In this question I brought up a passage from Stein/Shakarchi's Complex Analysis page 232:
...We consider for $z\in \mathbb{H}$, $$f(z)=\int_0^z \frac{d\zeta}{(1-\zeta^2)^{1/2}},$$ where the integral is taken from $0$ to $z$ along any path in the closed upper half-plane. We choose the branch for $(1-\zeta^2)^{1/2}$ that makes it holomorphic in the upper half-plane and positive when $-1<\zeta<1$. As a result, $$(1-\zeta^2)^{-1/2}=i(\zeta^2-1)^{-1/2}\quad \text{when }\zeta>1.$$
One thing I'm still not quite clear on: why is there a factor of $i$ between $(1-\zeta^2)^{-1/2}$ and $(\zeta^2-1)^{-1/2}$? If we look at the argument of $(1-\zeta)(1+\zeta)$, it seems like it should change by $\pi$ when we go by $\zeta=1$, and change again by $\pi$ as we go by $\zeta=-1$. Therefore it is changing by $2\pi$ total...halve that and you get $\pi$, apply the exponential and you get a factor of $-1$. So why is the factor $i$?
Also, explicitly what branches of ${\sqrt{1-\zeta}}$ and $\sqrt{1+\zeta}$ are we choosing to make it real and positive on $(-1,1)$?
The defining property of $(1-\zeta)^{-1/2}$ is that its square is $1/(1-\zeta^{2})$. Both of the forms you gave check out that way because $i^{2}=-1$. This is why using the traditional view of branch cuts can be confusing. If you consider $f(z)=\sqrt{z}$ to be the branch cut where $z= x+i0$ for $-\infty \le x \le 0$, then $\sqrt{z}$ and $i\sqrt{-z}$, while both square roots of $z$, have different branch cuts when considered as functions of $z$. Using logarithms to define the powers makes the branch cuts more obvious.