C# マージソートの高速化について

using System;
using System.Collections.Generic;
using System.Windows.Forms;

namespace Hoge
{
    public partial class Form1 : Form
    {
        public Form1()
        {
            InitializeComponent();
        }

        private void button1_Click(object sender, EventArgs e)
        {
            // 3百万件の例
            decimal[,] data = new decimal[3000000, 3];
            for (int i = 0; i < data.GetLength(0); i++)
            {
                for (int j = 0; j < data.GetLength(1); j++)
                {
                    // サンプル実行用のテキトーな値(降順の値)を入れる。
                    data[i, j] = data.GetLength(0) - 1 - i;
                }
            }

            DateTime a = DateTime.Now;
            decimal[][] array = new decimal[data.GetLength(0)][];
            for (int i = 0; i < data.GetLength(0); i++)
            {
                array[i] = new decimal[] { data[i, 0], data[i, 1], data[i, 2] }; 
            }
            DateTime b = DateTime.Now;

            int keyIndex = 0;
            bool flipFlag = true;
            Array.Sort(array, new MyComparer(keyIndex, flipFlag));

            DateTime c = DateTime.Now;
            for (int i = 0; i < data.GetLength(0); i++)
            {
                data[i, 0] = array[i][0];
                data[i, 1] = array[i][1];
                data[i, 2] = array[i][2];
            }
            DateTime d = DateTime.Now;
            Console.WriteLine("ab = " + (b - a));
            Console.WriteLine("bc = " + (c - b));
            Console.WriteLine("cd = " + (d - c));
            Console.WriteLine("ad = " + (d - a));
        }
    }

    class MyComparer : IComparer<decimal[]>
    {
        private int keyIndex;
        private bool flipFlag;

        public MyComparer(int argKeyIndex, bool argFlipFlag)
        {
            keyIndex = argKeyIndex;
            flipFlag = argFlipFlag;
        }

        public int Compare(decimal[] x, decimal[] y)
        {
            if (x[keyIndex] < y[keyIndex])
            {
                return flipFlag ? -1 : 1;
            }
            else if (x[keyIndex] == y[keyIndex])
            {
                return 0;
            }
            else if (x[keyIndex] > y[keyIndex])
            {
                return flipFlag ? 1 : -1;
            }
            else
            {
                throw new Exception();
            }
        }
    }
}

    class MyComparer : IComparer<decimal[]>
    {
        private int keyIndex;
        private bool flipFlag;

        public MyComparer(int argKeyIndex, bool argFlipFlag)
        {
            keyIndex = argKeyIndex;
            flipFlag = argFlipFlag;
        }

        public int Compare(decimal[] x, decimal[] y)
        {
            return flipFlag ? decimal.Compare(x[keyIndex], y[keyIndex]) 
                            : decimal.Compare(y[keyIndex], x[keyIndex]);
        }
    }