Relationship between exponential integral Ei, cosine integral, and sine integral

Theorem

The following formula holds: $$\mathrm{Ei}(ix)=\mathrm{Ci}(x)+i\mathrm{Si}(x),$$ where $\mathrm{Ei}$ denotes the exponential integral Ei, $\mathrm{Ci}$ denotes the cosine integral, and $\mathrm{Si}$ denotes the sine integral.