The Courant-Snyder (CS) theory and the Kapchinskij-Vladimirskij (KV) distribution for high-intensity beams in a 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 non-commutative. 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
