I've tried every kind of reasoning I can possibly came out with but I don't really understand this plot. It basically shows the performance of reading and writing from different size array with different stride. I understand that for small stride like 4 bytes I read all the cell in the cache, consequently I have good performance. But what happen when I have the 2 MB array and the 4k stride? or the 4M and 4k stride? Why the performance are so bad? Finally why when I have 1MB array and the stride is 1/8 of the size performance are decent, when is 1/4 the size performance get worst and then at half the size, performance are super good? Please help me, this thing is driving me mad.

At this link, the code: https://dl.dropboxusercontent.com/u/18373264/membench/membench.c

Your code loops for a given time interval instead of constant number of access, you're not comparing the same amount of work, and not all cache sizes/strides enjoy the same number of repetitions (so they get different chance for caching).

Also note that the second loop will probably get optimized away (the internal for) since you don't use temp anywhere.

EDIT:

Another effect in place here is TLB utilization:

On a 4k page system, as you grow your strides while they're still <4k, you'll enjoy less and less utilization of each page (finally reaching one access per page on the 4k stride), meaning growing access times as you'll have to access the 2nd level TLB on each access (possibly even serializing your accesses, at least partially).
Since you normalize your iteration count by the stride size, you'll have in general (size / stride) accesses in your innermost loop, but * stride outside. However, the number of unique pages you access differs - for 2M array, 2k stride, you'll have 1024 accesses in the inner loop, but only 512 unique pages, so 512*2k accesses to TLB L2. on the 4k stride, there would be 512 unique pages still, but 512*4k TLB L2 accesses.
For the 1M array case, you'll have 256 unique pages overall, so the 2k stride would have 256 * 2k TLB L2 accesses, and the 4k would again have twice.

This explains both why there's gradual perf drop on each line as you approach 4k, as well as why each doubling in array size doubles the time for the same stride. The lower array sizes may still partially enjoy the L1 TLB so you don't see the same effect (although i'm not sure why 512k is there).

Now, once you start growing the stride above 4k, you suddenly start benefiting again since you're actually skipping whole pages. 8K stride would access only every other page, taking half the overall TLB accesses as 4k for the same array size, and so on.