Add the numbers of any line (horizontal, verical or diagonal) and the results are identical.
These examples show one solution, there are others.

3x3         4x4           5x5               6x6

08 01 06    01 12 08 13   04 17 10 23 11    26 01 02 19 29 34
03 05 07    15 06 07 09   08 21 14 02 20    32 15 20 33 06 05
04 09 02    14 07 11 02   12 05 18 06 24    16 30 09 12 23 21
            04 09 05 16   16 09 22 15 03    24 04 31 22 17 13
                          25 13 01 19 07    10 25 14 07 28 27
                                            03 36 35 18 08 11