Let $ \rho = \sum_n \rho_n |\psi_n \rangle \langle \psi_n | $ be the eigendecomposition of $\rho$. We will calculate everything in terms of $ |\psi_n \rangle$ basis.
Note that
$ \frac{d \rho_\theta}{d \theta} = i [\rho_\theta, A] $
and
$ \frac{d^2 \rho_\theta}{d \theta^2} = -\big[[\rho_\theta, A], A\big] $.
Now we write
$$
\sqrt{ \sqrt{\rho} \rho_\theta \sqrt{\rho} } = \rho + \theta \cdot X + \theta^2 \cdot Y + O(\theta^3) \\
$$
for some matrices $ X, Y $ to be determined.
Squaring the above equation we get
$$
\sqrt{\rho} \rho_\theta \sqrt{\rho} = \rho^2 + \theta \cdot (X \rho + \rho X) + \theta^2 \cdot (X^2 + Y \rho + \rho Y) + O(\theta^3)
$$
This means that:
- $ X \rho + \rho X =
\sqrt{\rho} \frac{d \rho_\theta}{d \theta}\Big|_{\theta=0} \sqrt{\rho} =
i \sqrt{\rho} [\rho, A] \sqrt{\rho} \implies \\
X_{nm} = i \frac{\sqrt{\rho_n \rho_m}}{\rho_n + \rho_m} \langle \psi_n | [\rho, A] |\psi_m \rangle
= i \frac{\sqrt{\rho_n \rho_m}}{\rho_n + \rho_m} (\rho_n - \rho_m) \langle \psi_n | A |\psi_m \rangle $
and
$ \text{Tr}[X] = \sum_n X_{nn} = 0 $.
Similarly:
- $ Y \rho + \rho Y + X^2 =
\sqrt{\rho} \frac{d^2 \rho_\theta}{d \theta^2}\Big|_{\theta=0} \sqrt{\rho} =
-\sqrt{\rho} \Big[[\rho, A], A\Big] \sqrt{\rho} \implies \\
Y_{nm} =
- \frac{(X^2)_{nm}}{\rho_n + \rho_m} - \frac{\sqrt{\rho_n \rho_m}}{\rho_n + \rho_m} \langle \psi_n | \Big[[\rho, A], A\Big] |\psi_m \rangle
$
and
$ \text{Tr}[Y] = \sum_n Y_{nn} =
- \sum_n \frac{(X^2)_{nn}}{2\rho_n} - \frac{1}{2} \text{Tr}\Big[\big[[\rho, A], A\big]\Big]
= - \sum_n \frac{(X^2)_{nn}}{2\rho_n}
= - \sum_{n,k} \frac{X_{nk}X_{kn}}{2\rho_n} \\
= - \frac{1}{2} \sum_{n,k} \frac{\rho_k}{(\rho_n + \rho_k)^2} (\rho_n - \rho_k)^2 |\langle \psi_n | A |\psi_k \rangle|^2 \\
= - \frac{1}{4} \sum_{n,k} \frac{\rho_k}{(\rho_n + \rho_k)^2} (\rho_n - \rho_k)^2 |\langle \psi_n | A |\psi_k \rangle|^2 - \frac{1}{4} \sum_{n,k} \frac{\rho_n}{(\rho_n + \rho_k)^2} (\rho_n - \rho_k)^2 |\langle \psi_n | A |\psi_k \rangle|^2 \\
= - \frac{1}{4} \sum_{n,k} \frac{(\rho_n - \rho_k)^2}{\rho_n + \rho_k} |\langle \psi_n | A |\psi_k \rangle|^2 = -\frac{1}{8} F_Q[\rho, A] $.
Finally:
$
F_B(\rho, \rho_\theta) =
\Big(\text{Tr}\big[\sqrt{ \sqrt{\rho} \rho_\theta \sqrt{\rho} } \big]\Big)^2 = \Big(\text{Tr}\rho + \theta^2 \cdot \text{Tr}Y + O(\theta^3) \Big)^2 = \\
\Big(1 - \theta^2 \frac{F_Q[\rho, A]}{8} + O(\theta^3) \Big)^2 =
1 - \theta^2 \frac{F_Q[\rho, A]}{4}
$