From Johannes Vermeer’s music lesson to Piet Mondrian’s tribute to boogie-woogie, with its small bars of colour flitting across the canvas to a radical new rhythm, art and music have made natural bedfellows. Now Peter Doig is celebrating his love of music with an exhibition at the Serpentine in London that pairs recent paintings with his favourite records played through an extraordinary sound system. So we asked other contemporary artists what music means to them.