If by initialize you mean create a RAID array from scratch. Then here's a quick & dirty guide I wrote years ago. (It's for RAID 1)
Configure 2 partitions
Press “m” to get the help menu
Press “p” to print existing partition table
Press “n” to create new partition
Press “t” to change partition type (press “l” to list the types. Choose “fd” for Linux RAID Auto)
Make another partition with the above 2 steps
Press “w” to save the partitions created
To re-probe the partitions that you created. If you don’t run this command, the kernel won’t be able to see the partition.
Create the mount point for the software RAID to be used later on. Create a directory under /mnt called “raid”
Create software RAID device
# mdadm --create /dev/md0 --level 1 –n 2 /dev/hda6 /dev/hda7
In this command, we assume that the partition that you have created is /dev/hda6 and /dev/hda7. It may be defer from yours. To check the partition that you have created you can use “fdisk –l” command
View the config file for the software raid after creation
Format the software raid space
Mount the software RAID disk space to the mount point that we created earlier.
# mount /dev/md0 /mnt/raid
View the size of the software RAID that was mounted.
View the details of the software RAID
# mdadm --detail /dev/md0