 Entropy bounds for a quantum mixture

For a mixture of density operators, the lower bound follows from $S(\bar{\rho })-{\sum }_i{p}_{i}S({\rho }_i)={\sum }_i{p}_{i}D({\rho }_i\Vert \bar{\rho })\ge 0$, with equality precisely when all positive-weight states coincide. For the upper bound, resolve each state into pure eigenvectors and form the Gram matrix of the resulting weighted vectors. Its nonzero eigenvalues are those of $\bar{\rho }$, while its diagonal has probabilities $p_i{\lambda }_{ia}$. Averaging diagonal unitary conjugations deletes its off-diagonal entries; Concavity of Von Neumann entropy therefore gives the bound. Equality holds exactly when positive-weight component supports are mutually orthogonal.