W maps the real line Rinjectively into the unit circle T (complex numbers of modulus 1). The image of R is T with 1 removed.
W maps the upper imaginary axis i [0, ∞) bijectively onto the half-open interval [-1, +1).
W maps the point at infinity to 1.
W maps 0 to -1.
W has a pole at -i (so W maps -i to the point at infinity).
W maps the upper half plane of C onto the open unit disc of C.
By analogy, the expression Cayley transform is also used to denote a mapping from operators to operators: Aside from questions of domain it associates to a linear operator A the linear operator
In conclusion, it might be worth pointing out that the Cayleytransform generalizes to the case of infinite dimensions, if one replaces matrices with operators on a Hilbert space.
For instance, it is often easier to obtain the spectral decomposition of a Hermitean operator or study symmetric extensions of a symmetric operator by first performing a Cayleytransform and dealing with the resulting bounded operator.
This is version 16 of Cayley's parameterization of orthogonal matrices, born on 2004-11-27, modified 2006-10-05.