[yencabulator]

Well, Parquet seems to be so widely supported, it's my default pick, unless you can explain why it's not the right fit.

Though I'll say if your primary use case is "higher-dimensional arrays", none of Parquet etc are likely to be a good fit -- these things are columnar formats where each column has a separate name, datatype etc, not formats for multi-dimensional arrays of numbers. That's a different problem. A Parquet column can be a list of arrays, but there's no special handling of matrices.