Impossible Integration involving cosx/sqrt(a-bcosx)

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Ok, I have encountered this one a few hours ago:
[tex]\int \frac{cos x}{\sqrt{a - b cos x}}dx[/tex]
I have tried all techniques I know, integration by part, half-angle formula, substitution, trigo approach, and so on, but it seems, I could not integrate this one. I am no noob in integration, but this one is a bit difficult. How do I integrate it?
 
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I suspected that. After I learned that a lot of integrals cannot be solved without essentially defining a new function (like erf and the ellipticals), I got in the habit after spinning my wheels a bit with the standard techniques of looking them up in G&R to see if they were do-able.

When MMa came along, it was faster than looking in G&R. WA is even more convenient.
 
Yes of course, it is really convenient to look into table of integrals, but it is just impossible to do on exams. I hope we could have a technique to solve it.