多次元配列を複製する場合の結果は1次元配列を複製する場合と同様で、長さ・次元数・格納される要素が同一の多次元配列が生成されます。

Array.Cloneメソッドで2次元配列の複製を作成する
Imports System

Class Sample
  Shared Sub Main()
    Dim matrix1 As Integer(,) = { _
      {0, 1, 2, 3}, _
      {4, 5, 6, 7}, _
      {8, 9, 10, 11} _
    }
    Dim matrix2 As Integer(,)

    ' matrix1を複製してmatrix2に代入
    matrix2 = DirectCast(matrix1.Clone(), Integer(,))

    ' 複製元と複製後の配列の要素を変更
    matrix1(0, 0) = 99
    matrix2(0, 0) = -1

    ' それぞれの配列の内容を表示
    For d1 As Integer = 0 To matrix1.GetLength(0) - 1
      For d2 As Integer = 0 To matrix1.GetLength(1) - 1
        Console.Write("{0}, ", matrix1(d1, d2))
      Next
      Console.WriteLine()
    Next
    Console.WriteLine()

    For d1 As Integer = 0 To matrix2.GetLength(0) - 1
      For d2 As Integer = 0 To matrix2.GetLength(1) - 1
        Console.Write("{0}, ", matrix2(d1, d2))
      Next
      Console.WriteLine()
    Next
  End Sub
End Class
実行結果
99, 1, 2, 3, 
4, 5, 6, 7, 
8, 9, 10, 11, 

-1, 1, 2, 3, 
4, 5, 6, 7, 
8, 9, 10, 11,