Matrix polynomials satisfying first order differential equations and three term recurrence relations

  • Authors:
  • Mirta M. Castro

  • Affiliations:
  • Universidad de Sevilla, Dpto. Matemática Aplicada II, E.U.P. c. Virgen de África 7, 41011, Sevilla, Spain

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2010

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Abstract

We describe families of matrix valued polynomials satisfying simultaneously a first order differential equation and a three term recurrence relation. Our goal is to address the classification of the matrix valued polynomials satisfying first order differential equations through the solutions of the so-called bispectral problem. At the heart of this lies the need to solve some complicated nonlinear equations with matrix coefficients called ad-conditions. The solutions of these equations are studied under a variety of sufficient conditions on its coefficients.