I need to prove that $F^{n\times n} \approx (F^{n\times n})^*$ (dual space of $F^{n\times n}$) by isomorphism.
My Attempt:
Lets $f_A:F^{n\times n} \to F$, $f_A(X)= Tr(AX)$, it is obvious that $f \in (F^{n\times n})^*, \forall A \in F^{n \times n}.$
Now, define $T:F^{n\times n} \to (F^{n\times n})^* $ given by $T(A) = f_A.$ It's obvious that $T$ is linear. So I'm trying to prove that $KerT = \{0\}$, then $\dim F^{n\times n} = \dim (F^{n\times n})^* $ implies the result.
But if $A \in KerT$ then $T(A) = 0_f$, but $T(A) = f_A.$ So we have $f_A(X)= Tr(AX)= 0, \forall X \in F^{n \times n}$. How can I prove that the only matrix $A$ such that $Tr(AX) = 0$ for all X is $A=0??$
I can see the solution for $n=2$, that is, $A=\begin{pmatrix} a&b\\ c&d \end{pmatrix} $, if we take $X_1 = \begin{pmatrix} 1&0\\ 0&0 \end{pmatrix}, X_2= \begin{pmatrix} 0&1\\ 0&0 \end{pmatrix}, X_3 = \begin{pmatrix} 0&0\\ 1&0 \end{pmatrix}$ and $X_4= \begin{pmatrix} 0&0\\ 0&1 \end{pmatrix}$.
Since $Tr(AX) =0, \forall X \in F^{2 \times 2}$, then $0=Tr(A X_i)$ implies $a=b=c=d=0$, so $A = 0.$
I imagine that in $F^{n \times n}$ we need to do the same thing, that is, $X_i$ is in the standard basis of $F^{n \times n}$. But i'm wondering, there is easier way??
Your idea is fine. Checking $\text{Tr}(AX)=0$ for $X$ being each element of the standard basis of $F^{n \times n}$ will end up showing that each entry of $A$ is zero.
It may help to notice that the matrix structure is superficial. You are then just trying to show $F^{n^2} \cong (F^{n^2})^*$. Note that $\text{Tr}(A^\top X)$ is equivalent to the Euclidean dot product if you treat $A$ and $X$ as vectors of dimension $n^2$.