var A = new double[N];

double[] B;

[SuppressUnmanagedCodeSecurity]
internal static class MyFunkNative
{
    [DllImport("MyDll", CallingConvention = CallingConvention.Cdecl, ExactSpelling = true, SetLastError = false)]
    internal static extern int MyFunk(
          [In] double[] A
        , [Out] double[] B
        );
}

var ret = MyFunkNative.MyFunk(A, B);

public static class MyFunkNative
{
    public static void Start(ref double[] a, out double[] b)
    {
        MyFunk(a, out b);
    }


    [DllImport("FuncDll.dll", CharSet = CharSet.Auto)]
    private static extern void MyFunk([In] double[] a, [Out] out double[] b);
}

int MyFunk(double *A, double *В)

double MyFunk(double *A, double **B)
{
 *B = (double *)malloc(10*sizeof(double));
 printf("Memory for 'B' was allocated...\n\n");

 for (int i = 0; i < 10; i++) {  (*B)[i] = (double)i*2; }
 for (int i = 0; i < 10; i++) {   printf("B: %f\n", (*B)[i]); }
 return 0;
}