The Courant–Snyder (CS) theory and the Kapchinskij–Vladimirskij (KV) distribution for high-intensity beams in an uncoupled focusing lattice are generalized to the case of coupled transverse dynamics. The envelope function is generalized to an envelope matrix, and the envelope equation becomes a matrix envelope equation with matrix operations that are noncommutative. In an uncoupled lattice, the KV distribution function, first analyzed in 1959, is the only known exact solution of the nonlinear Vlasov-Maxwell equations for high-intensity beams including self-fields in a self-consistent manner. The KV solution is generalized to high-intensity beams in a coupled transverse lattice using the generalized CS invariant. This solution projects to a rotating, pulsating elliptical beam in transverse configuration space. The fully self-consistent solution reduces the nonlinear Vlasov-Maxwell equations to a nonlinear matrix ordinary differential equation for the envelope matrix, which determines the geometry of the pulsating and rotating beam ellipse. These results provide us with a new theoretical tool to investigate the dynamics of high-intensity beams in a coupled transverse lattice. A strongly coupled lattice, a so-called N-rolling lattice, is studied as an example. It is found that strong coupling does not deteriorate the beam quality. Instead, the coupling induces beam rotation and reduces beam pulsation.