Lecture 1: Entropy, Convexity, and Matrix Scaling

Moreover, if p , q, then the inequality is strict. A proof: The map u 7→ −u log u is strictly concave on [0, 1]; this follows from the fact that its derivative −(1 + log u) is strictly decreasing on [0, 1]. Now, a sum of concave functions is concave, so we conclude that H is concave. Moreover, if p , q, then they differ in some coordinate; strict concavity of the map u 7→ −u log u applied to that coordinate yields strong concavity of H.