@book{novak2022, year = {2022}, author = {Kyle A. Novak}, isbn = {9798985421804}, title = {Numerical Methods for Scientific Computing}, note = {Chapter 4}, month = {March}, publisher = {Equal Share Press}, address = {Sharon, Vermont}, } @book{watkins2002, title = {Fundamenals of Matrix Computations (2nd Edition)}, month = {January}, address = {New York}, year = {2002}, author = {David S. Watkins}, isbn = {0471213942}, note = {Chapter 5}, publisher = {John Wiley and Sons}, } @article{golub2009The_QR, pages = {467-485}, issn = {1464-3642}, number = {3}, doi = {10.1093/imanum/drp012}, publisher = {Oxford University Press (OUP)}, volume = {29}, title = {{The QR Algorithm: 50 Years Later its Genesis by John Francis and Vera Kublanovskaya and Subsequent Developments}}, journal = {IMA Journal of Numerical Analysis}, month = {June}, author = {Golub, G. and Uhlig, F.}, note = {}, url = {http://dx.doi.org/10.1093/imanum/drp012}, year = {2009}, } @article{wigner1955Charac, number = {3}, publisher = {JSTOR}, pages = {548}, url = {http://dx.doi.org/10.2307/1970079}, title = {{Characteristic Vectors of Bordered Matrices With Infinite Dimensions}}, doi = {10.2307/1970079}, journal = {The Annals of Mathematics}, issn = {0003-486X}, year = {1955}, volume = {62}, author = {Wigner, Eugene P.}, } @book{anderson2009An_Int, isbn = {9781107471580}, author = {Anderson, Greg W. and Guionnet, Alice and Zeitouni, Ofer}, month = {February}, publisher = {Cambridge University Press}, doi = {10.1017/cbo9780511801334}, url = {http://dx.doi.org/10.1017/CBO9780511801334}, note = {Chapters 1 and 2}, title = {{An Introduction to Random Matrices}}, year = {2009}, } @misc{marco2013, author = {Marco}, title = {{Approximation for the Tracy-Widom Laws}}, year = {2013}, howpublished = {Published to the MATLAB Central File Exchange}, note = {Retrieved April 25th, 2026. \href{https://www.mathworks.com/matlabcentral/fileexchange/44711-approximation-for-the-tracy-widom-laws}{Available online.}}, } @article{chiani2012Distri, doi = {10.48550/ARXIV.1209.3394}, url = {https://arxiv.org/abs/1209.3394}, author = {Chiani, Marco}, keywords = {Information Theory (cs.IT), Statistics Theory (math.ST), FOS: Computer and information sciences, FOS: Computer and information sciences, FOS: Mathematics, FOS: Mathematics}, title = {{Distribution of the Largest Eigenvalue for Real Wishart and Gaussian Random Matrices and a Simple Approximation for the Tracy-Widom Distribution}}, publisher = {arXiv}, copyright = {arXiv.org perpetual, non-exclusive license}, year = {2012}, }