(AP) -- After an intense manhunt, authorities in Mississippi said a college instructor wanted in the deaths of a woman he lived with and a university professor he worked with died of an apparent self-inflicted gunshot wound as police closed in on him.

News of Shannon Lamb's death late Monday night brought to a close a chaotic, frightening day during which students and faculty at Delta State University hid in their rooms as authorities scoured the campus looking for Lamb.

Cleveland Police Chief Charles "Buster" Bingham said Lamb was returning from Arkansas when a license plate reader picked up his plate as he crossed a bridge over the Mississippi River late Monday.

Police on the other side in Greenville followed Lamb but did not try to apprehend him, Bingham said. Lamb then pulled over and took off on foot. Bingham said the police were waiting for backup when they heard a single gunshot. When backup arrived, they searched and found Lamb with a gunshot wound to the head.

"We didn't want it to happen this way. It wasn't our intention for it to happen this way. But unfortunately he made that decision," Bingham said.

Investigators said Lamb, 45, was a suspect in the slayings of 41-year-old Amy Prentiss, who was found dead in the home she shared with Lamb in Gautier; and 39-year-old Ethan Schmidt, a history professor who was killed in his office on campus in Cleveland.

The campus was put on lockdown as armed officers methodically went through buildings, checking in closets, behind doors and under tables and desks.

University President William LaForge said late Monday that the lockdown had been lifted. He said there would be no classes Tuesday but students, faculty and staff were invited to campus to attend a vigil in the evening.

Officers in the two cities said they had not uncovered a motive for either slaying. Bingham said it was still early in the investigation. LaForge said Lamb had earlier asked for a medical leave of absence, saying he had a medical issue of some sort. But LaForge gave no information about the medical issue.

Gautier Police Lt. Scott Wilson said during a news conference Monday that police had spoken with Lamb.

In the news conference, broadcast on WLOX-TV, another officer who was not identified said anyone coming into contact with Lamb should use extreme caution: "His statement was that he was not going to jail."

Wilson said Lamb made the statement to law enforcement but would not say when or how police spoke to Lamb.

Lamb received a doctorate in education from Delta State University in the spring of 2015, according to his resume posted on the university's website. He started working there in 2009 and taught geography and education classes, and volunteered with Habitat for Humanity.

LaForge said Lamb was teaching two online classes this semester.

The 3,500-student university in Cleveland is in Mississippi's flat, agricultural region near the Arkansas state line.

Charlie King was in a history class down the hall from where the shooting occurred.

"A few minutes into the class, we heard these popping noises and we all went completely silent," he said.

Some people thought that it might be a desk or door closing or firecrackers, but King said he thought it sounded like gunshots. A few minutes later a police officer -- gun drawn -- burst into the windowless room and ordered everyone to get against the wall away from the door. Some people also hid in a storage closet, King said.

The professor gave the students chairs to throw if the shooter came in, said King's friend, Christopher Walker Todd.

Eventually police ushered the students into another building and questioned them about what they'd seen and how many shots they heard.

Charly Abraham was teaching a class of about 28 students at the university's Delta Music Institute when he and the students received a message through the university's alert system.

"Everybody's phone just sort of went off at the same time," Abraham said. About two hours or so after the initial lockdown, about 25 heavily armed police officers swept through the building, Abraham said.

In the southern Mississippi Gulf coast town of Gautier, authorities went to a house where Prentiss and Lamb lived after receiving a phone call about 10 a.m. notifying them of the shooting. They went into the house and found Prentiss's body.

Her former husband said she was a "good person" and that their daughter is devastated by her death.

Shawn O'Steen said Monday that he was married to Amy Prentiss for about seven years. They divorced 15 years ago, but remained friends and had a daughter who is now 19.

"She was completely devastated. She and her mother were absolutely best friends," O'Steen said of his daughter.

At Delta State, the slain professor directed the first-year seminar program and specialized in Native American and colonial history, said Don Allan Mitchell, an English professor at the school.

One of his history professors at Emporia State University where Schmidt studied described him as one of the "brightest students" she'd ever taught.

"He was a super competent human being. He was president of his fraternity, in student government. He was an absolutely delightful student," said Karen Manners Smith.

King, one of the students in Jobe Hall when the shooting happened, attended the same Episcopal church as Schmidt. King was studying history, and Schmidt was his adviser.

"I looked up to the man," King said.

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Solis reported from Cleveland, Miss. Emily Wagster Pettus in Jackson, Miss.; Kevin McGill in Gautier, Miss.; Rebecca Santana in New Orleans; Alina Hartounian in Phoenix and Roxana Hegeman in Wichita, Kansas, contributed to this report.