To ensure that you don't scan the 'real' devices and not the multipath devices, you need to change the filter in /etc/lvm/lvm.conf and rebuild the cache.

Find the filter line and change using your favourite editor.

####filter = [ "r|/dev/cdrom|" ]  ###Original filter
filter = [ "a|/dev/sda|", "r|/dev/sd.*|", "r|/dev/dm-.*|", "a|/dev/mapper/mpath.*|", "r|/dev/.*|" ]

Now rebuild the cache.

eddie:~# rm /etc/lvm/.cache
eddie:~# vgscan