A construction for doubly pandiagonal magic squares

In this note, a doubly magic rectangle is introduced to construct a doubly pandiagonal magic square. A product construction for doubly magic rectangles is also presented. Infinite classes of doubly pandiagonal magic squares are then obtained, and an answer to problem 22 of [G. Abe, Unsolved problems on magic squares, Discrete Math. 127 (1994) 3] is given.