run LatinSquare(n) to create a n by n latin square. If you prefer a latin square without interleave order, run LatinSquare(n, 0).

for example:
CreateLatinSquare(5)

ans =

1 2 5 3 4
2 3 1 4 5
3 4 2 5 1
4 5 3 1 2
5 1 4 2 3