If {C,D} was not a set of independent matrices then what sort of relation would C and D satisfy? What does taking the transpose of both sides of said relation tell you?
and can be rewritten aC -b(D) = aC + bD... which would mean that a = a, and -b = b. But the only way -b = b can be true is if b = 0. So therefore, b is zero and my initial condition is false, and they are independent! right?
oh wait, but a can still be something other than zero... my condition is that they are not BOTH zero. so my initial condition is not necessarily false =/
Sort of. You can't exactly just equate coefficients if that's what you did. The last equation you wrote implies that bD = 0 by just rearranging. You can't cancel the D here either, but you can use one property given in the question which you haven't used yet. :)
I just realized the question is not supposed to say that C and D are independent matrices, just that they are n x n and nonzero, if that makes a difference.
Sure it makes a difference. You've got aC+bD=0 and aC-bD=0. To show C and D are independent, you want to show that a and b are both zero. Suppose a is nonzero?