Why we have both jagged array and multidimensional array?

1. A jagged array is an array-of-arrays, so an int[][] is an array of int[], each of which can be of different lengths and occupy their own block in memory. A multidimensional array (int[,]) is a single block of memory (essentially a matrix).

2. You can’t create a MyClass[10][20] because each sub-array has to be initialized separately, as they are separate objects:

   MyClass[][] abc = new MyClass[10][];
   
   for (int i=0; i<abc.Length; i++) {
       abc[i] = new MyClass[20];
   }
   

   A MyClass[10,20] is ok, because it is initializing a single object as a matrix with 10 rows and 20 columns.

3. A MyClass[][,][,] can be initialized like so (not compile tested though):

   MyClass[][,][,] abc = new MyClass[10][,][,];
   
   for (int i=0; i<abc.Length; i++) {
       abc[i] = new MyClass[20,30][,];
   
       for (int j=0; j<abc[i].GetLength(0); j++) {
           for (int k=0; k<abc[i].GetLength(1); k++) {
               abc[i][j,k] = new MyClass[40,50];
           }
       }
   }
   

Bear in mind, that the CLR is heavily optimized for single-dimension array access, so using a jagged array will likely be faster than a multidimensional array of the same size.