Vs 6 gets the correct result, but Wolfram $\alpha$ decides, too, that
$$\sum_{m,n=0}^\infty \frac{ (-1)^{n+m} x^{2m+2n} }{(2n)!(2m)!} \quad \ne \quad \sum_{m=0}^\infty\left(\sum_{n=0}^\infty \frac{ (-1)^{n+m} x^{2m+2n} }{(2n)!(2m)!}\right) $$
Inspection of the double sum shows weight 1/2 only at $(n,m)=(0,0)$, but only for upper limits $m,n=\infty$
Sum[((-1)^(m + n) x^(2 m) x^(2 n))/((2 n)! (2 m)!),
{n, 0, \[Infinity]}, {m, 0, \[Infinity]}] // TrigReduce
$$\frac{1}{2} \cos (2 x)$$
Sum[Sum[((-1)^(m+n) x^(2m) x^(2n))/((2n)!(2m)!),
{n,0,\[Infinity]}], {m,0,\[Infinity]}]//TrigReduce
$$\frac{1}{2} (\cos (2 x)+1)$$
Today all infinite sums with 2-term recursions are expressed as hypergeometric series, a bit dangerous an attempt because of their complex definitions with cuts on the real line:
ds= Assuming[0 < x < \[Pi]/2,
Sum[((-1)^(m + n) x^(2 m) x^(2 n))/((2 n)! (2 m)!),
{n, 2, \[Infinity]}, {m, 2, \[Infinity]}] // TrigReduce]
$$\begin{align}&\frac{113 x^{10} \, _3F_4\left(2,2,\frac{9}{2};1,\frac{11}{2},\frac{11}{2},6;-\frac{x^2}{4}\right)}{5443200}+\frac{x^{10} \, _4F_5\left(2,2,2,\frac{9}{2};1,1,\frac{11}{2},\frac{11}{2},6;-\frac{x^2}{4}\right)}{272160}\\&+\frac{x^{10} \, _5F_6\left(2,2,2,2,\frac{9}{2};1,1,1,\frac{11}{2},\frac{11}{2},6;-\frac{x^2}{4}\right)}{4082400}-\frac{8 x^{10} \, _3F_4\left(2,2,\frac{9}{2};1,\frac{11}{2},\frac{11}{2},6;-x^2\right)}{127575}\\&-\frac{x^{10} \, _4F_5\left(2,2,2,5;1,1,\frac{11}{2},6,6;-\frac{x^2}{4}\right)}{302400}-\frac{x^{10} \, _5F_6\left(2,2,2,2,5;1,1,1,\frac{11}{2},6,6;-\frac{x^2}{4}\right)}{4536000}\\&-\frac{57}{5} x^6 \, _1F_2\left(\frac{5}{2};\frac{7}{2},\frac{7}{2};-\frac{x^2}{4}\right)+\frac{32}{5} x^6 \, _1F_2\left(\frac{5}{2};\frac{7}{2},\frac{7}{2};-x^2\right)\\&-\frac{1796}{9} x^4 \, _1F_2\left(\frac{3}{2};\frac{5}{2},\frac{5}{2};-\frac{x^2}{4}\right)+\frac{32}{9} x^4 \, _1F_2\left(\frac{3}{2};\frac{5}{2},\frac{5}{2};-x^2\right)+5632 \text{Ci}(x)+\frac{797 x^6}{5400}-\\&\frac{131 x^4}{4}+2366 x^2+\frac{1711}{2} x^2 \cos (x)-30 x^2 \cos (2 x)-\\& -5632 \log (x)-\frac{10771}{2} x \sin (x)+65 x \sin (2 x) \end{align}$$
The nested sum is
ns=Assuming[0 < x < \[Pi]/2,
Sum[Sum[((-1)^(m + n) x^(2 m) x^(2 n))/((2 n)! (2 m)!),
{n, 2, \[Infinity]}],
{m, 2, \[Infinity]}] // TrigReduce]
$$\frac{1}{4} \left(x^4\ - \ 4 x^2\ + \ 4 x^2 \ \cos (x)-8 \cos (x)\ + \ 2 \cos (2 x)+6\right)$$
On this level the lowest terms are equal
Series[ds-ns,{x,0,2}]
O[x^3]
and a plot shows identity, but an equality test seems to be to complex for the current versions, aborted after some minutes.
Only the case of lower bound 0 is showing a difference in the constant term.
test[order_] := Factor[Sum[((-1)^i x^(2 i))/(2 i)!, {i, 0, order}] Sum[((-1)^j x^(2 j))/(2 j)!, {j, 0, order}] - Sum[((-1)^i x^(2 i))/(2 i)! ((-1)^j x^(2 j))/(2 j)!, {i, 0, order}, {j, 0, order}]]
and then you doLimit[test[order], order -> Infinity]
orSeries[test[order], {order, Infinity, 2}] // Normal // Factor // TrigReduce
you get a0
as expected. Buttest[Infinity] // TrigReduce
yields1/2
. $\endgroup$Sum[Sum[((-1)^i x^(2 i))/Factorial[2 i] ((-1)^j x^(2 j))/ Factorial[2 j], {i, 0, Infinity}], {j, 0, Infinity}]
also works. $\endgroup$(Cos[x]-1)^2
. $\endgroup$Method -> "IteratedSummation"
fixes it. As for the original, if the answer is wrong, how is that not a bug? Report to WRI. $\endgroup$