Matrix orthogonal polynomials whose derivatives are also orthogonal

M. J. Cantero, L. Moral, L. Velazquez

Published 2006-03-15Version 1

In this paper we prove some characterizations of the matrix orthogonal polynomials whose derivatives are also orthogonal, which generalize other known ones in the scalar case. In particular, we prove that the corresponding orthogonality matrix functional is characterized by a Pearson-type equation with two matrix polynomials of degree not greater than 2 and 1. The proofs are given for a general sequence of matrix orthogonal polynomials, not necessarily associated with an hermitian functional. However, we give several examples of non-diagonalizable positive definite weight matrices satisfying a Pearson-type equation, which show that the previous results are non-trivial even in the positive definite case. A detailed analysis is made for the class of matrix functionals which satisfy a Pearson-type equation whose polynomial of degree not greater than 2 is scalar. We characterize the Pearson-type equations of this kind that yield a sequence of matrix orthogonal polynomials, and we prove that these matrix orthogonal polynomials satisfy a second order differential equation even in the non-hermitian case. Finally, we prove and improve a conjecture of Duran and Grunbaum concerning the triviality of this class in the positive definite case, while some examples show the non-triviality for hermitian functionals which are not positive definite.