Edit: I apologize everybody. I used the term "jagged array" when I actually meant to say "multi-dimensional array" (as can be seen in my example below). I apologize for using the incorrect name. I actually found jagged arrays to be faster than multi-dimensional ones! I have added my measurements for jagged arrays.
I was trying to use a jagged multi-dimensional array today, when I noticed that it's performance is not as I would have expected. Using a single-dimensional array and manually calculating indices was much faster (almost two times) than using a 2D array. I wrote a test using  1024*1024 arrays (initialized to random values), for 1000 iterations, and I got the following results on my machine:
sum(double[], int): 2738 ms (100%)
sum(double[,]):     5019 ms (183%)
sum(double[][]):    2540 ms ( 93%)
This is my test code:
public static double sum(double[] d, int l1) {
    // assuming the array is rectangular
    double sum = 0;
    int l2 = d.Length / l1;
    for (int i = 0; i < l1; ++i)
        for (int j = 0; j < l2; ++j)
            sum += d[i * l2 + j];
    return sum;
}
public static double sum(double[,] d) {
    double sum = 0;
    int l1 = d.GetLength(0);
    int l2 = d.GetLength(1);
    for (int i = 0; i < l1; ++i)
        for (int j = 0; j < l2; ++j)
            sum += d[i, j];
    return sum;
}
public static double sum(double[][] d) {
    double sum = 0;
    for (int i = 0; i < d.Length; ++i)
        for (int j = 0; j < d[i].Length; ++j)
            sum += d[i][j];
    return sum;
}
public static void Main() {
    Random random = new Random();
    const int l1  = 1024, l2 = 1024;
    double[ ] d1  = new double[l1 * l2];
    double[,] d2  = new double[l1 , l2];
    double[][] d3 = new double[l1][];
    for (int i = 0; i < l1; ++i) {
        d3[i] = new double[l2];
        for (int j = 0; j < l2; ++j)
            d3[i][j] = d2[i, j] = d1[i * l2 + j] = random.NextDouble();
    }
    //
    const int iterations = 1000;
    TestTime(sum, d1, l1, iterations);
    TestTime(sum, d2, iterations);
    TestTime(sum, d3, iterations);
}
Further investigation showed that the IL for the second method is 23% larger than that of the first method. (Code size 68 vs 52.) This is mostly due to calls to System.Array::GetLength(int). The compiler also emits calls to Array::Get for the jagged multi-dimensional array, whereas it simply calls ldelem for the simple array.
So I am wondering, why is access through multi-dimensional arrays slower than normal arrays? I would have assumed the compiler (or JIT) would do something similar to what I did in my first method, but this was not actually the case.
Could you plese help me understand why this is happening the way it is?
Update: Following Henk Holterman's suggestion, here is the implementation of TestTime:
public static void TestTime<T, TR>(Func<T, TR> action, T obj,
                                   int iterations)
{
    Stopwatch stopwatch = Stopwatch.StartNew();
    for (int i = 0; i < iterations; ++i)
        action(obj);
    Console.WriteLine(action.Method.Name + " took " + stopwatch.Elapsed);
}
public static void TestTime<T1, T2, TR>(Func<T1, T2, TR> action, T1 obj1,
                                        T2 obj2, int iterations)
{
    Stopwatch stopwatch = Stopwatch.StartNew();
    for (int i = 0; i < iterations; ++i)
        action(obj1, obj2);
    Console.WriteLine(action.Method.Name + " took " + stopwatch.Elapsed);
}
 
     
     
     
     
     
    
 
     
     
     
     
    