Solution
We first prove the following claim: for any n positive odd number, \sin (nx) = \sin x P_n (\cos x) \cos (nx) = \cos x Q_n (\cos x) where P_n(t) and Q_n(t) are polynomials in the form of 2^{n-1} t^{n-1} + ... (In other words, they have degree n-1 and the leading coefficient 2^{n-1}
Proof by induction, evident for n=1 and n=3. Inductive step: \sin (n+2)x = \sin nx \cos 2x + \cos nx \sin 2x = \sin x P_n (\cos x) (2 \cos^2 x - 1) + \cos x Q_n (\cos x) .2\sin x \cos x = \sin x ( P_n (\cos x) (2 \cos^2 x - 1) + 2\cos^2 x Q_n (\cos x) ) = \sin x P_{n+2} (\cos x) where P_{n+2} has degree n+2 and the leading coefficient 2. 2^{n-1} + 2.2^{n-1} = 2^{n+1}
Likewise: \cos (n+2) x = \cos nx \cos 2x - \sin nx \sin 2x = \cos x Q_n(\cos x)(2 \cos^2 x - 1) - \sin x P_n (\cos x) . 2 \sin x \cos x = \cos x ( Q_n(\cos x)(2 \cos^2 x - 1) - 2 P_n (\cos x) (1 - \cos^2 x)) = \cos x Q_{n+2} (\cos x) like before, the polynomial Q_{n+2} has degree n+2 and leading coefficient 2^{n+1}
So now, observe that x = 0,a,2a, \dots, 2na are all solutions of the equation \cos (2n+1)x = 1 = \cos x Q_{2n+1}(\cos x) Therefore t = \cos 0, \cos a, \dots, \cos 2na are all roots of the polynomial S(t) = tQ_{2n+1}(t) - 1 Because S(t) has degree 2n+1, then \cos 0, \dots \cos 2na are ALL of the roots, and the product of all those roots is \frac{1}{2^{2n}} (because S(t) has leading coefficient 2^{2n}
Now, \cos a = \cos 2n a, \cos 2a = \cos (n-1) a and so on. So: \cos 0 . \cos a .\dots. \cos 2na = 1 . (\cos a. \dots . \cos na)^2 = \frac{1}{2^{2n}} So: \cos a . \dots . \cos na = \frac{1}{2^n}
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