“…The bibliography on this subject has grown greatly in the last years, and it has become increasingly difficult to do a comprehensive review of all the references. Hence, we refer the reader to [22,23] (and the refereces therein) where the algebra of infinite triangular matrices and the algebra of infinite Hessenberg matrices are used to study some aspects of orthogonal polynomials, and to [5,15] (and the references therein) where the main tool is the Cholesky factorization of Gram matrices of bilinear forms. We remark that the Cholesky factorization proves to be quite fruitful in the study of non standard orthogonality such as multiple, matrix, Sobolev, and multivariate orthogonality as well as orthogonality on the unit circle of the complex plane, and have successfully found its way into applications in random matrices, Toda lattices, integrable systems, Riemann-Hilbert problems, Painlevé equations, and Darboux transformations, among others topics.…”