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A Synopsis of The Theory Behind AHP and ANP
A Synopsis of The Theory Behind AHP and ANP
The Theory
Behind
AHP/ANP
are limited to their intermediate size range and the firings of their neurons are
limited in intensity, it is clear that there is a limit on their ability to compare the
very small with the very large. Pairwise comparisons should be made on
elements or alternatives that are similar in size or homogeneous, that is, no
element in a set of elements to be pairwise compared is more than 9 times
another. The more separated they become, the more the need to put them in
different groups and link these groups with a common element from one group
to an adjacent group of slightly greater or slightly smaller elements.
From all the paired comparisons, one derives a scale of relative values as
priorities. Because of inconsistency among the judgments, it is mathematically
necessary to derive the priorities in the form of the principal right eigenvector
of the matrix of paired comparisons. The priorities must be invariant, which
means if the judgments are weighted by the priorities of the corresponding
elements then added one should get back these priorities. It has been proven
that only the principal eigenvector satisfies this invariance requirement. The
eigenvector (to which corresponds a left principal eigenvector that is its
reciprocal, particularly when the matrix is consistent) captures the dominance
of one element over another along paths of different lengths. Priorities from
path dominance at any power of the matrix are obtained by summing each row
and normalizing the resulting vector. The left eigenvector is obtained from the
normalized column sums and captures priorities of being dominated. The
upshot of all this is that we want to compute the vector of positive entries from
the limiting powers of the matrix to get the eigenvector. In 1907 Oskar Perron
proved that this vector is the principal eigenvector and it corresponds to the
largest eigenvalue of the matrix that is real, positive, and a simple root of its
characteristic equation and it dominates all other eigenvalues in modulus.
We learn from making paired comparisons in the AHP that if A is 5 times
larger than B and B is 3 times larger than C, then A is 15 times larger than C
and A dominates C 15 times. That is different from A having 5 dollars more
than B and B having 3 dollars more than C, which implies that A has 8 dollars
more than C. Defining intensity of dominance along the arcs of a graph and
raising the matrix to powers measures the first kind of dominance precisely
and never the second. It has definite meaning, and, as we shall see below, in
the limit it is measured uniquely by the principal eigenvector. The use of ratios
used to represent dominance leads to this idea of dominance and can be
verified by taking a matrix whose entries are written as ratios, raising it to
powers and checking that the resulting coefficients give the desired dominance
from any point to any other. There is a useful connection between what we do
with dominance priorities in the AHP and what is done with transition
probabilities both of which use matrix algebra to find their answers.
Transitions between states are multiplied and added. To compose the priorities
for the alternatives of a decision with respect to different criteria, it is also
necessary that the priorities of the alternatives with respect to each criterion be
multiplied by the priority of that criterion and then added over all the criteria.
The Fundamental Scale used for the judgments is given in Table 1. Judgments
are first given verbally as indicated in the scale and then a corresponding
number is associated with that judgment. The vector of priorities is the
principal eigenvector of the matrix. This vector gives the relative priority of
the criteria measured on a ratio scale. That is, these priorities are unique to
within multiplication by a positive constant. However, if one ensures that they
sum to one they are then unique and belong to a scale of absolute numbers.
Table 1: Fundamental Scale
1
Equal importance
3
Moderate importance of one over another
5
Strong or essential importance
7
Very strong or demonstrated importance
9
Extreme importance
2,4,6,8 Intermediate values
1.1-1.9 For comparing things that are very close
Use reciprocals for inverse comparisons
Use actual measurements from ratio scales to form
ratios or estimate this ratio by an absolute number
In the judgment matrix A, instead of assigning two numbers wi and wj and
forming the ratio wi/wj, we assign a single number drawn from a fundamental
scale of absolute (thus dimensionless) numbers to represent the ratio (wi/wj)/1.
It is a nearest integer approximation to the ratio wi/wj. The derived scale will
reveal the values of wi and wj. This is a central fact about the relative
measurement approach. It needs a fundamental scale to express numerically
the relative dominance relationship. The general eigenvalue formulation is
obtained by perturbation of the following consistent formulation:
A1 K
An
w1 K w1
w n
A 1 w1
M M
M
Aw =
w n K w n
w n
A n w1
w 1
M= n
wn
w1
M= nw.
w n
where A has been multiplied on the right by the transpose of the vector of
weights w ( w1 ,..., wn ) . The result of this multiplication is nw . Thus, to
recover the scale from the matrix of ratios, one must solve the problem
Aw nw or ( A nI ) w 0 . This is a system of homogeneous linear equations. It
has a nontrivial solution if and only if the determinant of A nI vanishes, that
is, n is an eigenvalue of A . Now A has unit rank since every row is a constant
multiple of the first row. Thus all its eigenvalues except one are zero. The sum
of the eigenvalues of a matrix is equal to its trace, that is, the sum of its
diagonal elements. In this case, the trace of A is equal to n . Thus n is an
eigenvalue of A , and one obtains a nontrivial solution. The solution consists of
positive entries and is unique to within a multiplicative constant.
Associated with the weights is an inconsistency. The consistency index of a
matrix is given by C.I . (max n) /( n 1) . The consistency ratio C.R. is
obtained by forming the ratio of C.I. and the R.I. that is associated with the
order of the matrix A from Table 2. The R.I. numbers are the average random
consistency indices computed for very large samples for matrices up to the
order of 10. A large number of reciprocal matrices are randomly generated
using the fundamental scale numbers 1/9, 1/8,,1/2, 1, 2,, 8, 9 and their
principal eigenvalues are averaged to form the Random Consistency Index R.I.
Table 2: Random Consistency Indices
Order
of
Matrix
10
R.I.
0.52
0.89
1.11
1.25
1.35
1.40
1.45
1.49
Drink
Consumption
Coffee Wine
in the U.S.
Tea
Beer
Sodas
Milk
Water
Coffee
1/2
Wine
1/9
1/3
1/9
1/9
1/9
1/9
Tea
1/5
1/3
1/4
1/3
1/9
Beer
1/2
1/2
1/3
Sodas
1/2
Milk
1/2
1/3
Water
Since a ping-pong ball and a basketball are too far apart to link them through
comparisons, we need to add other balls that are each gradually larger and
larger than the ping-pong ball but smaller than the basketball. We add a golf
ball, a tennis ball, a baseball, a handball, volleyball and a soccer ball. We first
compare the ping-pong ball with the golf ball and the tennis ball on the 1-9
scale. The tennis ball is then used again in a second cluster with the baseball on
the 1-9 scale in a separate homogeneous group. We then divide the relative
weight of the baseball by the relative weight of the tennis ball and multiply by
the tennis balls relative weight in the first cluster. Then we use the baseball as
the pivot ball with the handball in the third cluster and so on. Finally, we obtain
the result that 284.13 ping-pong balls are equal to the basketball as shown in
Table 3. Table 4 gives the actual relative volumes of the balls. We have not
considered the amount of space between the balls as they are packed inside
another ball (generally near 74% efficiency).
Table 4: Estimated Volumes of Eight Different Balls
First
group
Golf ball
0.179
Tennis ball
0.678
Inconsistency
ratio: 0.05
Second
group
Inconsistency
ratio: 0.00
Baseball 0.8
0.8/0.2=4
0.687*4=2.748
Fourth
group
Baseball 0.143
0.143/0.143=1
2.748*1=2.748
Handball 0.857
0.857/0.143=5.993
2.748*5.993=
16.468
Handball 0.15
0.15/0.15=1
16.468*1=
16.468
Volleyball 0.20
0.20/0.15=1.33
16.468*1.33=
21.902
Volleyball
Soccer ball
40.346 / 0.142 = 284.13 ping pong balls are equal to the basketball ball.
Basketball 0.368
0.368/0.15= 2.45
16.468*2.45=40.346
Inconsistency ratio:
0.03
Basketball
Table 5: Actual Volume Weights of the Eight Different Balls in the Four Clusters
First Cluster
Second Cluster
Third Cluster
Fourth Cluster
Balls
Actual
Balls
Actual
Balls
Actual
Balls
Ping-pong
Golf
Tennis
0.135
0.183
0.680
Tennis
Baseball
0.253
0.746
Baseball
Handball
0.108
0.891
Handball
Volleyball
Soccer ball
Basketball
Actual
0.162
0.217
0.265
0.354
Total
1
1
1
1
3
Actual standard volumes of the balls (cm ): Ping pong ball: 28.72, Golf: 38.77, Tennis:
143.72, Baseball: 423.67, Handball: 3471.73, Volleyball: 4642.26, Soccer ball: 5674.71,
Basketball: 7567.87
Linear Hierarchy
Goal
Criteria
component,
cluster
(Level)
Subcriteria
element
Alternatives
A loop indicates that
each element depends
only on itself.
C4
C1
Feedback
C2
C3
Loop in a component indicates inner dependence of
the elements in that component with respect to a
common property.
There are two kinds of influence: outer and inner. In the first, one compares the
influence of elements in a cluster on elements in another cluster with respect to
a control criterion. With inner influence, one compares the influence of
elements in a group on each one. For example, if one takes a family of father
mother and child, and then takes them one at a time, with say the child first,
one asks who contributes more to the child's survival, its father or its mother,
itself or its father, itself or its mother. In this case the child is not so important
in contributing to its survival as its parents are. But if we take the mother and
ask the same question on who contributes to her survival more, herself or her
husband, herself would be higher, or herself and the child, again herself.
Another example of inner dependence is making electricity. To make
electricity steel is needed to make turbines, and fuel is also needed. So we have
the electric industry, the steel industry and the fuel industry. What does the
electric industry depend on more to make electricity, itself or the steel
industry? Does the electric industry depend more on the steel industry or on the
fuel industry; on itself or on the fuel industry? The electric industry does not
need its own electricity to make electricity. It needs fuel. Its electricity is only
used to light the rooms, which it may not even need. If we think about it
carefully, everything can be seen to influence everything including itself
according to many criteria. The world is far more interdependent than we
know how to deal with using our existing ways of thinking and acting. The
ANP is our logical way to deal with such dependence.
The priorities derived from pairwise comparison matrices are entered as parts
of the columns of a supermatrix. The supermatrix represents the influence
priority of an element on the left of the matrix on an element at the top of the
matrix with respect to a particular control criterion. A supermatrix along with
an example of one of its general entry matrices is shown in Figure 2. The
component C1 in the supermatrix includes all the priority vectors derived for
nodes that are parent nodes in the C1 cluster. Figure 3 gives the supermatrix
of a hierarchy and Figure 4 shows the kth power of that supermatrix which is
the same as hierarchic composition in the (k,1) position.
The Supermatrix of a Network
C1
e11
e12
C1
e1n
e211
e22
W = C2
e2n
CN
C2
e1n
e21e22
CN
e2n
eN1eN2
eNn
W11
W12
W1N
W21
W22
W2N
WN1
WN2
WNN
eN1
eN2
e
e11e12
NuN
W ij Component of Supermatrix
(j1)
Wi1
Wij =
(j1)
Wi2
(j )
Wini1
(j2)
Wi1
(j2)
Wi2
(j )
Win2i
(jnj)
Wi1
(jnj)
Wi2
(jn )
Wini j
10
Supermatrix of a Hierarchy
C1
C2
e11
e11
C1
e1n
e21
e2n
e(N-2)1
e(N-2) n
N-2
e(N-1)1
CN
eN1
e(N-1) n
eNnN
N-1
W21 0
0 W32
0
0
eN1
CN
e2n2
CN-1
C2
W=
e1n1e21
CN-2
eNn
0
0
Wn-1, n-2 0
0
0 Wn, n-1 I
Wk
0
0
0
0
M
M
0
0
Wn ,n 1Wn 1,n 2 K W32W21 Wn ,n 1Wn 1,n 2 K W32
K
0
0
0
K
0
0
0
M
M
M
M
M M
K
0
0
0
K Wn ,n 1Wn 1,n 2 Wn, n1 I
11
max
wj
j 1
j 1
wi
aij aij
n
min
a a
j 1
ij
ij
j 1
wj
wi
1 min
j 1
a
j 1
ij
( I A)
f (W ) f ( )Z ( ),Z ( )
, Z ( ) I , Z ( ) Z ( ) 0, Z
( )
n
i 1
j i
j i
i 1
( i ) Z ( i )
where I and 0 are the identity and the null matrices respectively.
A similar expression is also available when some or all of the eigenvalues have
multiplicities. We can see that if, as we need in our case, f (W ) W k , then
f (i ) ik and as k the only terms that give a finite nonzero values are
those for which the modulus of i is equal to one. The fact that W is stochastic
ensures this because its largest eigenvalue is equal to one. The priorities of the
alternatives (or any set of elements in a component) are obtained by
normalizing the corresponding values in the appropriate columns of the limit
matrix.
When W has zeros and is reducible (its graph is not strongly
connected so there is no path from some point to some other point) the limit
can cycle and a Cesaro average over the different limits of the cycle is taken.
For complete treatment, see the 2001 book by Saaty on the ANP, and also the
manual for the ANP software.
12
Goal
Satisfaction with School
Learning
Friends
School
A
School
Life
Vocational
Training
School
B
College
Prep.
Music
Classes
School
C
Note that there is an identity submatrix for the alternatives with respect to the
alternatives in the lower right hand part of the matrix in Figure 6. The level of
alternatives in a hierarchy is a sink cluster of nodes that absorbs priorities but
does not pass them on. This calls for using an identity submatrix for them in
the supermatrix.
Goal
0
0.32
0.14
0.03
0.13
0.24
0.14
0
0
0
Learning
0
0
0
0
0
0
0
0.16
0.59
0.25
Friends
0
0
0
0
0
0
0
0.33
0.33
0.34
A
0
0
0
0
0
0
0
1
0
0
B
0
0
0
0
0
0
0
0
1
0
C
0
0
0
0
0
0
0
0
0
1
Learning
0
0
0
0
0
0
0
0.16
0.59
0.25
A
0
0
0
0
0
0
0
1
0
0
B
0
0
0
0
0
0
0
0
1
0
C
0
0
0
0
0
0
0
0
0
1
Figure 6: The Limit Supermatrix of the School Choice Hierarchy showing the same
Result as Hierarchic Composition.