I believe there is a bug in implementation of Matrix.TransposeAndDotWithDiagonal for jagged arrays because there is an expression 'a.GetLength(1)' which works only when the input 'a' is multidimensional array and it throws an 'out of range' exception.

There should be 'a[0].Length' instead (if we suppose all members of array are the same length).

Same problem is in methods Matrix.TransposeAndDotWithDiagonal(this T1[][] a, T2[] diagonal, T3[][] result).