That cast is illegal. Just try to compile it and you will see that it doesn't work either.
The following code will perform this conversion:
var d = i.Select(x => (double)x).ToArray();
Unfortunately, you can't use it in the immediate window because it doesn't support lambda expressions.
A solution that doesn't require lambda expressions is the following:
i.Select(Convert.ToDouble).ToArray();
This could work because there is no lambda expression. Thanks to Chris for the idea.