I think you are asking for a jagged array
double[] arr1 = new double[] {1, 2};
double[] arr2 = new double[] {3, 4};
double[][] jaggedArr = new double[][] { arr1, arr2};
which can be accessed via jaggedArr[0][1] => first array (0 index) and second element (1 index).
This creates an array of arrays { {1 ,2}, {3, 4} }
You can manually fill in the array of arrays which gives you more flexibility. For example
double[][] jaggedArr = new double[2][];
jaggedArr[0] = arr1;
jaggedArr[1] = arr2;
Unless you want to create an array from the values of the two arrays concatenated together (one after the other). Then you do
double[] concatArr = arr1.Concat(arr2).ToArray();
This creates a single array with values {1,2,3,4}.
new arr1[2]{1,2}is not valid syntax. You need the type in the initialization, and also if you have values defined the length of the array can't be specified. It is eithernew double[2];ornew double[]{1,2};new double[]{1,2};and so on.