Klein's inequality Created 2026-10-05 Updated 2026-11-05
For positive-definite Hermitian matrices , Klein's inequality gives
with 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 is
by 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.
For every real ,
Taking proves the required logarithm inequality, even without the lower bound . Hence works.
The elementary logarithm inequality gives
Since ,
This proves , relating relative entropy to chi-squared divergence.
Put and . Since is a function of , the chain rule for information entropy and part (c) give
Part (a), applied to the nonnegative integer-valued random variable , yields
The logarithm inequality implies . Thus
Part (c) also gives , so monotonicity of the logarithm lets us replace by . Rearranging proves