I've been trying to solve exercise 2.73 (p.g 105), and I'm not sure if i'v been overthinking it and the answer is as simple as i've described below or if I am missing something, or i'm just wrong!
Ex 2.73:
Let $\rho$ be a density operator. A minimal ensemble for $\rho$ is an ensemble $\{p_i,|\psi_i\rangle\}$ containing a number of elements equal to the rank of $\rho$. Let $|\psi\rangle$ be any state in the support of $\rho$. Show that there is a minimal ensemble for $\rho$ that contains $|\psi\rangle$, and moreover that in any such ensemble $|\psi\rangle$ must appear with probability
$p_i=\frac{1}{\langle\psi_i|\rho^{-1}|\psi_i\rangle}$
where $p^{-1}$ is defined to be the inverse of $\rho$, when $\rho$ is considered as an operator acting only on the support of $\rho$
My answer so far is:
$\rho$ is positive the therefore has a spectral decomposition $\rho=\sum_k\lambda_k|k\rangle\langle k|$.
The density operator cann be defined as $\rho=\sum_kp_k|k\rangle\langle k| = \sum_k|\hat{k}\rangle\langle \hat{k}|$, where $|\hat{k}\rangle=\sqrt{\lambda_k}|k\rangle$, and therefore $|k\rangle = \frac{|\hat{k}\rangle}{\sqrt{\lambda_k}} $.
For any $|\psi_i\rangle = \sum_k c_{ik}|k\rangle$, using the above definition of $|k\rangle$:
$|\psi_i\rangle = \sum_k \frac{c_{ik}}{\sqrt{\lambda_k}}|\hat{k}\rangle$
The density operator is given by $\rho=\sum_i|\psi_i\rangle\langle\psi_i|$, therefore
$\rho = \sum_{i}\sum_{k}\frac{c_{ik}^2}{\lambda_k}|\hat{k}\rangle \langle\hat{k}|$.
By the definition of $\rho$ is can be seen that $p_i = \sum_{k}\frac{c_{ik}^2}{\lambda_k}$.
--- reading this back i'm not sure this is correct at all :(
For the second part working backwards a bit:
$\langle \psi_i|\rho^{-1}|\psi_i\rangle = \langle \psi_i|\sum_k \left( \frac{1}{\lambda_k}|k\rangle\langle k| \right) |\psi_i\rangle = \sum_k \frac{1}{\lambda_k}\langle \psi_i|k\rangle\langle k |\psi_i\rangle = \sum_{i,k} \frac{1}{\lambda_k}c_{i,k}^2\langle i|k\rangle \langle k |i\rangle $
Given that $|i\rangle$ is of basis $|k \rangle$, $\langle k |i\rangle = \langle i |k\rangle = 1 $ if $i=k$, therefore
$\langle \psi_i|\rho^{-1}|\psi_i\rangle = \sum_{k} \frac{c_{i,k}^2}{\lambda_k}$ so
$p_i = \frac{1}{\sum_{k} \frac{c_{i,k}^2}{\lambda_k}}$
However the above result does not match with the result I got for $p_i$ in the first part, so one of them is wrong...
---Update---
I think the answer of the first part can be corrected, as the density matrix for $\psi_i$ needs to be normalised, and therefore to normalise it
By the definition of $\rho$ is can be seen that to normalise the trace it is required that $p_i = \frac{1}{\sum_{k}\frac{c_{ik}^2}{\lambda_k}}$.
Hence $\rho_i= p_i|\psi_i\rangle \langle\psi_i| = p_i\sum_{k}\frac{c_{ik}^2}{\lambda_k}|\hat{k}\rangle \langle\hat{k}| = \sum_{k}|\hat{k}\rangle\langle\hat{k}|$. Which is our original definition of $\rho$.