Matrix-valued Gegenbauer polynomials

We introduce matrix-valued weight functions of arbitrary size, which are analogues of the weight function for the Gegenbauer or ultraspherical polynomials for the parameter $\nu>0$. The LDU-decomposition of the weight is explicitly given in terms of Gegenbauer polynomials. We establish a matrix-valued Pearson equation for these matrix weights leading to explicit shift operators relating the weights for parameter $\nu$ and $\nu+1$. The matrix coefficients of the Pearson equation are obtained using a special matrix-valued differential operator in a commutative algebra of symmetric differential operators. The corresponding orthogonal polynomials are the matrix-valued Gegenbauer polynomials which are eigenfunctions for the symmetric matrix-valued differential operators. Using the shift operators we find the squared norm and we establish a simple Rodrigues formula. The three-term recurrence relation is obtained explicitly using the shift operators as well. We give an explicit non-trivial expression for the matrix entries of the matrix-valued Gegenbauer polynomials in terms of scalar-valued Gegenbauer and Racah polynomials using the LDU-decomposition and differential operators. The case $\nu=1$ reduces to the case of matrix-valued Chebyshev polynomials previously obtained using group theoretic considerations.