Interlocking bricks are the enhanced form of conventional clay bricks. Each brick is constructively designed to lock itself to the other bricks around without the use of mortar. The self-locking is achieved using shear-key and lock mechanism.
Based on the design, the shape of shear-key will vary and a complimentary lock is provided on the opposite side of brick. Load transfer is achieved by shear transfer and gravity.
Ordinary brick relies on mortar for its support system. If the mortar fails, the entire wall or building will fail. But interlocking bricks have their own support system that does not depend on the mortar. They effectively support each other.
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Credit: Pinterest