Concavity of Von Neumann entropy

For density operators ${\rho }_1,{\rho }_2$ and $0\le p\le 1$, Von Neumann entropy is concave:

For $0<b<1$ and distinct density operators, the Von Neumann entropy of $\rho =b{\rho }_1+(1-b){\rho }_2$ is strictly larger than the corresponding average. The difference is $bD({\rho }_1\Vert \rho )+(1-b)D({\rho }_2\Vert \rho )$, positive by nonnegativity of quantum relative entropy unless both states coincide. On the closed interval $0\le b\le 1$, equality holds exactly when $b=0$, $b=1$, or ${\rho }_1={\rho }_2$.

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.

The entropy of a binary mixture also satisfieswhere $H$ is binary entropy. This follows by applying the operator monotonicity of logarithm to $p{\rho }_1\le p{\rho }_1+(1-p){\rho }_2$ and its counterpart for ${\rho }_2$.