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Michael A. Burstein (M), John Crowley, Thomas M. Disch, Greer Gilman, Pamela Zoline
There's a small group of novels with overt organizing structures, like Thomas M. Disch's 334, John Brunner's The Squares of the City, John Crowley's Ægypt, and (most famously outside the genre) Ulysses. We suspect that this is the tip of the iceberg
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The journeys indeed trace a pattern, and in fact each novel chapter or "dream" is also a standalone story on the surface and can be taken that way separately with no problem. That is, until you read them all in order -- that's when the greater semantic arc takes shape. In other words, unless all stories are read, the overlaying structure is not apparent. Each story is one of the vector-rays of the compass rose.
The characters are all like individual rays too, since they radiate forth, and appear as primary or secondary in each story (just as, depending on one's perspective, things are to one side or another or "upside down" or "rightside up"). None take precedence in the overall plot structure, none are the "main" characters, but each is the main character of his or her own story.
In addition, the symbol of the compass rose itself, or wind rose, is itself a "character" -- it points to the Past, Present, Future and Alternate directions, and it story is one of the middle chapters. At an ancient time when the four directions had no names yet, a great tyrant taqavor (emperor) who "rules" most of the ancient world wants to discover the End of the World and the span of his empirastan, and he sends four expeditions in four directions to gauge the extent of the world. The resulting shape of their journeys is the Compass Rose. It is also the inanimate object and symbol which is constructed out of wood and metal and magnetic iron ore and set to float in a pool at the center of the Palace, and it is a pivotal part of the meta-story itself.
The characters who trace the journey(s) are both aware and unaware -- some of them are aware from the inception, and others take a lifetime to understand it.
And the whole structure too is both overt and covert. It becomes overt when you finish the book. Somewhat like not seeing the forest for the trees -- until you swoop far enough and get a bird's eye view. :-)
Anyway, very intricate stuff; I am just touching on the surface of it. Nick Gevers mentioned in a review of this book that it "may well become a landmark in the architectonics of the fantastic."
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James D. Macdonald talks about outlining his stories as Celtic knots, which is not overt but may be a bit similar; see http://absolutewrite.com/forums/showthread.php?t=7987 and search "knotwork".
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