  In this paper, we consider the log-concave ensemble of random matrices, a
class of covariance-type matrices $XX^*$ with isotropic log-concave
$X$-columns. A main example is the covariance estimator of the uniform measure
on isotropic convex body. Non-asymptotic estimates and first order asymptotic
limits for the extreme eigenvalues have been obtained in the literature. In
this paper, with the recent advancements on log-concave measures \cite{chen,
KL22}, we take a step further to locate the eigenvalues with a nearly optimal
precision, namely, the spectral rigidity of this ensemble is derived. Based on
the spectral rigidity and an additional ``unconditional" assumption, we further
derive the Tracy-Widom law for the extreme eigenvalues of $XX^*$, and the
Gaussian law for the extreme eigenvalues in case strong spikes are present.
