I agree with David's answer, as that's what I use. However, there is an alternative approach you could take which is worth considering (all situations are different after all) - it's something I would consider in the future if I had another similar requirement.
You could bulk insert the updated records into a new table in the DB (using SqlBulkCopy) which is an extremely fast way of loading data into the db (example). Then run an UPDATE statement on your main table to pull in the updated values from this new table which you would drop at the end.
The batched update approach of using SqlDataAdapter allows you to easily deal with any errors on specific rows (e.g. you could tell it to continue in the event of an error with a specific updated row so it doesn't stop the whole process).