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@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},
}
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