My CEL comes on when I first clean my CAI filter. The CEL code I get is always the same, it's for the EGR. I cleaned the EGR (do a search) and that fixed the CEL for the most part. It still comes on every now and again, but only lasts a day at the most then it goes off by itself.
If it is your cat. I think that still may be under warrenty. Call Mazda USA and they should be able to tell you. I never trust the dealer, f'ing criminals.