Fast way to convert a two dimensional array to a List ( one dimensional )

To convert double[,] to List<double>, if you are looking for a one-liner, here goes

double[,] d = new double[,]
{
    {1.0, 2.0},
    {11.0, 22.0},
    {111.0, 222.0},
    {1111.0, 2222.0},
    {11111.0, 22222.0}
};
List<double> lst = d.Cast<double>().ToList();

---

But, if you are looking for something efficient, I'd rather say you don't use this code.
Please follow either of the two answers mentioned below. Both are implementing much much better techniques.

Well, you can make it use a "blit" sort of copy, although it does mean making an extra copy :(

double[] tmp = new double[array.GetLength(0) * array.GetLength(1)];    
Buffer.BlockCopy(array, 0, tmp, 0, tmp.Length * sizeof(double));
List<double> list = new List<double>(tmp);

If you're happy with a single-dimensional array of course, just ignore the last line :)

Buffer.BlockCopy is implemented as a native method which I'd expect to use extremely efficient copying after validation. The List<T> constructor which accepts an IEnumerable<T> is optimized for the case where it implements IList<T>, as double[] does. It will create a backing array of the right size, and ask it to copy itself into that array. Hopefully that will use Buffer.BlockCopy or something similar too.

Here's a quick benchmark of the three approaches (for loop, Cast<double>().ToList(), and Buffer.BlockCopy):

using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;

class Program
{
    static void Main(string[] args)
    {
        double[,] source = new double[1000, 1000];
        int iterations = 1000;

        Stopwatch sw = Stopwatch.StartNew();
        for (int i = 0; i < iterations; i++)
        {
            UsingCast(source);
        }
        sw.Stop();
        Console.WriteLine("LINQ: {0}", sw.ElapsedMilliseconds);

        GC.Collect();
        GC.WaitForPendingFinalizers();

        sw = Stopwatch.StartNew();
        for (int i = 0; i < iterations; i++)
        {
            UsingForLoop(source);
        }
        sw.Stop();
        Console.WriteLine("For loop: {0}", sw.ElapsedMilliseconds);

        GC.Collect();
        GC.WaitForPendingFinalizers();

        sw = Stopwatch.StartNew();
        for (int i = 0; i < iterations; i++)
        {
            UsingBlockCopy(source);
        }
        sw.Stop();
        Console.WriteLine("Block copy: {0}", sw.ElapsedMilliseconds);
    }


    static List<double> UsingCast(double[,] array)
    {
        return array.Cast<double>().ToList();
    }

    static List<double> UsingForLoop(double[,] array)
    {
        int width = array.GetLength(0);
        int height = array.GetLength(1);
        List<double> ret = new List<double>(width * height);
        for (int i = 0; i < width; i++)
        {
            for (int j = 0; j < height; j++)
            {
                ret.Add(array[i, j]);
            }
        }
        return ret;
    }

    static List<double> UsingBlockCopy(double[,] array)
    {
        double[] tmp = new double[array.GetLength(0) * array.GetLength(1)];    
        Buffer.BlockCopy(array, 0, tmp, 0, tmp.Length * sizeof(double));
        List<double> list = new List<double>(tmp);
        return list;
    }
}

Results (times in milliseconds);

LINQ: 253463
For loop: 9563
Block copy: 8697

EDIT: Having changed the for loop to call array.GetLength() on each iteration, the for loop and the block copy take around the same time.