Does this mean I need to show that $\gcd(4m^2+1, 2m+1) = 1$ ? If so, how do I do it?
Show $4m^2+1$ and $2m+1$ are Co-Prime for integer $m$
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If $4m^2+1$ and $2m+1$ are divisible by $d$ then $(2m+1)^2 - (4m^2+1) = 4m$ is also divisible by $d$.
Further, $4m - (2m+1) = 2m-1$ is also divisible by $d$, and therefore $(2m+1) - (2m-1) = 2$ is also divisible by $d$. Can you reach the conclusion from here?
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The extended Euclidean algorithm gives a denominator (see last line). Just think that $(a+b)(a-b) = a^2 - b^2,$ as in:
$$ \left( 4 x^{2} + 1 \right) - \left( 2 x + 1 \right) \left( 2 x - 1 \right) = 2 $$
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$$ \left( 4 x^{2} + 1 \right) $$
$$ \left( 2 x + 1 \right) $$
$$ \left( 4 x^{2} + 1 \right) = \left( 2 x + 1 \right) \cdot \color{magenta}{ \left( 2 x - 1 \right) } + \left( 2 \right) $$ $$ \left( 2 x + 1 \right) = \left( 2 \right) \cdot \color{magenta}{ \left( \frac{ 2 x + 1 }{ 2 } \right) } + \left( 0 \right) $$ $$ \frac{ 0}{1} $$ $$ \frac{ 1}{0} $$ $$ \color{magenta}{ \left( 2 x - 1 \right) } \Longrightarrow \Longrightarrow \frac{ \left( 2 x - 1 \right) }{ \left( 1 \right) } $$ $$ \color{magenta}{ \left( \frac{ 2 x + 1 }{ 2 } \right) } \Longrightarrow \Longrightarrow \frac{ \left( \frac{ 4 x^{2} + 1 }{ 2 } \right) }{ \left( \frac{ 2 x + 1 }{ 2 } \right) } $$ $$ \left( 4 x^{2} + 1 \right) \left( \frac{ 1}{2 } \right) - \left( 2 x + 1 \right) \left( \frac{ 2 x - 1 }{ 2 } \right) = \left( 1 \right) $$
$\gcd(A,B) = \gcd(A \pm kB, B)$
and $(4m^2 + 1)- 2m(2m+1) = -2m+1$
So $\gcd(4m^2 + 1, 2m+1) = \gcd([4m^2 +1] - 2m(2m+1), 2m+1) = \gcd(-2m+1, 2m+1)$.
Can you finish it from there by figuring out what $\gcd(-2m+1, 2m+1)$ is?
If not notice that $(-2m + 1) +(2m+1) = 2$.
And notice that $(2m+1) -2m = 1$.
so can you finish from there?
....
If I wanted to be perverse and obscure I'd point out that
$1 = (2m+1) - [(4m^2 + 1) - 2m(2m+1) + (2m + 1)]*m$.
Does that remind you of anything?
What about
$(2m+1)\cdot (2m^2 - m +1) + (4m^2+1)\cdot(-m)=1$.
Remember Bezout's Lemma?