Blackmore got the idea from a certain type of classical guitar that featured it. I played one of those things (a scalloped Strat) once, you need a good ear and very even hand pressure to not have them sound out of tune, I sounded horrible with it, but then as a bassist I tend to press too hard on guitar strings. Yngwie still probably came up with it himself, because - as we all know - his Blackmore influence is minimal at best. It really is like saying eggs and omelettes had something to do with each other, humbug.
