Matrix inner product having a matrix symmetric second-order differential operator (Q1382728)

Let \(W\) be an \(N\times N\) positive definite matrix of measures, i.e. for any Borel set \(A\subset\mathbb{R}\), \(W(A)\) is a semidefinite positive numerical matrix. The matrix inner product defined by \(W\) is \[ (P,Q)_W= \int_{\mathbb{R}} P(t) dW(t)Q^*(t)\in M_{N\times N}, \] with \(P,Q\in P_{N\times N}\), where \(M_{N\times N}\) is the space of numerical \(N\times N\) matrices, \(P_{N\times N}\) is the space of \(N\times N\) matrix polynomials and \(Q^*\) is the Hermitian adjoint of \(Q\). The author characterizes the positive definite matrices of measures whose matrix inner product has a symmetric left-hand side matrix second-order differential operator of the form \[ \ell_{2,L}= A_2D''+ A_1D'+ A_0 D^0. \] Next, the author establishes a relationship between the existence of a symmetric left- or right-hand side matrix second-order differential operator for the matrix inner product defined by \(W\). Then the author treats the existence of a second-order differential equation which satisfies a sequence of orthogonal matrix polynomials with respect to \(W\) and the existence of a recurrence formula for the moments of \(W\). In the third part, the author proves a characterization theorem by reducing the problem to the scalar case, and shows that the positive definite matrix of measures exists, for which a symmetric left-hand side second-order differential operator exists. In the last part, the author shows a counterexample which proves that the classification theorem does not work for right-hand side second-order differential operators.