I am interested in the distribution of the eigenvalues of matrices that are sampled from the [matrix normal distribution][1]. I am sampling from $p(X \mid M,U,V)$ and let's assume that I know the eigenstructure of $M$. The way I sample from the distribution is $M + \sqrt{U}*randn(d,d)*\sqrt{V}$, where $randn(d,d)$ is the MATLAB notation for a $d \times d$ matrix with each element being i.i.d. $N(0,1)$. When I check the eigenvalues of the samples, I get the following: ![enter image description here][2] The red dots correspond to the eigenvalues of the samples and the big green dots correspond to the eigenvalues of the mean matrix $M$. It looks like there may be some related theory for this problem since each eigencluster looks like proper 2-d Gaussians. If you can point to the related references/theory that would be really nice. As a side note, I am an electrical engineer, so it would be better for me if the references are more accessible (i.e. less rigorous). Thanks a lot in advance. **edit:** For the figure below, M, U and V are as follows. ![enter image description here][3] [1]: http://en.wikipedia.org/wiki/Matrix_normal_distribution [2]: https://i.sstatic.net/2l800.jpg [3]: https://i.sstatic.net/D3vlC.png