For me, it seems that many of my favourite pieces are in minor keys. But its a very personal thing: to me it isn't so much that minor keys sound "sad". but that the feelings they induce are deeper, more emotional (music can induce many emotions!) and more contemplative. (Having said that, I have to admit that one of my all-time favourite works, the Goldberg Variations) is mostly in G major...only a couple of the variations are in G minor!)
But what is more interesting to me is just why we percieve the modes in such a way. I do realise that there are individuals who do not agree with this, but in general, most people experience major keys as happy, positive, even ebullient, whiile minor keys are seen as sadder, more serious, more thoughtful. Why? Is it something we learn through experience, or is it a result of the way our nervous systems work? After all, the only difference between a major and a minor scale is that a couple of the notes are flattened ....so the pattern of tones and semitones is different in the way the scale is made up. I am not sure why this should result in a pretty consistant emotional perception. After all there is no one 'natural' way of dividing up the notes in an octave . Music o f different cultures does this in different ways. Even in Western music, the modern major and minor scales are only the survivors of the several medieval 'modes'. each of which spaced the notes differently between the two octave notes. And in any case, although originally the "intervals" between the notes was defined as simple mathematical ratios between the frequencies, since the 18th century we have used a "tempered 'scale in which the differences are evened out (so that for example you dont have to adjust the tuning of a piano each time you play in different keys). In other words, the keys are all slightly "out of tune" by rigorous mathematical standards ... yet because our ears are accustomed to it, we don't notice this.
Is the difference between the moods of major and minor keys also just a matter of habit?
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'All men dream, but not equally. Those who dream by night .... wake in the day to find that it was vanity:but the dreamers of the day are dangerous men, for they may act their dream with open eyes, to make it possible' (T.E.Lawrence)