wn - k - ! ,r = L bn -k - ! ,j Vjr ·
j =l
But Vjr = 0 for j ::=:: n - k and bn - k - ! , j = 0 for j ::= n - k - 1 so that W n - k - ! ,r = 0,
and W is zero in row n - (k + 1 ) , hence zero in its last k + 1 rows. •
=
LEMMA 4 . For B E f n , B n
let B n - 1 (wij). Then every Wij
0, elements of fn are nilpotent. Further,
=
0 w 1n.
w 1n .
: = fE:"f bi,i+ 1 ·
We next determine the value of that Given an n xn (bij )
matrix B let rr ( B ) be
n=
Proof Again, w e argue b y induction o n the size o f the matrix. The statement of
n,
the lemma is true for 2, since in that case
[ bl2 ]
B -
-
0
0 0
.
Suppose that the lemma is valid for all matrices in r k where k is some particular
V E r k +h V =
integer, 1 :::: k < n. We then must show that it is valid for any V E r k + 1 · Suppose
= =
(vij ) . Since V is a strictly upper triangular matrix, its first column and
0 for 1 :::: j :::: k + 1 .
].
last row are zero. Furthermore, viz 0 for i :::: 2 and vk + 1 .j
Hence, if w let Q be the matrix obtained from V by deleting the first row and first
column we have
Vz, k + 1
=
[�
. .
Q
Vk , k + l
0 ��30 0
[
0
0 ...
yk- 1 �
0
Let v k - 1 = =
(wij). By Lemma 4 and our induction hypothesis the entries in Q k - 1 are all
=
Note that wi, k + 1 =
zero except the entry in the upper right comer; that is, wz, k + 1
such that A n =
With this, the proof of Theorem 3 is nearly complete. Suppose A is an n x n matrix
0 and A n - 1 -:/:- 0. By Lemmas 1 and 2 we may assume A is strictly
must be nonzero since A n - 1 -:/:- 0. Therefore each ai,i+ 1 -:/:- 0 if A n - 1 -:/:- 0. Similarly, if
a matrix satisfies the hypotheses of Theorem 2, then it must also satisfy the hypotheses
of Theorem 1 .
VO L . 75, NO. 3 , J U N E 2002 223
There are some further questions the reader might like to consider. We have shown
that nilpotent n x n matrices A such that A n- I =/= 0 are rootless. Such nilpotent ma
trices are of greatest possible rank (here, rank n 1 ) . These have been termed in the
-
literature principal nilpotents and are part of many interesting problems in matrix the
ory. All of the rootless matrices shown here are principal nilpotents, but there are
nonnilpotent rootless matrices. The reader is encouraged to work this out to show the
matrix
[b � �]
0 0 0
is rootless, but not nilpotent. Also, we saw an example of a nilpotent matrix that was
not principal and had a square root. Is this always the case? That is, are there nilpotent
matrices of less than maximal rank that are still rootless? With these interesting ques
tions worked out, the reader should try to give a complete description of all rootless
matrices, and we hope that our remarks will help you on your way.
REFERENCES
1 . C. C. Macduffie, The Theory o fMatrices, Chelsea Pub!. Co., New York, 1 946.
2. G. Strang, Linear Algebra and its Applications, 3rd ed., Harcourt, Brace, Jovanovich, San Diego, CA, 1988.
3 . 1. H. M. Wedderburn, Lectures on matrices, Amer. Math. Soc. Coli. Pub!. , vol. 17, Providence, RI, 1 934.
Lots of S m i t h s
PAT R ICK COSTEL LO
Eastern Kentucky University
Richmond, KY 40475
pat.costello®eku.edu
K AT H Y LEW I S
Somerset Community College
Somerset, KY 42 501
Undoubtedly, many people had called Dr. Harold Smith at 493-7775 without thinking
much about his phone number. Dr. Smith's brother-in-law, Albert Wilansky, however,
noticed something very interesting about this phone number. When written as the sin
gle number 4937775, it is a composite number where the sum of the digits in its prime
factorization is equal to the digit sum of the number. Adding the digits in the number
and the digits of its prime factors 3, 5, 5 , and 65837 resulted in identical sums of 42.
Wilansky, a mathematics professor at Lehigh University, termed numbers having this
property to be Smith numbers [5] . It turns out that the terminology was an appropriate
choice because we will show that Smith numbers are very common, about as common
as the name Smith in most American phone books.
The number 4 is the smallest Smith number because it is composite, it has a digit
sum of 4, and the sum of the digits in its prime factorization is 2 + 2 = 4. In his
article, Wilansky provided two other slightly larger examples of Smith numbers: 9985
and 6036. He also told how many Smith numbers lie between 0 and 9999; as you can
check, there are 376 of them. Because these numbers seemed to occur fairly frequently,
Wilansky raised the question of whether there are infinitely many Smith numbers .
224 MAT H EMATICS MAGAZ I N E
In 1987, Wayne McDaniel [3] succeeded i n showing that infinitely many Smith
numbers do in fact exist. McDaniel's approach was through a generalization of the
problem. He defined a k-Smith number to be a composite integer where the sum of
the digits in the prime factorization is equal to k times the digit sum of the number.
In his article, McDaniel produced an infinite sequence of k-Smith numbers for each
positive integer k. Since k = 1 corresponds to Wilansky's definition of a simple Smith
number, McDaniel has shown that there are infinitely many Smith numbers. We will
give further evidence of their abundance by producing yet another infinite sequence of
Smith numbers.
Notation and basic theorems For any positive integer n, we let S(n) denote the
sum of the digits of n and SP (n) denote the sum of the digits of the prime factorization
of n. A number is Smith when these two quantities are equal. For example, S (27) =
2 + 7 = 9 and Sp (27) = Sp (3 * 3 * 3) = 3 + 3 + 3 = 9. Hence 27 is a Smith number.
For any positive integer n, we let N ( n ) denote the number of digits of n. For ex
ample, N (27) = 2. An algebraic formula for N (m) is N (m) = [log 1 0 m ] + 1 where
[ x] is the greatest integer in x .
A repunit, denoted Rn , i s a number consisting o f a string o f n ones. For example,
� = 1 1 1 1 . An algebraic formula for Rn is Rn = ( I On - 1)/9.
We now relate a few of the known results about the functions S and SP that are
pertinent to the construction of our infinite sequence of Smith numbers. In his paper,
McDaniel [3] stated the following theorem without proof. (A detailed proof of the
theorem is supplied in [2] .)
THEOREM 1 . Ift is a positive integer with t < 9Rn , then S(t * (9Rn )) = S(9Rn ) =
9n.
This theorem gives a way to know the digit sum of certain large numbers with
out having to expand the number into all its digits. For example, suppose we start with
9R5 = 99999 and arbitrarily choose t = 44599. Since 44599 < 99999, it follows from
Theorem 1 that S(44599 * 99999) = 9 * 5 = 45. We can check by expanding the prod
uct 44599 * 99999. The product gives 4459855401 and in fact S(4459855401) = 45.
The following theorem follows directly from the definition of the function SP .
THEOREM 2 . Ifm and n are positive integers, then Sp (mn) = Sp (m) + Sp (n).
This theorem says that the function Sp is an additive function, a fact we will use
often.
In 1983, Keith Wayland and Sham Oltikar [4] provided another useful theorem.
THEOREM 3 . If S(u) > Sp (u) and S(u) = Sp (u) (mod 7), then lOk u is a Smith
number where k = (S(u) - Sp (u ) ) / 7.
The essence of this theorem is that padding a zero on the end of a number does not
change its digit sum, but it does increase the digit sum of its primes by 7. Each new
zero on the end (which is achieved by multiplying by another factor of 10 = 2 * 5)
adds 2 + 5 = 7 to the Sp (u) value until it equals the S(u) value. Theorem 3 was used
by Oltikar and Wayland to say that every prime whose digits are all 0 and 1 has some
multiple that qualifies as a Smith number. For example, some multiple of the prime
number 10101 1 1 1 1 1 must be a Smith number. (Try multiplying the prime by 6 and
then apply the Theorem.) Since there are lots of primes containing just Os and 1 s, this
gave further circumstantial evidence (before McDaniel's proof) that there are infinitely
many Smith numbers.
McDaniel [3] also gave an upper bound for Sp (m) that does not involve the value
of specific prime factors of m, as follows:
VOL . 75, NO. 3 , J U N E 2002 225
THEOREM 4 . If P I • . . . , Pr are prime numbers, not necessarily distinct, and if
m = P 1 P2 · · · Pn then Sp (m) < 9N(m) - .54r.
The new infinite sequence With the help of the previous theorems, we begin to
construct a new infinite sequence of Smith numbers. Start with an integer n greater
than 7. Let m = 9Rn = 10n - 1 . By Theorem 4, Sp (m) < 9N(m) - . 54r , where r is
the number of prime factors of m. Since 3 2 divides m and Rn > 1 , m has at least three
primes in its factorization. This means that r > 2 and .54r > 1 . Since m has n digits,
Theorem 4 gives us Sp (m) < 9n - 1 . But 9n is actually the digit sum of m and so
Sp (m) < S(m) - 1 . This implies that 0 < SOOn - 1) - Sp (1on - 1). Then let x be
the least residue of s 0 on - 1) - sp 0 on - 1) modulo 7.
We now show that i f w e multiply 1 on - 1 by a power o f 1 1 that involves the com
puted least residue x, we get a number where the S and SP values are congruent mod 7.
This will b e the main ingredient used i n generating the new infinite sequence o f Smith
numbers.
Proof First observe that S(1 1 j Oon - 1)) - Sp 0 1 j 00n - 1)) = soon - 1)
SP ( 1 1 j ( 1 on - 1)) by Theorem 1 and the choice of n � 8 so that 1 1 j < 1 on - 1 . This
is equal to
But since 4x = j (mod 7) , 8x = 2j (mod 7), and the expression above is congruent to
zero. Hence S0 1 j 00n - I)) - Sp (1 1 j (1on - 1)) = O(mod 7) . •
Using Theorems 3 and 5, we can now construct the infinite sequence of Smith
numbers. Let n be an integer greater than 7. Compute x as the least residue of
soon - 1) - SP OOn - 1) modulo 7. Compute j to be the least residue of 4x mod 7.
Then S(l l j (1on - 1 )) - SP 0 1 j 00n - 1)) = O(mod 7) by Theorem 5 . So let k =
(S( 1 1 j 00n - 1)) - Sp (1 1 j 00n - 1)))/ 7 . Then the number an = 10k 1 1 j (1on - 1)
i s a Smith number by Theorem 3. Since each integer n � 8 gives a Smith number,
·
Examples We now show the computations needed to produce two specific Smith
numbers in our infinite sequence.
REFERENCES
1. J. Brillhart, D . H. Lehmer, J. Selfridge, B. Tuckerman, and S. Wagstaff, Jr., Factorizations of b n ± I ,
b = 2, 3 , 5 , 6, 7 , 1 0 , 1 1 , 1 2 Up to High Powers, 2nd ed., American Mathematical Society, Providence, Rhode
Island, 1988.
2. K. Lewis, Smith Numbers: An Infinite Subset of N, M.S. thesis at Eastern Kentucky University, 1 994.
3. W. McDaniel, The existence of infinitely many k-Smith numbers, Fibonacci Quarterly 25 ( 1 987), 76-80.
4. S. Oltikar and K. Wayland, Construction of Smith numbers, this MAGAZINE 56 ( 1 983), 36-37.
5 . A. Wilansky, Smith numbers, Two - Year College Math Journal l3 ( 1982), 2 1 .
PRO B L EMS
E LG I N H . JOH NSTON, Editor
I owa State U n ivers ity
Assistant Editors: RAZVAN G ELCA, Texas Tech U n ivers ity; ROB E RT G REGORAC, I owa
State U n ivers ity; G E RALD H E U E R, Concord i a Col l ege; VAN IA MASCIO N I, Western Wash
i n gton U n ivers ity; PAU L ZEITZ, T h e U n ivers ity o f San Fra n c i sco
Pro p osa l s
To be considered for publica tion, solutions should be received by November 1,
2002.
1648. Proposed by Erwin Just (Emeritus) Bronx Community College, New York, NY.
Prove that there exist an infinite number of integers, none of which is expressible as
the sum of a prime and a perfect square.
We invite readers to submit problems believed to be new and appealing to students and teachers of advanced
undergraduate mathematics. Proposals must, in general, be accompanied by solutions and by any bibliographical
information that will assist the editors and referees. A problem submitted as a Quickie should have an unexpected,
succinct solution.
Solutions should be written in a style appropriate for this MAGAZINE. Each solution should begin on a
separate sheet.
Solutions and new proposals should be mailed to Elgin Johnston, Problems Editor, Department of
Mathematics, Iowa State University, Ames, lA 5001 1 , or mailed electronically (ideally as a IM_EX file) to
ehj ohnstQiastate . edu. All communications should include the readers name, full address, and an e-mail
address and/or FAX number.
227
228 MAT H EMATICS MAGAZI N E
1652. Proposed by Razvan A . Satnoianu, City University, London, United Kingdom.
In triangle ABC, let r denote the radius of the inscribed circle, R the radius of the
circumscribed circle, and p the semiperimeter. Prove the following inequalities, and
show that in each case the constant on the right is the best possible:
R p
(a) - + - >- 2.
p R
(b) --
r p 28J3
- + - ::: .
- -( )
p r 9
r p 56 R p
(c) - + :=: -+- .
p r 31 p R
Qu i ckies
Answers to the Quickies are on page 233 .
So l uti ons
can be placed, with the orientation shown and without overlapping, on a 3 x n rect
angle.
§-B -·
VO L . 75, NO. 3 , J U N E 2 002 229
Note that the number of squares shaded in the 2 x 1 block i s equal to the num
ber of trominos in the associated column structure. For a given configuration of k
trominos on a 3 x n board, we associate a 2 x (n - k) board on which k squares
are shaded. This is done by partitioning the k tromino configuration into the four
types of column structures, then replacing each column structure with its associated
2 x 1 block. For example, the 3 x 8, four-tromino configuration
It is not hard to see that this mapping scheme defines a bijection between the
configurations of k trominos on the 3 x n board and the set of 2 x (n - k) boards
n k
with k cells colored. Because there are e( k- )) ways to color k squares on a 2 X
(n - k) board, there are also e(nk-k )) ways to place k trominos on a 3 n board. X
only tilings that are not concatenations of tilings of smaller rectangles are
and
Also solved by D. Bednarchak, Agnes Benedek (Argentina), Robert E. Bernstein, Jany C. Binz (Switzerland),
Tom Boerkoel, Marc Brodie, Knut Dale (Norway), Daniele Donini (Italy), Marty Getz and Dixon Jones, Jerrold
W. Grossman, Tom Jager; S. C. Locke, Reiner Martin, Carl P. McCarty and Loretta McCarty, Rob P ratt, Les Reid,
William Tressler; LeRoy Wenstrom, WMC P roblems Group, Michel Woltermann, and Li Zhou. There were two
incorrect submissions.
where we have used the weighted arithmetic mean-geometric mean inequality. It fol
lows that f ' (s) ::=: 1 and hence that f(x) - f(O) ::=: x for all x ::=: 0. Consequently,
fl�= l (x + Yk ) bk ::=: x + fl�= y;k , with equality for x nonzero, if and only if Y I = Yz =
. . . = Yn · '
The inequality in the problem statement is obtained by taking x = 1 , Yk = x�fak , and
bk = ad .L�= I ak . with all ak > 0. If all ak < 0, then the inequality sign is reversed.
Also solved by Michel Bataille (France), Jean Bogaert (Belgium), Knut Dale (Norway), Minh Can, Daniele
Donini (Italy). Costas Efthimiou, Ovidiu F urdui, Tom Jager, Reiner Martin, Michael G. Neubauer, Joel Schlos
berg, Heinz-Jiirgen Seiffert (Germany), Beiment Teclezghi and Tewodros Amdeberhan, Xianfu Wang (Canada),
f (x + g(y)) = g (h (f(x))) + y
y E R Prove that h = f and that g(x + y) = g(x) + g(y) for all x , y
for all x , E JR.
f (x + g(y)) = f(x) + y.
Substituting x = g(u) i n this last expression, then applying g to both sides yields
g(u) + g(y) = g(u + y),
for all u, y E R Note that the condition g(f(O)) = 0 was not used.
Also solved by Hamza Ahmad, Claudi Alsina (Spain), Geta Techanie Ayele, S. Floyd Barger, Michel Bataille
(France), Brian D. Beasley, Anthony C. Blackman and Eduard S. Belinsky (Barbados), Jean Bogaert (Belgium),
Marc Brodie, Minh Can, Ron Martin Carroll, Con Amore P roblem Group (Denmark), Knut Dale (Norway),
Richard Daquila, Charles R. Diminnie, Daniele Donini (Italy), Tim Edwards, Costas Efthimiou, Ovidiu F urdui,
Michel Golomb, Kazuo Goto (Japan), Lee 0. Hagglund, Tracy Dawn Hamilton and Howard B. Hamilton, Damian
J. Hammock, Brian Hogan, Joel Iiams, Tom Jager, J. Todd Lee and Paula Grafton Young, S. C. Locke, Hieu D.
Nguyen, Stephen No/tie, Perry and the Masons Solving Group (Spain), Victor Pambuccian, David R. Patten, Sam
L. Robinson and Gerald Thompson, Richard F. Ryan, Grigor Sargsyan, Joel Schlosberg, Heinz-Jiirgen Seiffert,
Laishram Shanta Singh and Ritumoni Sarma (India), Shing S. So, Beiment Teclezghi and Tewodros Amdeber
han, Nora S. Thornber, Thomas Vanden Eynden, Gregory P. Wene, LeRoy Wenstrom, Western Maryland College
P roblems Group, Li Zhou, and the proposer.
Solution by Marty Getz and Dixon Jones, University of Alaska, Fairbanks, AK.
(a) We show that circles X and Y each have diameter <�o�nn-1- �����1 nn l . First observe that
0
that
Aj Aj+l 1 - sin e
j = 1 , 2, . . . , n - 1,
Aj_ 1 Aj l + sin e '
where e is the angle determined by the extended chord PQ and the extended
d 1ameter A 0 A n . In part1cu 1ar, w1th a = 1! +
. . . - sin e
sin 11 , we have
= a.
Let B be the point at which circle X touches C, and let line A n B intersect
line A 1 A'1 in T . See Figure 1 . Let A0B meet X in R and A n B meet X in S.
Because LA0BA n is a right angle, it follows that RS is a diameter of X and is
parallel to A o A n . In particular, R is the point at which circle X touches A , A; .
Because L TSA 1 = 1 80° - L B R A 2 = L A 0 R A 2 and LA 1 T S = L R A 0 A z , it fol
lows that /::,. T SA 1 !::,. A 0 R A 2 • Hence ��� = 1�1� = a. Furthermore, because
'"'"'
Figu re 1 Figu re 2
VO L. 75, NO. 3, J U N E 2 002 233
RS TR TR 1 A o A n- t
= = =
T R + RA t 1 +a A o A n- t + A t A n
Thus, RS = <�o�nn --11 ��1�")
0 1 . A symmetric argument gives the same result for the
0
diameter of Y .
(b) Figure 2 shows circle Z with diameter RS 1, arallel to A o A n . Let F b e the inter
section of lines P Q and A o A n . Because = A�s 1 AZ�1 ,
the intersection G of lines
A0R and A 1 S lies on the line through F and perpendicular to line A 0 F . By a sim
ilar argument, the intersection H of lines A n- t R and A n S also lies on line G F.
Thus RS and H S lie along two o f the altitudes o f !::, R G H. Because GS is con
current with these two lines, it lies along the third altitude of !::, R G H. Thus, SA 1
is perpendicular to RA n _ 1 , and it follows that circle Z is tangent to the circle with
diameter A t A n - l ·
Also solved by Herb Bailey, Michel Bataille (France), Jany C. Binz (Switzerland), Daniele Donini (Italy), Joel
Schlosberg, and the proposer.
An swers
Solutions to the Quickies from page 228.
A922. Let the sides, area, circumradius, and inradius of the larger triangle be a, b,
c, F, R, and r, respectively, and let the corresponding sides and area of the smaller
triangle be a', b', c', and F'. We then have
a b c
- = - = - = 2' 4FR = abc, and 4F'r a'b'c'. =
a ' b' c'
It follows that
FR abc
- = -- = 8,
F'r a 'b'c'
and hence that R = 2r. However, it is known that R ::=: 2r with equality if and only if
the triangle is equilateral.
REVI EWS
Assistant Editor: Eric S. Rosenthal, West Orange, NJ. Articles and books are selected for this
section to call attention to interesting mathematical exposition that occurs outside the main
stream of mathematics literature. Readers are invited to suggest items for review to the editors.
Johnson, Valen E., An A is an A is an A . . . and that's the problem, New York Times ( 1 4 April
2002), Section 4A (Education Life), 1 4 ; http : I lwww . nyt ime s . comi2002I041 141
edl i f e i 14EDVIEW . html . Special section: The grade inflation problem, The UMAP Journal 1 9
( 3 ) ( 1 998) 279-336. Johnson, Valen E . , A n alternative to traditional GPA for evaluating student
performance, Statistical Science 1 2 (4) 25 1 -27 8 ; ftp : I lftp . isds . duke . edul
pubiWorkingPapersl96-20 . ps .
Last week, a statistically sophisticated colleague in another department approached me for help
in devising a system to keep up with the current level of grade inflation, so that his students
would not be "penalized" relative to others. Author Johnson (Statistics and Decision Sciences,
Duke University) was the main proponent of a 1 996 proposal to revise the calculation of grade
point averages (GPAs) at Duke to take into account difficulty of the course, quality of students in
the course, and the instructor' s grading history. Duke rejected the proposal, but Johnson returns
here with further data on ramifications-not of grade inflation per se, but of grading inequity,
which can be a consequence of grade inflation not being uniform among departments or instruc
tors. He examined the effect of grades on student evaluations of courses and instructors and on
student choice of courses, at Duke. The results were what you might expect: Students are much
more likely to give low evaluations in courses where they expect lower grades than usual, and
students are much more likely to enroll with instructors who grade higher. Apart from the con
sequences for retention and advancement of individual faculty (which can be dire), there are
implications for departments and the institution as a whole. Differences in grading can result
in-in fact, probably already have at your institution-shifts in enrollments and allocation of re
sources . If your institution is like Duke (and most others), you as a mathematics instructor have
a particular problem, since your department grades the lowest (or nearly) . "Uneven grading
practices allow students to manipulate their grade point averages and honors status by select
ing certain courses, and discourage them from taking courses that would benefit them [think
mathematics courses] . By rewarding mediocrity, excellence is discouraged." The Special Sec
tion in The UMAP Journal contains three Outstanding entries in COMAP's 1 998 Mathematical
Contest in Modeling on the Grade Inflation Problem, along with a commentary by Johnson; his
article in Statistical Science details the Duke proposal. Watch for his forthcoming book College
Grading: A National Crisis in Undergraduate Education.
Primus: Problems, Resources, and Issues in Mathematics Undergraduate Studies. Special Is
sues. The Undergraduate Seminar in Mathematics. Part 1 : September 200 1 ; Part 2: December
200 1 ; 1 1 (3 and 4) 1 93-257, 289-369.
These special issues of Primus offer 1 1 interpretations of what a seminar in mathematics can
be about, from presenters at the New Orleans Joint Mathematics Meetings in January 200 1 .
The ideas and experiences vary i n level (freshman to senior), focus (communication skills,
integration of mathematical ideas), faculty role, and grading, but all feature student involvement
at a fundamentally different level than in other courses. Does your department offer such a
seminar? Do you need ideas or new ideas? Take a look here for inspiration.
234
VOL . 76, NO. 3 , J U N E 2002 235
Chown, Marcus, Smash and grab, New Scientist (6 April 2002) 24-28 . Calude, C . S . , and
B . Pavlov, Coins, quantum measurements, and Turing's barrier, Quantum Information Process
ing (in press); http : I /www . c s . auckland . ac . nz/CDMTCS/re s e ar chreport s /
170bor i s . pdf .
Will quantum computers really make a difference? Will they make a difference to mathematics?
Cristian S . Calude (University of Auckland) thinks that "quantum computing is theoretically ca
pable of computing uncomputable functions ." Taking the halting problem as the uncomputable
function, the key ideas are to superimpose simultaneously an infinite number of quantum states
(via Hilbert space) and then to detect and measure the probability of a program halting. After
some finite amount of time, you get an answer: not an absolute yes-or-no answer but an answer
with an accompanying (tiny) probability (want a larger probability? run the quantum program
again for longer) . "Because of these new computational models, the idea of 'proof' might . . .
change."
Martin Dunwoody (Southampton University) claimed to have proved the famous Poincare con
jecture, which states that if every loop on a compact 3-D manifold can be shrunk to a point, the
manifold is topologically equivalent to a sphere? This is one of the seven Clay Mathematics In
stitute million-dollar mathematical questions. The press (at least in Great Britain) got excited.
Mathematicians found a gap. (Does this sequence of events sound familiar?) At this writing,
Dunwoody has added a question mark at the end of the title of his preprint, which is more of a
blueprint for a proof than a proof itself. Stay tuned, but don't hold your breath.
Flannery, Sarah, with David Flannery, In Code: A Mathematical Journey, Workman, 200 1 ; ix +
High-school student Sarah Flannery invented a new public-key cryptographic algorithm (which
she calls the Cayley-Purser algorithm) as her project entry in the Irish Young Scientist competi
tion. Her algorithm uses matrices but not modular exponentiation, hence it is 20 to 30 times as
fast in practice as the RSA algorithm. This book, written in part by her mathematician father,
details how she came to enter the contest, the fame that winning it brought her, the accompa
nying stress (due to press publicity of the potential of her becoming wealthy from selling her
idea), and (in an appendix) all the mathematics behind the algorithm. There is enough exposi
tion in the text itself of the elementary aspects of public-key cryptography and of matrices so
that the reader gets the flavor of the subject and her work. Her tale rambles; but on the whole it
is inspiring, and the personal nature of the writing may help add to its appeal to young readers.
Weibel, Ewald R. , Symmorphosis: On Form and Function in Shaping Life, Harvard University
Press, 2000; xiii + 263 pp, $45 . ISBN 0-674-00068-4.
''This book addresses a simple question: Are animals designed economically?" The "symmor
phosis" of the title refers to sizing of parts of a system to its function, including providing some
margin of safety. Author Weibel works out "the quantitative relations between form and func
tion" in various physiological settings: cell, muscle, lung, and circulation. Much of the modeling
is traditional, but the last page mentions the "Koch tree" as a model of the airway tree and re
marks on its relation to the Mandelbrot set. This book may not interest you as a mathematician
directly, unless you are involved in mathematical modeling of physiological processes; but, like
its predecessor D' Arcy Thompson's On Growth and Form, it may inspire biology students to
study mathematics with you .
T HIS MAGAZINE extends its appreciation to Prof. Campbell on his completing 25 years
of service as Associate Editor and Reviews Editor. He in tum thanks Assistant Editor Eric
Rosenthal for prodigious assistance over the years.
N EWS A N D L ETT E RS
Problems
that there exist permutations b and c, b -::/= c, such that n ! divides S(b) - S( c ) .
5 . In a triangle ABC, let segment A P bisect L BAC, with P on side BC, and let
segment B Q bisect LA BC, with Q on side CA. It is known that L BAC = 60° and
that A B + B P = A Q + Q B . What are the possible angles of triangle ABC?
6. Let a > b > c > d b e positive integers and suppose
ac + bd = (b + d + a - c ) (b + d - a + c) .
Prove that ab + cd is not prime.
Solutions
236
VO L. 75, NO. 3 , J U N E 2002 237
1 . Let a = L CAB, f3 = L A B C , and y = L B C A . Let w be the circumcircle of triangle
A BC, and let R denote the circumradius of triangle ABC. Also, let M be the
midpoint of side B C. Because 90° > y > f3, line A P is closer to C than to B .
Then P is on segment CM. Moreover, since triangle ABC is acute, 0 is inside
triangle ABC and triangles B O P, C O P, O P M are all nondegenerate. Because
90° > y - f3 � 30°
'
1
�
.
sm(y - {3) 2. (1)
a b c 1
--;=::;;==:=::=
+ + > ---;=::==
- :;;= ;;:=
=:= ===;=
;: :::=:: =o=
Ja 2 + Sbc Jb2 + Sea Jc2 + Sab Ja3 + b3 + c3 + 24abc
1
>- = 1'
J (a + b + c)3
as
(a + b + c) 3 = a 3 + b 3 + c 3 + 3 L (a 2 b + b 2 a) + 6abc
eye
L a S (a) modulo n ! in two ways, one of which assuming that the desired conclusion
is false, and reach a contradiction.
Suppose, for the sake of contradiction, that the claim is false. Then each S (a)
must have a different remainder mod n ! . Since there are exactly n! such permuta
tions a, there exists exactly one permutation a such that S (a) = (mod n ! ) for each s
s = 1 , 2, . . . , n ! . Since n > 1 , n ! is even and n ! + 1 is odd. Hence,
n! n!
L S (a) = L:s = 2" · (n ! + 1) (mod n! ),
a s=I
or
n!
L S (a) = 2 (mod n! ). (1)
a
O n the other hand, for i , k E {1, . . . , n}, w e have a; = k in exactly (n - 1 ) ! permu
tations a. Thus, for 1 ::::: i ::::: n,
" n+1
� a; = (n - 1) ! (1 + 2 + · · · + n) = n ! · -2- .
a
Hence,
n
� S a) = � 8 c;a; = 8 � c;a; = 8 c; � a;
(
n n ( ) .
PR = PS (3)
and L A R P = L P SA, or L B R P = L P S Q. B y (2), we have
L QBP = LBRP = LPSQ. (4)
Because A Q + QS = A B + B R = AB + B P = A Q + QB, QS = Q B . Hence,
triangle B Q S is isosceles with
L B S Q = L Q B S. (5)
Now, assume to the contrary that triangle is B P S is nondegenerate. Then either
AC < AS or AC > AS. In either case, combining (4) and (5) gives L P B S =
I L Q B P - L Q B S I = I L P S Q - L B S Q I = L P S B, that is, triangle P B S is isosce
les with P B = P S. By (3), it follows that P B = P S = P R. Hence, triangle B P R
is equilateral. But then LABC = 1 80° - LC B R = 1 20° , and by (1), y = oo , which
is absurd. Therefore, our assumption was wrong and B, P, S are collinear. Conse
quently, S = C.
Since S = C, by (1) and (5), we obtain x = y = 1 20° - 2x, or x = 40° . There
fore, LABC = 80°, L B CA = 40°, and LCAB = 60° .
6. Let x = b + d + a - c. It is clear that x > 1 . We have c = a + b + d(mod x) and
d = c - a - b(mod x). These congruences, combined with the given condition,
yield
0 = ac + bd = a(a + b + d) + bd = (a + b) (a + d) (mod x)
and
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CO NTENTS
A RT I C L E S
1 63 G o l den, Ji, and n F l owers: A S p i ra l Sto ry, by M ichael Naylor
N OT E S
2 03 Avo i d i n g Yo u r S p o u s e at a Pa rty Leads to Wa r, by Marc A Brodie
P RO B L E M S
227 Proposa l s 1 648-1 6 5 2
228 Q u i c k i es 92 1 -92 2
228 S o l u t i o n s 1 62 3 - 1 62 7
233 A n swers 92 1 -9 2 2
R EV I EWS
234
N EWS A N D L ETT E R S
236 42 n d A n n u a l I n te r n a t i o n a l M a t h e m at i c a l O l y m p i a d