The theta function is the analytic function $\theta:U\to\mathbb{C}$ defined on the (open) right half-plane $U\subset\mathbb{C}$ by $\theta(\tau)=\sum_{n\in\mathbb{Z}}e^{-\pi n^2 \tau}$. It has the following important transformation property.
Theta reciprocity: $\theta(\tau)=\frac{1}{\sqrt{\tau}}\theta\left(\frac{1}{\tau}\right)$.
This theorem, while fundamentally analytic—the proof is just Poisson summation coupled with the fact that a Gaussian is its own Fourier transform—has serious arithmetic significance.
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It is the key ingredient in the proof of the functional equation of the Riemann zeta function.
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It expresses the automorphy of the theta function.
Theta reciprocity also provides an analytic proof (actually, the only proof, as far as I know) of the Landsberg-Schaar relation
$$\frac{1}{\sqrt{p}}\sum_{n=0}^{p-1}\exp\left(\frac{2\pi i n^2 q}{p}\right)=\frac{e^{\pi i/4}}{\sqrt{2q}}\sum_{n=0}^{2q-1}\exp\left(-\frac{\pi i n^2 p}{2q}\right)$$
where $p$ and $q$ are arbitrary positive integers. To prove it, apply theta reciprocity to $\tau=2iq/p+\epsilon$, $\epsilon>0$, and then let $\epsilon\to 0$.
This reduces to the formula for the quadratic Gauss sum when $q=1$:
$$\sum_{n=0}^{p-1} e^{2 \pi i n^2 / p} =
\begin{cases}
\sqrt{p} & \textrm{if } \; p\equiv 1\mod 4 \\\
i\sqrt{p} & \textrm{if } \; p\equiv 3\mod 4
\end{cases}$$
(where $p$ is an odd prime). From this, it's not hard to deduce Gauss's "golden theorem".
Quadratic reciprocity: $\left(\frac{p}{q}\right)\left(\frac{q}{p}\right)=(-1)^{(p-1)(q-1)/4}$ for odd primes $p$ and $q$.
For reference, this is worked out in detail in the paper "Applications of heat kernels on abelian groups: $\zeta(2n)$, quadratic reciprocity, Bessel integrals" by Anders Karlsson.
I feel like there is some deep mathematics going on behind the scenes here, but I don't know what.
Why should we expect theta reciprocity to be related to quadratic reciprocity? Is there a high-concept explanation of this phenomenon? If there is, can it be generalized to other reciprocity laws (like Artin reciprocity)?
Hopefully some wise number theorist can shed some light on this!
Best Answer
Going in the direction of more generality:
With $\theta(\tau)=\sum_n\exp(\pi i n^2 \tau)$, theta reciprocity describes how the function behaves under the linear fractional transformation $[\begin{smallmatrix} 0&1 \\ -1&0\end{smallmatrix}]$. From this one can show it's an automorphic form (of half integral weight, on a congruence subgroup). Automorphic forms and more generally automorphic representations are linked by the Langlands program to a very general approach to a non-abelian class field theory. Your "Why should we expect ..." question is dead-on. This is very deep and surprising stuff.
In the direction of more specificity, the connection to the heat kernel is fascinating. (In this context, Serge Lang was a great promoter of 'the ubiquitous heat kernel.') The theta function proof is also discussed in Dym and McKean's 1972 book "Fourier Series and Integrals" and in Richard Bellman's 1961 book "A Brief Introduction to Theta Functions." Bellman points out that theta reciprocity is a remarkable consequence of the fact that when the theta function is extended to two variables, both sides of the reciprocity law are solutions to the heat equation. One is, for $t\to 0$ what physicists call a 'similarity solution' while the other is, for $t\to \infty$ the separation of variables solution. By the uniqueness theorem for solutions to PDEs, the two sides must be equal!
A special case of quadratic reciprocity is that an odd prime $p$ is a sum of two squares if and only if $p\equiv 1\bmod 4$. This can be be done via the theta function and is in fact given in Jacobi's original 1829 book "Fundamenta nova theoriae functionum ellipticarum."