The code for generating figure 7 is provided.

The jupyter notebook file is used to run the experiment and generating the plots.

The file "comp-mu-S.py" returns the value of $\bar{\mu}_S$ for each input entry. It computes the numerical approximation Stiletjes transform of symmetric limiting ESD of S, for given prior (Wigner/sqWishart) and outputs $\bar{\mu}_S$ for the input singular values. It is used with the following command in terminal: "python3 comp-mu-S.py -p (prior) -s (list of input singular values)"

The file "Overlap - comp.nb" is used to compute the theoretical value of the parameter zeta_1 = zeta=3, and to find the expression for the overlap which is used in the notebook.