Double Harmonic Minor?
I don't know if there is such a thing, there is a double harmonic scale.
The double harmonic scale can be used 2 ways;
1) To outline a chord progression consisting of 2 major chords whose roots are a half step apart (F to E for ex.).
2) To outline a major chord by using approach tones above (or below) each one of the chord tones. So, for instance, if the chord was Abmaj (Ab C Eb) you could play G Ab, B C, D Eb, G Ab. To hear an example of this check out Steve Howe's infamous classical acoustic piece entitled "Mood For A Day" off the Yes cd Fragile. He uses the double harmonic scale as an intro to his melody.
Exotic scales like this are not often used to compose a melody through an entire song, but are usually briefly inserted into a melodic line to add interest/contrast/ or color.
