The author, Edmund Morris, comments that "Roosevelt, who shared the ability to double-dictate with Napoleon, did not think his intellect was in any way remarkable. " This is in reference to TR's extremely prolific writing style, as he compiled a biography on Oliver Cromwell in a month. Does double-dictate refer to his ability to compose his thoughts and speak them in the exact, coherent manner as they were written?
It means he could dictate two things at once without losing train of thought on either. In TDR's case he would dictate official correspondence and such as governor and then, in between, dictate passages of his book to a second stenographer. Without any serious substantive errors in the text.