Faster way to compress array of doubles - performance

Question

I am using code I found in another question to compress an array of doubles and then test the size. I do this a huge number of times. Can I make this code more efficient?
public static byte[] Compress(byte[] bytData)
{
try
{
MemoryStream ms = new MemoryStream();
Stream s = new GZipStream(ms, CompressionMode.Compress);
s.Write(bytData, 0, bytData.Length);
s.Close();
byte[] compressedData = ms.ToArray();
return compressedData;
}
catch
{
return null;
}
}
static void Main(string[] args)
{
public List<double> B;
while (true)
{
datum = getNewDatum();
B.Insert(0, datum);
if (B.Count > 500)
B.RemoveAt(B.Count - 1);
byte[] byteArray = B.SelectMany(BitConverter.GetBytes).ToArray();
byte[] compressedData = Compress(byteArray);
//Console.WriteLine(compressedData.Length);
}
}
EDIT 1
Two areas might be able to be made faster:
The compression method.
How I am creating the byteArray in Main. Perhaps storing as a list of double and using SelectMany is not very efficient?

Answer 1

When it comes to optimization, I can propose a deterministic destruction and can rewrite as below,
public static byte[] Compress(byte[] bytData)
{
try
{
using (var ms = new MemoryStream())
{
using (var s = new GZipStream(ms, CompressionMode.Compress))
{
s.Write(bytData, 0, bytData.Length);
s.Close();
byte[] compressedData = ms.ToArray();
return compressedData;
}
}
}
catch
{
return null;
}
}