This blanket is made up of four Latin squares, each one containing 25 squares of 5 different colours. A Latin square is a square in which each colour appears exactly once in each row and column. These squares are all Latin squares of order 5 because they each have 5 rows and 5 columns (and 5 colours).

These four squares were chosen for a reason - there is a relationship between them. If you look at the location of a single colour within one square (say the dark green in the top left square), and then look at those same positions in each of the other three squares, you will find that those five positions will contain each of the five colours within that square (see the second photo to see what I mean). This is true for any five squares of the same colour in any of the four squares. Latin squares with this property are said to be orthogonal to each other.

Interestingly, there are only four orthogonal Latin squares of order 5. This means that this blanket is a big as it can get using order 5 Latin squares!