Try:
ILArray<double> A = ILMath.vec<double>(10.0,0.5,15.0);
More array creation functions can be found in the Array section of the documentation. A number of quick reference charts is also available:
ILNumerics' getting started: http://ilnumerics.net/media/oldres/img/ILNumerics_ArraysUsage.pdf
ILNumerics for Matlab users: http://ilnumerics.net/media/oldres/img/ILNumerics4MatlabUsers.pdf
Last but not least the class reference for all ILMath
functions:
http://ilnumerics.net/apidoc/?topic=html/Methods_T_ILNumerics_ILMath.htm