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This is the starting point of the paper.    Using this ``matrix point of view'', the authors elegantly derive some well-known algebraic relations for \\(\\varphi_n\\), and extend the Weyl's approach to second order linear differential equations on the half-line, showing how \\(\\mu\\) arises from the unique \\(l^2\\) solution of (*). The main tools used are transfer matrices \\(\\mathcal T_n=T_n \\dots T_1\\) and the notion of subordinacy from the Gilbert-Pearson theory, applied to Szeg\u0151 equation.    Another remarkable aspect is the study of the Alexandrov measures \\(\\mu_\\lambda \\), corresponding as measure of orthogonality to the sequence of reflection coefficients \\(\\{ \\lambda a_n\\}\\), \\(|\\lambda |=1\\). The authors produce some formulas for orthogonal polynomials with respect to \\(\\mu _\\lambda \\) and prove a version of the Aronszajn-Donoghue theorem.    Finally, it is shown that the behavior of norms \\(\\|\\mathcal T_n \\|\\) is closely related to the absolute continuity of the orthogonality measure, and these two notions are connected by the property of subordinacy. This approach is illustrated by the study of Szeg\u0151 recurrences with reflection coefficients having bounded variation.    This is a nice and important contribution to the theory of orthogonal polynomials on the unit 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