You'll find some examples how matrices can be created in the docs: Creating Matrices and Vectors. Assuming your jagged array is organized by rows (i.e. the outer index is the row index):
Christoph
Matrix<double> mB = Matrix<double>.Build.DenseOfRowArrays(ActualGaps);
// or
Matrix<double> mB = DenseMatrix.OfRowArrays(ActualGaps)
Thanks,Christoph