Good catch! I've fixed this in https://github.com/PDLPorters/pdl-linearalgebra/commit/a2d680992c1cd4a46a3009b8ae0b2f3e6ebf601e. In fact, to aid broadcasting, I used (using two PDL::LinearAlgebra utility functions recently added):

my $di = $_[0]->dims_internal;
my @dims = $m->dims;
# ...
$ret = identity($dims[$di]);
$ret = $ret->r2C if $m->_is_complex;
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This has now been released as 0.30.

Please do report problems like this at https://github.com/PDLPorters/pdl-linearalgebra/issues, we really do care! As an example, #10 (the wrapper functions didn't work on native complex, though the underlying LAPACK-bindings did) turned into a bit of a death-march because it revealed lots of copy-paste (~6800 lines ended up as ~3400), and very minimal tests. But I felt this module was important enough to justify the effort.