[Math] How does the Siamese method to construct any size of n-odd magic squares work

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A Magic Square of order n is an arrangement of $n^2$ numbers, usually distinct integers, in a square, such that the n numbers in all rows, all columns, and both diagonals sum to the same constant.

To construct Magic Squares of n-odd size, a method known as Siamese method is given on Wikipedia, the method is ::

starting from the central box of the first row with the number 1 (or
the first number of any arithmetic progression), the fundamental 
movement for filling the boxes is diagonally up and right (↗), one step
at a time. When a move would leave the square, it is wrapped around to 
the last row or first column, respectively.

If a filled box is encountered, one moves vertically down one box (↓)    
instead, then continuing as before.

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How does this method work?

Best Answer

There is a detailed discussion of "the Siamese method," with proofs, at this website. There's also a proof here.

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