  Multiple orthogonal polynomials satisfy a number of recurrence relations, in
particular there is a $(r+2)$-term recurrence relation connecting the type II
multiple orthogonal polynomials near the diagonal (the so-called step-line
recurrence relation) and there is a system of $r$ recurrence relations
connecting the nearest neighbors (the so-called nearest neighbor recurrence
relations). In this paper we deal with two problems. First we show how one can
obtain the nearest neighbor recurrence coefficients (and in particular the
recurrence coefficients of the orthogonal polynomials for each of the defining
measures) from the step-line recurrence coefficients. Secondly we show how one
can compute the step-line recurrence coefficients from the recurrence
coefficients of the orthogonal polynomials of each of the measures defining the
multiple orthogonality.
