Initializing jagged arrays

int[][][] my3DArray = CreateJaggedArray<int[][][]>(1, 2, 3);

using

static T CreateJaggedArray<T>(params int[] lengths)
{
    return (T)InitializeJaggedArray(typeof(T).GetElementType(), 0, lengths);
}

static object InitializeJaggedArray(Type type, int index, int[] lengths)
{
    Array array = Array.CreateInstance(type, lengths[index]);
    Type elementType = type.GetElementType();

    if (elementType != null)
    {
        for (int i = 0; i < lengths[index]; i++)
        {
            array.SetValue(
                InitializeJaggedArray(elementType, index + 1, lengths), i);
        }
    }

    return array;
}

You could try this:

int[][][] data =
{
    new[]
    {
        new[] {1,2,3}
    }, 
    new[]
    {
        new[] {1,2,3}
    }
};

Or with no explicit values:

int[][][] data =
{
    new[]
    {
        Enumerable.Range(1, 100).ToArray()
    }, 
    new[]
    {
        Enumerable.Range(2, 100).ToArray()
    }
};