All matrices have real entries, products are matrix products, (β
)β€ is the transpose, and tr is the trace, so that tr(M)=βiβMiiβ for a square matrix M.
Claim 1. The diagonal entries of the entrywise combination aM+bN are aMiiβ+bNiiβ, so
tr(aM+bN)=i=1βpβ(aMiiβ+bNiiβ)=ai=1βpβMiiβ+bi=1βpβNiiβ=atr(M)+btr(N),
by the field axioms for the real numbers applied to finite sums.
Claim 2. By the definition of the transpose, (Mβ€)iiβ=Miiβ for every i, so the two traces are sums of the same numbers.
Claim 3. By the definition of the matrix product, (UV)iiβ=βj=1qβUijβVjiβ, so
tr(UV)=i=1βpβj=1βqβUijβVjiβ.
Likewise (VU)jjβ=βi=1pβVjiβUijβ, so tr(VU)=βj=1qββi=1pβVjiβUijβ. The two double sums have the same finitely many terms UijβVjiβ and hence are equal, since finite sums of real numbers may be reordered by commutativity and associativity of addition.
Claim 4. By the definitions of transpose and product, (Uβ€V)jjβ=βi=1pβ(Uβ€)jiβVijβ=βi=1pβUijβVijβ, so
tr(Uβ€V)=j=1βqβi=1βpβUijβVijβ=i=1βpβj=1βqβUijβVijβ,
again by reordering a finite sum. Similarly (UVβ€)iiβ=βj=1qβUijβ(Vβ€)jiβ=βj=1qβUijβVijβ, so tr(UVβ€) equals the same double sum. β‘