Why not use a string resource. Read that string, seperate it on the comma's and parse each number. When you have read the string, all seperating and parsing can be done in one line of LINQ.
Example:
string myResource = "1, 2, 3.4, 5.6";
double[] values = myResource.Split(',').Select(Convert.ToDouble).ToArray();
Otherwise you could serialize your array with doubles once to a binary file and deserialize it in your code.
If parsing is your main concern (because of speed), store the result locally in a private cache. Each time the array is requested, just make a clone of it.