A survey on orthogonal matrix polynomials satisfying second order differential equations

Matrix orthogonality on the real line has been sporadically studied during the last half century since Krein devoted some papers to the subject in 1949, see (AMS Translations, Series 2, vol. 97, Providence, Rhode Island, 1971, pp. 75-143, Dokl. Akad. Nauk SSSR 69(2) (1949) 125). In the last decade this study has been made more systematic with the consequence that many basic results of scalar orthogonality have been extended to the matrix case. The most recent of these results is the discovery of important examples of orthogonal matrix polynomials: many families of orthogonal matrix polynomials have been found that (as the classical families of Hermite, Laguerre and Jacobi in the scalar case) satisfy second order differential equations with coefficients independent of n. The aim of this paper is to give an overview of the techniques that have led to these examples, a small sample of the examples themselves and a small step in the challenging direction of finding applications of these new examples.