List to Array : Row, Column Indices of Selected Cells in Datagrid

I have list of selected cells, I want them to be converted to array so that I can save it. I am converting list in an array so that I can get indices of all selected cells (column wise in a row) so that I can retrieve later to fill same cells.

Problem is since cells can be selected in random way i.e I can select row 1 column 1,2,3,7,8,9 leaving column 4,5,6 unselected. As soon as I encounter unselected indices I get "The Index was out of range" error. Same error occur if I select some thing in middle of data grid i.e not selecting column at start like column 1,2,3 but selecting row 5 column 5,6,7.

May be some one can help in this or may be point to some other efficient way of doing same task.

   List<DataGridViewCell> selectedCells = new List<DataGridViewCell>();
   string [,] selectedcellsArray = new string[dataGridView1.Rows.Count, dataGridView1.Columns.Count];
   int i = 0;
   int j = 0;
   foreach (DataGridViewRow row in dataGridView1.Rows)
        {
            while (j < dataGridView1.Columns.Count)
            {
           selectedcellsArray[i, j] = selectedCells[j].ColumnIndex.ToString();
           j++;
            }

            j = 0;
            i++; //next row
        }