Not so far away, everybody believes that there are no pandiagonal magic squares of odd order, where the order is a multiple of 3 (9, 15, 21, ...). This "fact" was even proven by Tarry. But nowadays the situation has changed, because we know a lot of algorithms to produce such pandiagonal magic squares. Even the computer can do this.

All algorithms are described in detail in chapter Pandiagonal Magic Squares (german: Pandiagonale magische Quadrate) together with some other PDF documents.