@book{novak2022, address = {Sharon, Vermont}, publisher = {Equal Share Press}, year = {2022}, title = {Numerical Methods for Scientific Computing}, month = {March}, note = {Chapter 4. \href{https://www.equalsharepress.com/media/NMFSC.pdf}{Available online}.}, isbn = {9798985421804}, author = {Kyle A. Novak}, } @book{watkins2002, isbn = {0471213942}, author = {David S. Watkins}, title = {Fundamenals of Matrix Computations (2nd Edition)}, publisher = {John Wiley and Sons}, month = {January}, note = {Chapter 5}, address = {New York}, year = {2002}, } @article{golub2009The_QR, issn = {1464-3642}, title = {{The QR Algorithm: 50 Years Later its Genesis by John Francis and Vera Kublanovskaya and Subsequent Developments}}, journal = {IMA Journal of Numerical Analysis}, author = {Golub, G. and Uhlig, F.}, note = {}, url = {http://dx.doi.org/10.1093/imanum/drp012}, year = {2009}, volume = {29}, month = {June}, pages = {467-485}, publisher = {Oxford University Press (OUP)}, number = {3}, doi = {10.1093/imanum/drp012}, } @article{wigner1955Charac, issn = {0003-486X}, title = {{Characteristic Vectors of Bordered Matrices With Infinite Dimensions}}, pages = {548}, volume = {62}, number = {3}, author = {Wigner, Eugene P.}, year = {1955}, journal = {The Annals of Mathematics}, url = {http://dx.doi.org/10.2307/1970079}, doi = {10.2307/1970079}, publisher = {JSTOR}, } @book{anderson2009An_Int, author = {Anderson, Greg W. and Guionnet, Alice and Zeitouni, Ofer}, note = {Chapters 1 and 2}, year = {2009}, url = {http://dx.doi.org/10.1017/CBO9780511801334}, doi = {10.1017/cbo9780511801334}, isbn = {9781107471580}, month = {February}, publisher = {Cambridge University Press}, title = {{An Introduction to Random Matrices}}, } @misc{marco2013, 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.}}, year = {2013}, title = {{Approximation for the Tracy-Widom Laws}}, author = {Marco}, } @article{chiani2012Distri, url = {https://arxiv.org/abs/1209.3394}, copyright = {arXiv.org perpetual, non-exclusive license}, keywords = {Information Theory (cs.IT), Statistics Theory (math.ST), FOS: Computer and information sciences, FOS: Computer and information sciences, FOS: Mathematics, FOS: Mathematics}, publisher = {arXiv}, year = {2012}, author = {Chiani, Marco}, doi = {10.48550/ARXIV.1209.3394}, title = {{Distribution of the Largest Eigenvalue for Real Wishart and Gaussian Random Matrices and a Simple Approximation for the Tracy-Widom Distribution}}, } @book{siegrist2021, year = {2021}, publisher = {Open Education Resource LibreTexts}, note = {Chapter 4. \href{https://stats.libretexts.org/Bookshelves/Probability_Theory/Probability_Mathematical_Statistics_and_Stochastic_Processes_(Siegrist)}{Available online}.}, author = {Kyle Siegrist}, title = {{Probability Theory Probability, Mathematical Statistics, and Stochastic Processes (2021 Edition)}}, }