How would one show that the nonabelian ${F_{\mu\nu}}$ field strength tensor transforms as $${F_{\mu\nu}\to F_{\mu\nu}^{\prime}=UF_{\mu\nu}U^{-1}}$$ under a local gauge transformation? Rather than going through this in a very manual manner (i.e., gauge transform ${A_{\mu}\to A_{nu}^{\prime}}$ and use the explicit expression for ${F_{\mu\nu}}$), it was suggested to me to show first that $${D_{\mu}\to D_{\mu}^{\prime}=UD_{\mu}U^{-1}}$$ and then gauge transform the commutator relation ${\left[D_{\mu},D_{\nu}\right]}$ for ${F_{\mu\nu}}$: $${\left[D_{\mu},D_{\nu}\right]\psi\left(x\right)=gF_{\mu\nu}\psi\left(x\right)}.$$
2 Answers
The field strength tensor is proportional to the commutator of the covariant derivatives:
$$F_{\mu\nu}\propto[D_\mu,D_\nu]=D_\mu D_\nu-D_\nu D_\mu.$$
Transforming this expression according to $D_{\mu}\to D_{\mu}^{\prime}=UD_{\mu}U^{-1}$ gives
$$UD_{\mu}U^{-1}UD_{\nu}U^{-1}-UD_{\nu}U^{-1}UD_{\mu}U^{-1}=UD_\mu D_\nu U^{-1}-UD_\nu D_\mu U^{-1}=U[D_\mu,D_\nu]U^{-1},$$
where we have used $UU^{-1}=1$. Due to the proportionality of the field strength to the commutator, the desired transformation property
$${F_{\mu\nu}\to F_{\mu\nu}^{\prime}=UF_{\mu\nu}U^{-1}}$$
is evident.
The transformation property of the covariant derivative follows from both the transformation of the partial derivative and the gauge field itself.
This question is often asked typically because it is ambiguous from the notation how far the differential symbols act, cf. e.g. this Phys.SE post.
The short answer is that the set of operators $T$ that transform via a similarity transformation $T\mapsto UTU^{-1}$ form a subalgebra, i.e. the set is closed under
- addition,
- scalar multiplication, and
- operator composition.
Since the commutator $[S,T]:=ST -TS$ is built from such elementary operations, the result follows.