 Solution

For a density matrix $\rho$ on a $d$-dimensional Hilbert space, its Von Neumann entropy, in bits, iswhere the ${\lambda }_a$ are its eigenvalues and $0{\log }_{2}0=0$. Each summand is nonnegative, proving $S\ge 0$, with equality exactly when one eigenvalue is one and the rest zero, namely for a pure state.

We first prove the nonnegativity of quantum relative entropy needed below. Diagonalize $\rho$ with eigenvalues ${\lambda }_a$ and eigenvectors $u_a$, and $\sigma$ with eigenvalues ${\mu }_b$ and eigenvectors $v_b$. Put $B_{ab}=|⟨u_a,v_b⟩{|}^2$ and $q_a=⟨u_a|\sigma |u_a⟩={\sum }_b{B}_{ab}{\mu }_b$. Each row of $B$ sums to one. Concavity of the ordinary logarithm gives ${\sum }_b{B}_{ab}{\log }_2{\mu }_b\le {\log }_2{q}_a$. ConsequentlyThe final Gibbs inequality follows directly from ${\sum }_{{\lambda }_a>0}{\lambda }_a\log (q_a/{\lambda }_a)\le \log {\sum }_{{\lambda }_a>0}{q}_a\le 0$. Support failure gives $D=+\infty$; zero eigenvalues can otherwise be handled by restriction or regularization. Equality requires $q_a={\lambda }_a$ and equality in the logarithm inequality on every positive-weight row. Thus $u_a$ is a $\sigma$ eigenvector of eigenvalue ${\lambda }_a$ wherever ${\lambda }_a>0$. The remaining diagonal entries of $\sigma$ vanish and positivity makes the remaining rows and columns zero. Hence equality holds exactly when $\rho =\sigma$.

Taking $\sigma =I/d$ gives $D(\rho \Vert I/d)={\log }_{2}d-S(\rho )$, provingThe lower equality is attained exactly by pure states and the upper exactly by the maximally mixed state $I/d$.

For $\bar{\rho }={\sum }_i{p}_i{\rho }_i$, each positive-weight state has support contained in that of $\bar{\rho }$. Expanding the quantum relative entropy givesThis proves Concavity of Von Neumann entropy, with equality precisely when every positive-weight ${\rho }_i$ is the same state.

For the upper entropy bound for a quantum mixture, diagonalize each component, ${\rho }_i={\sum }_a{\lambda }_{ia}|v_{ia}⟩⟨v_{ia}|$, and set $q_{ia}=p_i{\lambda }_{ia}$. Form the rectangular matrix $B$ whose columns are $\sqrt{q_{ia}}{v}_{ia}$. Then $B{B}^{†}=\bar{\rho }$, while the Gram matrix $\Gamma =B^{†}B$ has diagonal $q_{ia}$. The two matrices have the same nonzero eigenvalues: $B$ and $B^{†}$ map corresponding positive-eigenvalue eigenspaces isomorphically. Thus $S(\Gamma )=S(\bar{\rho })$.

If there are $L$ columns, let $W=\mathrm{diag}(1,\omega ,\dots ,{\omega }^{L-1})$, with $\omega =e^{2\pi i/L}$. ThenAll the summands have the same Von Neumann entropy. The just-proved concavity therefore implies $S(\bar{\rho })=S(\Gamma )\le S(\mathrm{diag}\Gamma )=H(q)$. Finally,We have proved both requested bounds:For the upper equality, strictness in the concavity argument forces $\Gamma$ to be diagonal. Its entries between two positive-weight component eigenvectors then force those vectors to be orthogonal. Thus upper equality holds exactly when the supports of the positive-weight component states are mutually orthogonal. In that case their classical label is perfectly distinguishable, explaining the extra $H(p)$ bits.