Gram matrix representation of a trigonometric polynomial ($p_k={\sum }_{i-j=k}{M}_{ij}$)

Under the displayed diagonal-sum convention, set $w(z)=(1,z^{-1},\dots ,z^{-d}{)}^T$ on the unit circle. A Hermitian matrix $M$ then givesConsequently $M⪰0$ proves nonnegativity. Conversely the Fejér–Riesz theorem produces the rank-one spectral-factor Gram matrix. This gives a semidefinite programming representation of nonnegative trigonometric polynomials. The reversed convention $j-i=k$ instead uses the unconjugated monomial vector.

For coefficient column $q=(q_0,\dots ,q_d{)}^T$, $M_{ij}=q_i\overline{q_j}$ is a Hermitian matrix and a positive semidefinite matrix because $x^{\ast }Mx=|q^{\ast }x{|}^2$. Expanding $|q(z){|}^2$ on the unit circle gives coefficient $p_k={\sum }_{i-j=k}{M}_{ij}$. Thus $M$ has matrix rank one when $q\ne 0$ and zero otherwise. General feasible Gram matrices need not have matrix rank one.