 Solution

Choose a branch of the complex logarithm with $-\pi /2<\arg z<3\pi /2$, placing its branch cut down the negative imaginary axis. Thus $\mathrm{Log}x=\ln x$ for $x>0$, while $\mathrm{Log}(-x)=\ln x+i\pi$ on the negative real axis for $x>0$.

Integrate $\mathrm{Log}z/(z^2+a^2)$ around an upper semicircle, with a small clockwise semicircular indentation above zero. The large arc contributes $O(\ln R/R)\to 0$, and the small arc contributes $O(\epsilon |\ln \epsilon |)\to 0$. The only enclosed pole is $ia$, withWriting $I(a)$ for the required integral, the negative real segment contributes $I(a)+i\pi {\int }_0^{\infty }dx/(x^2+a^2)$. Hence the residue theorem givesThe imaginary terms cancel, leavingThe integral converges at both endpoints because $|\ln x|$ is integrable near zero and $\ln x/x^2$ is integrable at infinity. As a real-variable check, scaling $x=au$ reduces the result to the vanishing first logarithmic moment at $a=1$, one of the logarithmic moments of the Cauchy kernel.