The set of $n \times n$ matrices having trace equal to zero is a subspace of $M_{n \times n} \left(F\right)$
I understand that the trace of a matrix is the sum of the diagonal entries. I also understand that an $n \times n$ matrix is defined as a square matrix. However, I do not understand why this means that the aforementioned matrix must therefore be subspace of a square matrix, $\mathrm M_{n \times n} \left(F\right)$.
I would greatly appreciate it if someone could please take the time to make this concept clear to me.