With a slightly newer PyTorch (self-compiled from the dev branch, you could also use a nightly):
>>> torch.__version__
'1.7.0a0+98ad5ff'

>>> torch.tensor([[1.0, - 1j*torch.cos(torch.tensor(1.0))],[1.0,0.0]], dtype=torch.cfloat)
tensor([[1.+0.0000j, 0.-0.5403j],
        [1.+0.0000j, 0.+0.0000j]])

so maybe something got fixed (complex support is rather new and there probably are rough edges).
Best regards
Thomas