The trace of an $n \times n$ matrix $A \in \mathcal{M}_{n \times n}$ is defined to be the sum of its diagonal entries: $\operatorname{tr} A=a_{11}+a_{22}+\cdots+a_{n n}$. Prove that the set of trace zero matrices, $\operatorname{tr} A=0$, is a subspace of $\mathcal{M}_{n \times n}$.