Fix conjugate of complex Givens

This won't affect the program, as the only time this branch is taken is for Reals, but just added for completeness.

Author: simonbyrne

src/utils.jl

@@ -39,7 +39,7 @@ function givens{T}(f::T, g::T, i1::Integer, i2::Integer)
     end
     c, s, r = Base.LinAlg.givensAlgorithm(f, g)
     if i1 > i2
-        s = -s
+        s = -conj(s)
         i1,i2 = i2,i1
     end
     Base.LinAlg.Givens(i1, i2, convert(T, c), convert(T, s)), r

test/bigfloat.jl

@@ -59,3 +59,18 @@ bSt = svdfact(bXt)
 @test isapprox(full(bSt), bXt, rtol=1e3*eps(BigFloat))
 @test isapprox(svdvals(bXt), svdvals(X), rtol=1e3*eps())
 @test bXt == X' # check we didn't modify the input
+
+
+X = Complex128[1 2 0; 0 1 2; 0 0 0]
+bX = big(X)
+bS = svdfact(bX)
+@test isapprox(full(bS), bX, rtol=1e3*eps(BigFloat))
+@test isapprox(svdvals(bX), svdvals(X), rtol=1e3*eps())
+@test bX == X # check we didn't modify the input
+
+X = Complex128[0 2 0; 0 1 2; 0 0 1]
+bX = big(X)
+bS = svdfact(bX)
+@test isapprox(full(bS), bX, rtol=1e3*eps(BigFloat))
+@test isapprox(svdvals(bX), svdvals(X), rtol=1e3*eps())
+@test bX == X # check we didn't modify the input