In this paper we introduce an algebraic theory of classical matrix orthogonal polynomials as a particular case of the semi-classical ones, defined by a distributional equation for the corresponding orthogonality functional. This leads to several properties that characterize the classical matrix families, among them, a structure relation and a second order differo-differential equation. In the particular case of Hermite type matrix polynomials we obtain all the parameters associated with the family and we prove that they satisfy, not only a differo-differential equation, but a second order differential one, as it can be seen in the scalar case.
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