What is the difference between int[][] and int[,]?

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What are the differences between using int[][] and int[,]?

I just came across this notation:

int[,]

Whenever i needed a matrix I used:

int[][]

What is the difference? When to use which one?

Edit: Thanks for the quick responses. I could've thought of that. It's also hard to google for stuff like this.

Now I understand the purpose. But how do they relate to System.Array?