Incorrect formulation of Stieltjes transform of re-scaled MP density

[vnguyen01]

I might be mistaken, but I think the code on https://github.com/GGiecold/pyRMT/blob/master/pyRMT.py#L452-L455 does not reflect what is written in the green Box 1. on the last page of one of the referenced papers: https://www.cfm.fr/assets/ResearchPapers/2016-Cleaning-Correlation-Matrices.pdf

I think that
gmp = z + sigma_2 * (q - 1) - np.sqrt((z - lambda_N) * (z - lambda_plus))
should be
gmp = z + sigma_2 * (q - 1) - np.sqrt(z - lambda_N) * np.sqrt(z - lambda_plus)

[Matthieusalor]

Hi,
np.sqrt(x) * np.sqrt(y) = np.sqrt(x*y).
Therefore this do not change anything.