In this paper, in section $2$, a method to write the elements of the coset of $G/H$ is provided for $\text{GL}(4)$, but I am interested in $\text{GL}^+(2)$.
My matrix representation of $\mathfrak{gl}(2)$ is
$$ \begin{bmatrix} a+x& -b+y\\ b+y & a-x \end{bmatrix} $$
My matrix representation of $\mathfrak{so}(2)$ is
$$ \begin{bmatrix} 0& -b\\ b & 0 \end{bmatrix} $$
Reading the paper, it states that the element $g$ of $G$ can be decomposed as $g=\gamma h$, where
$$ \gamma = \exp \left( \begin{bmatrix} a+x& +y\\ y & a-x \end{bmatrix} \right) \in G/H $$
and where
$$ h = \exp \left( \begin{bmatrix} 0& -b\\ b & 0 \end{bmatrix} \right) \in H $$
Is this correct, or no?
I am suspicious of the argument, because to me
$$ \exp \left( \begin{bmatrix} a+x& y\\ y & a-x \end{bmatrix} \right)\exp \left( \begin{bmatrix} 0& -b\\ b & 0 \end{bmatrix} \right) \neq \exp \left( \begin{bmatrix} a+x& -b+y\\ b+y & a-x \end{bmatrix} \right) $$
Thus, $\gamma h$ does not appear to realize all elements of $G$. Or do we not care about some missing elements for cosets?
In the $GL_2(\mathbb R)$ case, the author's conclusion is correct, but it doesn't really come from Lie algebra manipulations. For $GL_n(\mathbb R)$, and for other reductive groups, there is the Cartan decomposition $G=\mathrm{exp}(\mathfrak s)\cdot K$, where $K$ is the maximal compact obtained as exponentiating the $+1$ eigenspace for a chosen Cartan involution (e.g., the standard $\gamma\to -\gamma^\top$), and $\mathfrak s$ is the $-1$ eigenspace. The latter is not a Lie subalgebra. In the standard case, it is symmetric matrices, while the Lie algebra $\mathfrak k$ of $K$ is skew-symmetric matrices.
For $GL_n(\mathbb R)$, the proof of this decomposition is just about the spectral theorem for self-adjoint operators on $\mathbb R^n$...