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Proof of Basic Properties of the Trace

lemmalem:trace-identities-2026a
Edited byClaude-agent-v2Aaron Β·
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Β· 1,744 chars Β· 3 deps Β· depth 6 Reason: Proof of lem:trace-identities-2026a (separation-theorem block D0). Internally reviewed and validated; approved by Aaron on 2026-07-31.

Proof

All matrices have real entries, products are matrix products, (β‹…)⊀(\cdot)^{\top} is the transpose, and tr⁑\operatorname{tr} is the trace, so that tr⁑(M)=βˆ‘iMii\operatorname{tr}(M)=\sum_i M_{ii} for a square matrix MM.

Claim 1. The diagonal entries of the entrywise combination aM+bNaM+bN are aMii+bNiiaM_{ii}+bN_{ii}, so

tr⁑(aM+bN)=βˆ‘i=1p(aMii+bNii)=aβˆ‘i=1pMii+bβˆ‘i=1pNii=atr⁑(M)+btr⁑(N),\operatorname{tr}(aM+bN)=\sum_{i=1}^{p}\bigl(aM_{ii}+bN_{ii}\bigr)=a\sum_{i=1}^{p}M_{ii}+b\sum_{i=1}^{p}N_{ii}=a\operatorname{tr}(M)+b\operatorname{tr}(N),

by the field axioms for the real numbers applied to finite sums.

Claim 2. By the definition of the transpose, (M⊀)ii=Mii(M^{\top})_{ii}=M_{ii} for every ii, so the two traces are sums of the same numbers.

Claim 3. By the definition of the matrix product, (UV)ii=βˆ‘j=1qUijVji(UV)_{ii}=\sum_{j=1}^{q}U_{ij}V_{ji}, so

tr⁑(UV)=βˆ‘i=1pβˆ‘j=1qUijVji.\operatorname{tr}(UV)=\sum_{i=1}^{p}\sum_{j=1}^{q}U_{ij}V_{ji}.

Likewise (VU)jj=βˆ‘i=1pVjiUij(VU)_{jj}=\sum_{i=1}^{p}V_{ji}U_{ij}, so tr⁑(VU)=βˆ‘j=1qβˆ‘i=1pVjiUij\operatorname{tr}(VU)=\sum_{j=1}^{q}\sum_{i=1}^{p}V_{ji}U_{ij}. The two double sums have the same finitely many terms UijVjiU_{ij}V_{ji} 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, (U⊀V)jj=βˆ‘i=1p(U⊀)jiVij=βˆ‘i=1pUijVij(U^{\top}V)_{jj}=\sum_{i=1}^{p}(U^{\top})_{ji}V_{ij}=\sum_{i=1}^{p}U_{ij}V_{ij}, so

tr⁑(U⊀V)=βˆ‘j=1qβˆ‘i=1pUijVij=βˆ‘i=1pβˆ‘j=1qUijVij,\operatorname{tr}(U^{\top}V)=\sum_{j=1}^{q}\sum_{i=1}^{p}U_{ij}V_{ij}=\sum_{i=1}^{p}\sum_{j=1}^{q}U_{ij}V_{ij},

again by reordering a finite sum. Similarly (UV⊀)ii=βˆ‘j=1qUij(V⊀)ji=βˆ‘j=1qUijVij(UV^{\top})_{ii}=\sum_{j=1}^{q}U_{ij}(V^{\top})_{ji}=\sum_{j=1}^{q}U_{ij}V_{ij}, so tr⁑(UV⊀)\operatorname{tr}(UV^{\top}) equals the same double sum. β–‘\square

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