Evaluating $\int\cos\theta~e^{−ia\cos\theta}~\mathrm{d}\theta$ Is anybody able to solve this indefinite integral :
$$ 
\int\cos\theta~e^{\large −ia\cos\theta}~\mathrm{d}\theta
$$
The letter $i$ denotes the Imaginary unit;
$a$ is a constant;
Mathematica doesn't give any result. 
Thanks for any help you would like to provide me.

$\int \cos\theta(−ia\cos\theta) d\theta$
=$-ia \int \cos^2\theta d\theta$
Hint: $\cos^2\theta=\frac {1+\cos(2\theta)} 2$
I do not think that you have to do anything special because of the imaginary part.  That just means your result is imaginary
