Let G=U(1)={z∈𝐂:|z|=1} be the set of unit complex numbers. This is a group: if you multiply two elements of U(1) together you get another unit complex number. Geometrically, it's a circle in the complex plane.

Any z∈U(1) can be written as z=eiθ for some θ . The map iθ↦eiθ is going to be our exponential map in this example and it goes from the imaginary numbers i𝐑 to U(1) . The commutator bracket on i𝐑 vanishes: [iθ1,iθ2]=-θ1θ2+θ2θ1=0 , and the Baker-Campbell-Hausdorff formula reduces to the usual law of logarithms eiθ1eiθ2=ei(θ1+θ2) .
If we translate the line of imaginary numbers so that it passes through the identity element 1∈U(1) then we get a tangent line to the circle U(1) . This will be true in general: 𝔤 will be (parallel to) the tangent space to G at the identity.
