Draw random matrices from the matrix normal distribution $$MN(M, U, V)$$ Note that an observation, \(X\), from this equation has the following distribution when vectorized $$vec(X) ~ N(vec(M), kron(V, U) )$$
rmatnorm(n, U, V, M = matrix(0, nrow = nrow(U), ncol = nrow(V)))
Number of random matrices to simulate
Covariance matrix defining dependence between rows
Covariance matrix defining dependence between columns
average value of each entry in the sampled matrices