[proofplan]
Choose a basis of the finite-dimensional [vector space](/page/Vector%20Space) $V$ and write the matrices of $S$ and $T$ in that basis. The matrix of the endomorphism $aS+bT$ has diagonal entries $a$ times the diagonal entries of the matrix of $S$ plus $b$ times the diagonal entries of the matrix of $T$. Summing the diagonal entries and using linearity of finite sums gives the desired identity.
[/proofplan]
custom_env
admin
[step:Represent the three endomorphisms in one basis]
Let $n=\dim_k V$. Choose a basis $\mathcal{E}=(e_1,\dots,e_n)$ of $V$ if $n\geq 1$; if $n=0$, let $\mathcal{E}$ be the empty basis. Define the $k$-linear endomorphism
\begin{align*}
U: V \to V,\qquad x \mapsto aS(x)+bT(x).
\end{align*}
Let $A=(A_{ij})$, $B=(B_{ij})$, and $C=(C_{ij})$ denote the matrices of $S$, $T$, and $U$, respectively, with respect to the basis $\mathcal{E}$. Thus, for each $j\in\{1,\dots,n\}$,
\begin{align*}
S(e_j)=\sum_{i=1}^{n} A_{ij}e_i,\qquad T(e_j)=\sum_{i=1}^{n} B_{ij}e_i,\qquad U(e_j)=\sum_{i=1}^{n} C_{ij}e_i.
\end{align*}
When $n=0$, all displayed sums are empty sums.
[/step]
custom_env
admin
[step:Identify the matrix of $aS+bT$ as $aA+bB$]Fix $j\in\{1,\dots,n\}$. By the definition of $U$ and the $k$-linearity of scalar multiplication and addition in $V$,
\begin{align*}
U(e_j)=aS(e_j)+bT(e_j).
\end{align*}
Substituting the coordinate expansions of $S(e_j)$ and $T(e_j)$ gives
\begin{align*}
U(e_j)=a\sum_{i=1}^{n}A_{ij}e_i+b\sum_{i=1}^{n}B_{ij}e_i.
\end{align*}
Using the distributive law in the vector space $V$,
\begin{align*}
U(e_j)=\sum_{i=1}^{n}(aA_{ij}+bB_{ij})e_i.
\end{align*}
Since coordinates in a basis are unique, $C_{ij}=aA_{ij}+bB_{ij}$ for every $i,j\in\{1,\dots,n\}$. Hence $C=aA+bB$.[/step]
custom_env
admin
[guided]The purpose of choosing one basis is that all three endomorphisms can be compared entry by entry. Let $j\in\{1,\dots,n\}$ be fixed. The vector $e_j$ is a basis vector, and the endomorphism $U=aS+bT$ is defined by
\begin{align*}
U(x)=aS(x)+bT(x)
\end{align*}
for every $x\in V$. Therefore
\begin{align*}
U(e_j)=aS(e_j)+bT(e_j).
\end{align*}
Now expand $S(e_j)$ and $T(e_j)$ in the basis $\mathcal{E}$. By definition of the matrix entries $A_{ij}$ and $B_{ij}$,
\begin{align*}
S(e_j)=\sum_{i=1}^{n}A_{ij}e_i
\end{align*}
and
\begin{align*}
T(e_j)=\sum_{i=1}^{n}B_{ij}e_i.
\end{align*}
Substitution gives
\begin{align*}
U(e_j)=a\sum_{i=1}^{n}A_{ij}e_i+b\sum_{i=1}^{n}B_{ij}e_i.
\end{align*}
Because scalar multiplication distributes over finite sums in the vector space $V$, this becomes
\begin{align*}
U(e_j)=\sum_{i=1}^{n}(aA_{ij}+bB_{ij})e_i.
\end{align*}
On the other hand, the entries $C_{ij}$ of the matrix of $U$ are defined by
\begin{align*}
U(e_j)=\sum_{i=1}^{n}C_{ij}e_i.
\end{align*}
A basis gives unique coordinates for each vector in $V$, so the coefficient of $e_i$ in these two expansions must agree. Hence
\begin{align*}
C_{ij}=aA_{ij}+bB_{ij}
\end{align*}
for all $i,j\in\{1,\dots,n\}$. This is exactly the statement that the matrix of $aS+bT$ in the chosen basis is $aA+bB$.[/guided]
custom_env
admin
[step:Sum the diagonal entries to obtain linearity of trace]
By the definition of trace for an endomorphism as the trace of any representing matrix in a basis,
\begin{align*}
\operatorname{tr}(U)=\sum_{i=1}^{n}C_{ii}.
\end{align*}
Using $C_{ii}=aA_{ii}+bB_{ii}$ for each $i$,
\begin{align*}
\operatorname{tr}(U)=\sum_{i=1}^{n}(aA_{ii}+bB_{ii}).
\end{align*}
By linearity of finite sums in the field $k$,
\begin{align*}
\operatorname{tr}(U)=a\sum_{i=1}^{n}A_{ii}+b\sum_{i=1}^{n}B_{ii}.
\end{align*}
Again by the definition of trace in the same basis,
\begin{align*}
\sum_{i=1}^{n}A_{ii}=\operatorname{tr}(S)
\end{align*}
and
\begin{align*}
\sum_{i=1}^{n}B_{ii}=\operatorname{tr}(T).
\end{align*}
Therefore
\begin{align*}
\operatorname{tr}(aS+bT)=a\operatorname{tr}(S)+b\operatorname{tr}(T).
\end{align*}
For $n=0$, each trace is the empty diagonal sum, hence all three traces are $0$, and the same identity holds. This proves the theorem.
[/step]