A normal magic square of order $3$ can be represented by a $3 \times 3$ matrix
$$\begin{bmatrix} x_{11} & x_{12} & x_{13}\\ x_{21} & x_{22} & x_{23}\\ x_{31} & x_{32} & x_{33}\end{bmatrix}$$
where $x_{ij} \in \{1, 2,\dots, 9\}$. Since $1 + 2 + \dots + 9 = 45$, the sum of the elements in each column, row and diagonal must be $15$, as mentioned in the other answers. Vectorizing the matrix, these $8$ equality constraints can be written in matrix form as follows
$$\begin{bmatrix} 1 & 1 & 1 & 0 & 0 & 0 & 0 & 0 & 0\\ 0 & 0 & 0 & 1 & 1 & 1 & 0 & 0 & 0\\ 0 & 0 & 0 & 0 & 0 & 0 & 1& 1 & 1\\ 1 & 0 & 0 & 1 & 0 & 0 & 1 & 0 & 0\\ 0 & 1 & 0 & 0 & 1 & 0 & 0 & 1 & 0\\ 0 & 0 & 1 & 0 & 0 & 1 & 0 & 0 & 1\\ 1 & 0 & 0 & 0 & 1 & 0 & 0 & 0 & 1\\ 0 & 0 & 1 & 0 & 1 & 0 & 1 & 0 & 0\end{bmatrix} \begin{bmatrix} x_{11}\\ x_{21}\\ x_{31}\\ x_{12}\\ x_{22}\\ x_{32}\\ x_{13}\\ x_{23}\\ x_{33}\end{bmatrix} = \begin{bmatrix} 15\\ 15\\ 15\\ 15\\ 15\\ 15\\ 15\\ 15\end{bmatrix}$$
Note that each row of the matrix above has $3$ ones and $6$ zeros. We can guess a particular solution by visual inspection of the matrix. This particular solution is $(5,5,\dots,5)$, the $9$-dimensional vector whose nine entries are all equal to $5$. To find a homogeneous solution, we compute the RREF
$$\begin{bmatrix} 1 & 0 & 0 & 0 & 0 & 0 & 0 & 0 & 1\\ 0 & 1 & 0 & 0 & 0 & 0 & 0 & 1 & 0\\ 0 & 0 & 1 & 0 & 0 & 0 & 0 & -1 & -1\\ 0 & 0 & 0 & 1 & 0 & 0 & 0 & -1 & -2\\ 0 & 0 & 0 & 0 & 1 & 0 & 0 & 0 & 0\\ 0 & 0 & 0 & 0 & 0 & 1 & 0 & 1 & 2\\ 0 & 0 & 0 & 0 & 0 & 0 & 1 & 1 & 1\\ 0 & 0 & 0 & 0 & 0 & 0 & 0 & 0 & 0\end{bmatrix}$$
Thus, the general solution is of the form
$$\begin{bmatrix} 5\\ 5\\ 5\\ 5\\ 5\\ 5\\ 5\\ 5\\ 5\end{bmatrix} +
\begin{bmatrix} 0 & -1\\ -1 & 0\\ 1 & 1\\ 1 & 2\\ 0 & 0\\ -1 & -2\\ -1 & -1\\
1 & 0\\ 0 & 1\end{bmatrix} \eta$$
where $\eta \in \mathbb{R}^2$. Un-vectorizing, we obtain the solution set
$$\left\{ \begin{bmatrix} 5 & 5 & 5\\ 5 & 5 & 5\\ 5 & 5 & 5\end{bmatrix} + \eta_1 \begin{bmatrix} 0 & 1 & -1\\ -1 & 0 & 1\\ 1 & -1 & 0\end{bmatrix} + \eta_2 \begin{bmatrix} -1 & 2 & -1\\ 0 & 0 & 0\\ 1 & -2 & 1\end{bmatrix} : (\eta_1, \eta_2) \in \mathbb{R}^2 \right\}$$
which is a $2$-dimensional affine matrix space in $\mathbb{R}^{3 \times 3}$. For example, the magic square illustrated in the question can be decomposed as follows
$$\begin{bmatrix} 2 & 9 & 4\\ 7 & 5 & 3\\ 6 & 1 & 8\end{bmatrix} = \begin{bmatrix} 5 & 5 & 5\\ 5 & 5 & 5\\ 5 & 5 & 5\end{bmatrix} - 2 \begin{bmatrix} 0 & 1 & -1\\ -1 & 0 & 1\\ 1 & -1 & 0\end{bmatrix} + 3 \begin{bmatrix} -1 & 2 & -1\\ 0 & 0 & 0\\ 1 & -2 & 1\end{bmatrix}$$
Note that the sum of the elements in each column, row and diagonal of each of the two basis matrices is equal to $0$. Note also that the $(2,2)$-th entry of each of the two basis matrices is $0$. Hence, no matter what parameters $\eta_1, \eta_2$ we choose, the $(2,2)$-th entry of the normal magic square of order $3$ will be equal to $5$.
1...n
). The general magic square might not have a5
in it at all, let alone in the center. $\endgroup$