Orthogonal matrix polynomials and higher-order recurrence relations

DOI10.1016/0024-3795(93)00218-OMaRDI QIDQ1890764zbMATH OpenOpenAlexFDO

Authors A. J. Durán, Walter Van Assche

Publication date 23 May 1995

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/9310220

zbMATH Keywords

recurrence relationorthonormal matrix polynomials

Mathematics Subject Classification ID

Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Matrices over function rings in one or more variables (15A54)

Abstract: It is well-known that orthogonal polynomials on the real line satisfy a three-term recurrence relation and conversely every system of polynomials satisfying a three-term recurrence relation is orthogonal with respect to some positive Borel measure on the real line. In this paper we extend this result and show that every system of polynomials satisfying some $(2N+1)$-term recurrence relation can be expressed in terms of orthonormal matrix polynomials for which the coefficients are $NimesN$ matrices. We apply this result to polynomials orthogonal with respect to a discrete Sobolev inner product and other inner products in the linear space of polynomials. As an application we give a short proof of Krein's characterization of orthogonal polynomials with a spectrum having a finite number of accumulation points.

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