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For a Hermitian matrix $A$, both $A+iI$ and $A-iI$ are invertible because every eigenvalue of $A$ is real. The displayed rational function is a unitary matrix: taking its conjugate transpose and commuting the rational factors gives $U^{†}U=I$. It maps each eigenvector of $A$ with eigenvalue $\lambda$ to the same vector with eigenvalue $(\lambda -i)/(\lambda +i)$, a complex number of modulus one different from one. The inverse Cayley transform of a unitary matrix without eigenvalue one recovers $A$.

Another common convention is $C=(I+iA{)}^{-1}(I-iA)$, which sends $\lambda$ to $(1-i\lambda )/(1+i\lambda )$ and avoids eigenvalue minus one. The two conventions are related by $C=-U^{-1}$; the inverse formula must match the chosen convention.

A square complex matrix $U$ is a unitary matrix when $U^{†}U=I$, so it preserves the Euclidean norm. If $Uv=\mu v$ with $v\ne 0$, then $\Vert v\Vert =\Vert Uv\Vert =|\mu |\Vert v\Vert$, giving $|\mu |=1$. For a Hermitian matrix $A=A^{†}$ and $A{e}_j={\lambda }_j{e}_j$,because the numerator equals its complex conjugate. Hence no eigenvalue of $A+iI$ is zero, proving it is invertible.

For $V=(A-iI)(A+iI{)}^{-1}$, the Hermitian conjugate is $V^{†}=(A-iI{)}^{-1}(A+iI)$. The factors and their inverses commute, since they are rational functions of $A$. Thus $V^{†}V=I$. Its action on the same eigenvectors isThese eigenvalues have modulus one. This is the Cayley transform of a Hermitian matrix in the convention that avoids the unitary eigenvalue one.

For the inverse direction, $U^{†}=U^{-1}$ givesTaking the conjugate transpose of $B=i(I+U)(I-U{)}^{-1}$ therefore yieldsThe last equality uses commutativity of the two factors. This proves that the inverse Cayley transform of a unitary matrix without eigenvalue one is Hermitian. Solving for $U$ gives $U=(B-iI)(B+iI{)}^{-1}$. An orthonormal eigenbasis of $B$ therefore diagonalizes $U$, with diagonal entries $(b_j-i)/(b_j+i)$.

The result extends even when a unitary matrix has eigenvalue one: choose $|\alpha |=1$ so that $\alpha U$ does not. There are only finitely many forbidden phases, since the matrix has finitely many eigenvalues. Diagonalizing $\alpha U$ also diagonalizes $U$ in the same basis. Thus every unitary matrix is unitarily diagonalizable.

Use $U^{†}=U^{-1}$ and take the Hermitian conjugate in the reverse product order:The factorization $I-U^{-1}=-U^{-1}(I-U)$ gives $(I-U^{-1}{)}^{-1}=-(I-U{)}^{-1}U$, while $I+U^{-1}=U^{-1}(I+U)$. ConsequentlyThe last equality uses the fact that $I+U$ commutes with $I-U$ and its inverse. Thus $B$ is a Hermitian matrix. The exclusion of the eigenvalue one is essential to define the inverse. Spectrally, an eigenvalue $e^{i\vartheta }\ne 1$ is sent to $-\cot (\vartheta /2)$, a real number. This is the inverse Cayley transform of a unitary matrix without eigenvalue one.