Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/iii/paper-339/3/c/i/solution

Collect the factor's coefficients in the column vector and set
This is a Hermitian matrix and a positive semidefinite matrix, because for every complex vector ,
On the unit circle, expanding the modulus square gives
Uniqueness of the finite Laurent polynomial coefficients, proved as in part (b)(i), therefore gives
This is the rank-one spectral-factor Gram matrix. The matrix has matrix rank one when and zero when . The orientation is the PDF's convention: using instead would generally interchange and .

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