Convert a string to multidimensional array

int[,] Matrix = new int[n_rows,n_columns];


    for(int i=0;i<n_rows;i++){
        String input=Console.ReadLine();
        String[] inputs=input.Split(' ');
        for(int j=0;j<n_columns;j++){
            Matrix[i,j]=Convert.ToInt32(inputs[j]);
        }
    }

you can try this to load the matrix

First things first, Console.ReadLine() reads a single line from the input. So in order to accept multiple lines you need to do 2 things:

1. Have a loop which allows the user to continue entering lines of data. You could let them go until they leave a line blank, or you could fix it to 5 lines of input
2. Store these "lines" of data for future processing.

Assuming the user can enter any number of lines, and a blank line (just hitting enter) indicates the end of data entry something like this will suffice

List<string> inputs = new List<string>();
var endInput = false;
while(!endInput)
{
   var currentInput = Console.ReadLine();
   if(String.IsNullOrWhitespace(currentInput))
   {
       endInput = true;
   }
   else
   {
        inputs.Add(currentInput);
   }
}

// when code continues here you have all the user's input in separate entries in "inputs"

Now for turning that into an array of arrays:

var result = inputs.Select(i => i.Split(' ').ToArray()).ToArray();

That will give you an array of arrays of strings (which is what your example had). If you wanted these to be integers you could parse them as you go:

var result = inputs.Select(i => i.Split(' ').Select(v => int.Parse(v)).ToArray()).ToArray();

// incoming single-string matrix:
String input = @"1 2 3 4 5
2 3 4 5 6
3 4 5 6 7
4 5 6 7 8
5 6 7 8 9";

// processing:
String[][] result = input
    // Divide in to rows by \n or \r (but remove empty entries)
    .Split(new[]{ '\n', '\r' }, StringSplitOptions.RemoveEmptyEntries)
    // no divide each row into columns based on spaces
    .Select(x => x.Split(new[]{ ' ' }, StringSplitOptions.RemoveEmptyEntries))
    // case from IEnumerable<String[]> to String[][]
    .ToArray();

result:

String[][] result = new string[]{
  new string[]{ "1","2","3","4","5" },
  new string[]{ "2","3","4","5","6" },
  new string[]{ "3","4","5","6","7" },
  new string[]{ "4","5","6","7","8" },
  new string[]{ "5","6","7","8","9" }
};

It can be done in multiple ways

You can read a single line containing multiple numbers separated by a char, split by that char obtaining an array of ints and then you should fetch a matrix.

With out-of-the-box linq there is no trivial way for the fetching step and i think it is not really the case to use third-party libraries from codeplex like LinqLib or something.