This is all I've got for schematics.
It doesn't cover the sub that came out in 2003.
You either have line level inputs on the sub or speaker level inputs.
I'm guessing Mazda didn't change their head unit for 2003 to add RCA outputs and just tapped into the rear speaker wires to send it to the sub as a speaker level input.
I'm guessing the connector has 4wires going in.
Two would be the speaker level input and probably smaller gauge wire and two would be + and - to power the sub.
There is probably another wire to turn the sub on and off.
A schematic would help a lot as well as having the sub shipped with the connector there and the wires cut so you can trace them and study the wire gauge and color code.
If it were me I'd install a small, efficient sub in a box that you can remove easily if needed.
The factory sub is probably a cheap piece of plastic but it wouldn't draw too much power or it would over work our underpowered electrical system.