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The classical Hermite-Hermite matrix polynomials for commutative matrices were first studied by Metwally et al. (2008). Our goal is to derive their basic properties including the orthogonality properties and Rodrigues formula. Furthermore, we define a new polynomial associated with the Hermite-Hermite matrix polynomials and establish the matrix differential equation associated with these polynomials. We give the addition theorems, multiplication theorems and summation formula for the Hermite-Hermite matrix polynomials. Finally, we establish general families and several new results concerning generalized Hermite-Hermite matrix polynomials.

The Hermite matrix polynomials have been generalized in a number of ways, and many of these generalizations have been shown to be important tools in applications. In this paper, we introduce a new generalization of the Hermite matrix polynomials and present the recurrence relations and the expansion of these new generalized Hermite matrix polynomials. We also give new series expansions of the matrix functions exp(x B), sin(x B), cos(x B), cosh(x B) and sinh(x B) in terms of these generalized Hermite matrix polynomials and thus prove that many of the seemingly different generalizations of the Hermite matrix polynomials may be viewed as particular cases of the two-variable polynomials introduced here. The generalized Chebyshev and Legendre matrix polynomials have also been introduced in this paper in terms of these generalized Hermite matrix polynomials.

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