I've looked at a very clear explanation of Zagier's proof (specifically, it can be found here:http://danielmath.wordpress.com/2012/12/26/one-sentence-proof/) but the first step still eludes me: why is S defined to be {(x,y,z)∈ℕ^3:x^2+4yz=p,p prime}? How does one arrive at that definition of S from the equation p=4k+1? I do not see where the three variables x,y,z came from, why they have to be a part of ℕ that is cubed,such that x^2+4yz=p - in essence, I really have no idea how this definition of S came to be.
Many, many thanks!
He wants to solve $p=x^2+y^2$.
If there is a solution, $p$ is odd so one of the squares has to be even. So instead, look at $p=x^2+(2y)^2=x^2+4yy$.
The clever bit is to look at $p=x^2+4yz$ instead of $p=x^2+4yy$. Most solutions come in pairs, because $x^2+4yz=x^2+4zy$. Only if $y=z$ does a solution not have a partner.
He counts the number of solutions, and because of the other formula finds there is an odd number.
So they don't all come in pairs, so there is a solution with $y=z$ - that is, $p=x^2+(2y)^2$