Like so:
scala> Array(Array(1, 2), Array(2, 3))
res4: Array[Array[Int]] = Array(Array(1, 2), Array(2, 3))
scala> res4.getClass
res5: java.lang.Class[_] = class [[I
scala> Array.fill(2, 2, 2)(0.0)
res6: Array[Array[Array[Double]]] = Array(Array(Array(0.0, 0.0), Array(0.0, 0.0)), Array(Array(0.0, 0.0), Array(0.0, 0.0)))
scala> val a = new Array[Array[Double]](10)
a: Array[Array[Double]] = Array(null, null, null, null, null, null, null, null, null, null)
scala> a(0) = Array(10.0, 20.0)
scala> a(0)(0)
res10: Double = 10.0
UPDATE
scala> Array.ofDim[Double](2, 2, 2)
res2: Array[Array[Array[Double]]] = Array(Array(Array(0.0, 0.0), Array(0.0, 0.0)), Array(Array(0.0, 0.0), Array(0.0, 0.0)))
scala> {val (x, y) = (2, 3); Array.tabulate(x, y)( (x, y) => x + y )}
res3: Array[Array[Int]] = Array(Array(0, 1, 2), Array(1, 2, 3))