I'm having some issues with the following integral
$$\int_{\frac{-\pi}{2}}^\frac{\pi}{2}\frac{\sec^2\theta}{1+\tan^2\theta \cos^2(2\alpha)}d\theta$$
My attempt is as follows, substitute $u=\tan\theta$(but this gives infinite bounds)
So $d\theta=\frac{1}{\sec^2\theta}du$, substituting both $\theta$ and $d\theta$ gives
$$\int_{\tan(\frac{-\pi}{2})}^{\tan(\frac{\pi}{2})}\frac{1}{1+u^2 \cos^2(2\alpha)}du$$
This time substituting $v=u\cos(2\alpha)$, $du=\frac{1}{\cos(2\alpha)}dv$, which gives
$$\int_{\tan(\frac{-\pi}{2})\cos(2\alpha)}^{\tan(\frac{\pi}{2})\cos(2\alpha)}\frac{1}{1+v^2}dv=\bigg{[} \arctan (v)\bigg{]}_{\tan(\frac{-\pi}{2})\cos(2\alpha)}^{\tan(\frac{\pi}{2})\cos(2\alpha)}$$
I don't think I've made any mistakes in my substitutions, but I'm still wondering how to get past the infinite bounds, since $\tan(\pi/2)=\infty$ and $\tan(-\pi/2)=-\infty$
The "proper" way to deal with infinite bounds is to write down the integral as :
$$\lim_{\beta \to -\infty} \int_{\beta}^0 \frac{1}{1+u^2 \cos^2(2\alpha)} \, \mathrm{d}u + \lim_{\gamma \to \infty} \int_0^{\gamma} \frac{1}{1+u^2 \cos^2(2\alpha)} \, \mathrm{d}u$$
and then work with limits throughout. Most of the time, we circumvent the lengthy limit notation and write down the improper integral the way you have. This should lead you to $$\frac{\pi}{2\sqrt{\cos^2 2\alpha}} + \frac{\pi}{2\sqrt{\cos^2 2\alpha}} = \frac{\pi}{\sqrt{\cos^2 2\alpha}}$$