Laurent skew orthogonal polynomials and related symplectic matrices (Q2209297)

Orthogonal polynomials on the real line (OPs) obey and are characterized by satisfying a three terms recurrence relation which can be written in a matrix form by means of a tridiagonal matrix, called Jacobi matrix. Jacobi matrices have been studied extensively and play an important role in many fields like numerical algorithm, stochastic processes, control theory and so on. In this paper the authors focus their attention on symplectic matrices which appear in solving the algebraic Riccati equation in control theory. The aim of the paper is to find generalized OPs which relate with the symplectic matrix, especially a butterfly matrix. To achieve that end, the authors pick up skew orthogonal polynomials (SOPs), originally introduced in the context of the random matrix theory. It is reported that SOPs (including their variants) are related with several integrable systems. Unlike OPs, the basic properties of SOPs have not been discussed well and this is because for SOPs in general do not hold local recurrence relations. However, particular SOPs are known to be related with OPs and satisfy local relations. Especially, they are shown to be related with symplectic Lie algebra. Throughout the paper, the authors provide the definition and some properties of SOPs. They introduce a new class of SOPs related with OPs, Laurent skew orthogonal polynomials, satisfying a local recurrence relation. The authors also study the finite analogue of the above situation and its relationship with symmetric matrix pencils. Finally, they consider some modifications of this new SOPs showing its relation with canonical symplectic matrices.