TITLE: Dependence of trace norm on matrix size for smooth vs. random matrices.
QUESTION [5 upvotes]: Problem
Consider two d x d complex matrices, R and S, whose entries lie in the unit disk:
$\quad |R_{i,j}|<1   \quad$ and $\quad |S_{i,j}|<1 $.
Say that R is constructed by randomly choosing complex numbers from the unit disk, but S is constructed as
$\quad S_{i,j} = f(i/d,j/d)$
where $f(x,y)$ is a smooth function for $x,y \in [0,1]$, with $|f(x,y)|<1$.  In other words, the entries of S are smooth functions of the indices (in the limit of large d), but those of R are not.
Question
How do the trace norms 
$\quad ||R||=Tr[\sqrt{R^\dagger R}] \quad$   and   $\quad ||S||=Tr[\sqrt{S^\dagger S}]$
of these matrices behave as $d \to \infty$ ?
Numerical Evidence
A few lines of Mathematica strongly suggest that 
$\quad ||R|| \propto d^{3/2}$
but
$\quad ||S|| \propto d$ 
for large d.  (The proportionality constants depend on the probability distribution used to pick numbers from the unit disk for R and the function $f(x,y)$ used to pick entries for S, respectively.)
What explains this behavior?
Addendum
After Willie's excellent answer below, I thought I'd mention that it's really fast to see the scaling behavior once you discretize the function.  Let $F$ be some matrix of discrete values for the function, and let $J_n$ be the $n \times n$ matrix with all elements equal to unity.
$||F \otimes J_n|| = \mathrm{Tr} \sqrt {(F^\dagger \otimes J_n)( F \otimes J_n)} = \mathrm{Tr} \sqrt {(F^\dagger F) \otimes (J_n J_n)} = ||F|| \cdot ||J_n|| = n ||F||$
Basically, the idea is that once the dimension of $F$ is large enough to capture the important detail in the function, increasing the dimension is really just increasing the dimension of $J$.

REPLY [5 votes]: To flesh out Helge's answer a bit before I go to bed:
Assume that $f(x,y)$ is a smooth function on the unit square. 
Define the functions $f_n(x,y) = f(\frac{\lfloor nx \rfloor}{n}, \frac{\lfloor ny\rfloor}{n})$. This is a piecewise step function. Observe that the operator $S$ of dimension $d$ is the same if you define it relative to $f$ or $f_d$. It is elementary to show that $f_n\to f$ uniformly (as functions).
Define an action of $f_n$ on $L^2[0,1]$ by 
$$ g(x) \mapsto \int_0^1 f_n(x,y)g(y) dy $$
and note that for a $n$-vector $v = (v_1,\ldots, v_n)$ we can associate 
$$ g_v(x) = \sum v_i \chi_{[\frac{i-1}{n},\frac{i}{n})} $$ 
we observe that 
$$ f_n(g_v(x)) = \frac{1}{n} g_{Sv}(x)$$
the $1/n$ factor coming from the fact that the length of the segment $[(i-1) / n, i/n)$ is $1/n$. 
Now consider $V^n$ as the subspace of $L^2[0,1]$ spanned by $\chi_{[\frac{i-1}{n},\frac{i}{n})}$. By definition $f_n$ annihilates its orthogonal complement, and $f_n$ restricted to $V^n$ is equivalent to a rescaled version of $S$, so in particular you have that the trace norms of $f_n$ (acting on $L^2$) is the same as $1/n$ times the trace norm of $S$ (acting on $\mathbb{R}^n$). 
To finish you just need to note that via some functional analysis voodoo the corresponding operators $f_n\to f$, and so the trace norms of $f_n$ converges. Therefore you have that $1/n$ times the trace norm of $S$ converges to a constant (which may be zero). Note that the regularity for $f$ is only needed in this last step, and you probably just need  uniform continuity to assure that the operators converge in a strong enough sense.
[Addendum: all the functional analysis voodoo you need (which is not very much for this problem) can be found in Reed & Simon, volume 1, chapter 6.]