Samdp likes to fail with InversionError when theta approaches pole

[sdrave]

The issue pops up in CI periodically, like here.

The following code snippet reproduces the issue for me on Linux with PyPI packages:

import numpy as np
from pymortests.algorithms.samdp import conv_diff_1d_fd
from pymor.algorithms.samdp import samdp
from pymor.operators.numpy import NumpyMatrixOperator

def test_samdp(n, m, k, wanted, which, rng):
    A = conv_diff_1d_fd(n, 1, 1)
    Eop = None

    B = rng.standard_normal((n, m))
    C = rng.standard_normal((k, n))

    Aop = NumpyMatrixOperator(A)
    Bva = Aop.source.from_numpy(B.T)
    Cva = Aop.source.from_numpy(C)

    return samdp(Aop, Eop, Bva, Cva, wanted, which=which)

rng = np.random.default_rng(595)
test_samdp(50, 1, 3, 15, 'NR', rng)

@lbalicki, any ideas?