On the joint convexity of the Bregman divergence of matrices

Abstract: We characterize the functions for which the corresponding Bregman divergence is jointly convex on matrices. As an application of this characterization, we derive a sharp inequality for the quantum Tsallis entropy of a tripartite state, which can be considered as a generalization of the strong subadditivity of the von Neumann entropy. (In general, the strong subadditivity of the Tsallis entropy fails for quantum states, but it holds for classical states.) Furthermore, we show that the joint convexity of the Bregman divergence does not imply the monotonicity under stochastic maps, but every monotone Bregman divergence is jointly convex.