Bidiagonal matrix factorisations related to multiple orthogonal polynomials

Abstract: In this work, we develop two methods to obtain a factorisation as a product of bidiagonal matrices for the Hessenberg recurrence matrix of a system of multiple orthogonal polynomials. One method is based on the Gauss-Borel factorisation of the moment matrix of the system and of its Darboux transformations, and the other uses the connection of multiple orthogonal polynomials with production matrices and branched continued fractions. As a case study, we present an explicit bidiagonal factorisation for the Hessenberg recurrence matrix of the Jacobi-Pi~neiro polynomials, using both methods, and of the multiple Laguerre polynomials of first kind, as a limiting case.