Convergence on sum of cos

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How to find the range of x on this sum to converge?

$$\sum_{n=1}^∞{{\cos nx}\over{n}}.$$

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Using the Dirichlet's test with $a_n=\frac{1}{n}$ and $b_n=\cos(nx),\ x\ne0$ we see that the series is convergent for $x\ne0$. It's clearly not convergent for $x=0$.