Scalably computing metric magnitude

Abstract

Applications of metric magnitude often rely on numerically exact results in order to exploit a connection with information theory. We examine various approaches for scaling the dense linear algebra involved and identify hierarchical low-rank solvers as a preferred approach, with a clear path to scales of $10^5$ points on a single powerful workstation, and larger scales using our containerized CUDA-enabled C++/MPI pipeline.

TAG-DS 2026