Orthogonal matrix polynomials and higher-order recurrence relations

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Publication:1890764

DOI10.1016/0024-3795(93)00218-OzbMATH Open0827.15027arXivmath/9310220OpenAlexW2031379592MaRDI QIDQ1890764FDOQ1890764


Authors: A. J. Durán, Walter Van Assche Edit this on Wikidata


Publication date: 23 May 1995

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

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.


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




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