Klein's inequality Created 2026-10-05 Updated 2026-11-05
For positive-definite Hermitian matrices , Klein's inequality giveswith equality exactly when . To prove it, let be their eigenvalues and their orthonormal eigenvectors. The weights have row and column sums one. The difference between the two sides isby the scalar logarithm inequality . Equality requires whenever , implying . Limits extend the result to positive semidefinite matrices with the appropriate support condition. Applying it to trace-one matrices proves nonnegativity of quantum relative entropy.
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 12 4 b Solution Created 2026-10-03 Updated 2026-10-14
For every real ,Taking proves the required logarithm inequality, even without the lower bound . Hence works.
Past exam of the mathematics course of the University of Cambridge 2026 iii Paper 224 3 c Solution Created 2026-09-24 Updated 2026-09-25
The elementary logarithm inequality givesSince ,This proves , relating relative entropy to chi-squared divergence.
Past exam of the mathematics course of the University of Cambridge 2026 iii Paper 224 4 d Solution Created 2026-09-24 Updated 2026-10-03
Put and . Since is a function of , the chain rule for information entropy and part (c) givePart (a), applied to the nonnegative integer-valued random variable , yieldsThe logarithm inequality implies . ThusPart (c) also gives , so monotonicity of the logarithm lets us replace by . Rearranging proves