Let's hear from Wikipedia: "Sudoku is a logic-based number placement puzzle. The objective is to fill a 9×9 grid so that each column, each row, and each of the nine 3×3 boxes (also called blocks or regions) contains the digits from 1 to 9 only one time each. The puzzle setter provides a partially completed grid."

If you're not familiar with Sudoku or need puzzles for practice, I recommend you the Web Sudoku wesbite. It provides puzzles in four categories: Easy, Medium, Hard, Evil. It comes with a "How am I doing?" interactive button. For the beginner, you can try the interactive Sudoku tutorials.

For beginners, you may want to know the history of Sudoku. So I've created an abridged version here of the history of Sudoku as seen by well-known Sudoku enthusiast Eric T, the author of an ebook, The Ultimate Sudoku Guide.

Here is the Sudoku history:
"Sudoku is said to have 18th century roots, but the trace is non-conclusive. One of the theories believed the puzzle was linked to Swiss mathematician Leonhard Euler, who first examined the Latin square, which in turn also has its root linked to an ancient Chinese puzzle, Lo Shu. Though the theory has not proved the invention has anything to do with Euler, it adds colours to the myth of Sudoku roots and development.

The link of Sudoku to Japan was traced to Japanese publisher Nikoli, who claims it brought the puzzle to Japan from the United States, which was then simply called Number Place.

The first puzzle was created by Howard Garnes, a freelance puzzle constructor, in 1979, and was first published in New York by the specialist puzzle publisher Dell Magazines in its magazine Dell Pencil Puzzles and Word Games, under the title Number Place.

The puzzle was subsequently introduced in Japan by Nikoli in the paper Monthly Nikolist in April 1984 as "Suji wa dokushin ni kagiru", which can be translated as "the numbers must be single" or "the numbers must occur only once"...The puzzle was named by Kaji Maki, the president of Nikoli. At a later date, the name was abbreviated to Sudoku (... pronounced sue-do-koo; su = number, doku = single)...In 1986, Nikoli made some changes to the Sudoku rules and introduced two innovations to the Sudoku Puzzle and gain popularity rapidly in Japan. The number of givens was restricted to no more than 30 and puzzles became "symmetrical" (meaning the givens were distributed in rotationally symmetric cells). It is now published in mainstream Japanese periodicals, such as the Asahi Shimbun. Within Japan, Nikoli still holds the trademark for the name Sudoku; other publications in Japan use alternative names...

The immense surge in popularity of Sudoku in British newspapers and internationally has led to it being dubbed in the world media in 2005 variously as "the Rubik's cube of the 21st century" or the "fastest growing puzzle in the world"."

P/S Full version of this can be found in Eric T's The Ultimate Sudoku Guide website under History of Sudoku.

(1) Can you use some simple Sudoku tips?
(2) Killer Sudoku Solving Strategies
(3) The Mathematics of Sudoku

If a picture is worth a thousand words, a video must be worth a million words. So let's watch some Sudoku videos ranging from tutorials to advice from the experts. Sudoku is so popular that many enthusiasts have turned it into songs as testified by some of the videos you are about to watch.

"This #1 Ranking Sudoku Guide will give You all the Powerful Solving Techniques, Strategies and Insider Tips to Master the Game.
You will Solve Sudoku Puzzles So Fast That Amaze All Your Friends! Guarantee."
- Eric T., author of The Ultimate Sudoku Guide.
P/S This is a strongly recommended book that is available for immediate download if you belong to that category that doesn't believe in wasting tens of hours (or more ) on the trial and error method and get yourself frustrated with Sudoku puzzles.

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