 Donald's identity

For an ensemble of density operators with average $\overline{\omega }={\sum }_j{p}_j{\omega }_j$,Expanding the trace definitions cancels the $\log {\omega }_j$ terms, and the remaining sum combines to a trace against $\overline{\omega }$. Positive-weight ensemble states have their support contained in that of the average, so the first sum on the right is finite in finite dimension. If the reference-state support condition fails, both sides are $+\infty$. The identity is associated with Donald's work on relative entropy.