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Properties of a positive reciprocal matrix and their application to AHP

Article  in  Journal of the Operations Research Society of Japan · September 1998


DOI: 10.15807/jorsj.41.404

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Journal of the Operations Researc}]


Societyef Japan
Vol. 41, No. 3, September 1998

PROPERTIES OF A POSITIVE RECIPROCAL MATRIX AND


THEIR APPLICATION TO AHP

Shunsuke Shiraishi Tsuneshi Obata Motomasa Daigo


7byama University OitaUniversity Doshisha U)iiversity

(Received
April 16,1997;FinalDecember 15,1997)

Abstract The chamacteristic polynomiai of a positivereciprecal matrix has sorne notewerthy properties.
They are deeply related to the notion of consistency ofa pairwise comparison rnatrix of AHP. Based oll the
'or
results, we propose a method ± estimating a rnissing entry of an incompletepairwise comparison matrix.

1. Introduction
In AHP(Analytic Hierarchy. Process), positivereciprocal matrices appear as pairwisecom-
parisonrnatrices [6, 7, 8, 10]. It is a inain ingredient whicii supports anal.vt・i¢ al feature of
AHP. Based on the pairwise comparisoii matrix obtained by oral questioiiing,AHP esti-
mates a priority vector of factorsinvolved.By Saaty'seigenvector method, one computes
the priorityvector. However, itisa hard task to solve the eigensystem exactly, because it
requires solving an algebraic equation of highdegree.Sincethe eigenvector met・hod requires
only the principal eigenveeter (Perron-Fl;obenius
vcctor) of the matrix, one practicallyuses
the power method in general[10].
By the clevelopmentofhigh-perfbrmanca
recent compnter

environment, any decision maker can usc the eigenvector rnethod easily, On the other hand,
at・tentions to the characteristic polynomial of the pa,irwisecomparison matrix seem te have
been paid little.It seems that the existence of the power method has been limitingthe
investigation of thc characteristic polynomial. Ifone examines the characteristic polyno-
mial in detail, one sees that itisdeeply related to the notion of consistency of the pairwise

comparisoiL rriatrix・. In this paper, we shed a Iight on this relationship.


Tiheeigenvecter metliod also yields a rneasure forinconsistency. The degreeof inconsis-
tency is measured by the prillcipaleigenvalue A..., IfA is a pairwise comparison matrix

ef the size n, itis known that A...}i n and A is consistent if and only, if A... n [10], =

Hence, one sees the consistency by the quantity A,,,.. n. Normalizingby the size of the
-
matrix, the censistency index (C.I.) isdefinedby
Amax - n.
c,I, .,

n-1

Decisionmakers are required to do a pairwisecomparison so that C.I,would not be as fa,r

from O as possible. IiiSection2, we show that itiscumpletely. determined by the coeMcient


of the degree n - 3 of the characteristic polynomial whether C.I. O or not. Based on this =

fact,in Section3, we propose a new inethod forcstimating a missing datum of an incomplete


pairwise comparison ma,trix.
When the pairwise comparison matrix has a rriissing entr'y, itisan importantsubject to
estirnate a priority
vector from the incomplete matrix. Severalmethods have been proposed

404

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PositiveReeiprocaJMhtrutrand AHP 405

forthls subject (see


[2,
9] and references therein). It seems
that, in principle,any of such
method aims to make C.I,good. We would liketo aim to minimize
also C.I.However, it
is not an easy matteT to minimize C.I.exactly. Insteadof minim!zing C.I.,we propose a
heuristicmethod which isexpected to make the value of C.I,good. We also compare this
method with Harker'smethod [2]by a computational experiment.

2. CharacteristicPolynomials
In this section, we investigate
the characteristic polynomialof a positive reciprocal matrix,
When the matrix is consistent in the se]se of Saaty,the characteristic polynomial has
a considerably simple form. Surprisingly,
we will show that only one eoeficientof the
polynomialcompletely determineswhether the matrix isconsistent or not.
We begin by definitions.
Definition 1 Let A (aio・) be an n x n real matrix,
=

1. A issaid to be positive provided that aij > O forall i,o' 1,.・. =


,n.

2. A issaid to be reciprocat provided that aio・ -- 11a2-iforall i,j 1,.. . =


,n.

Hence, a positive reciprocal matrix has a form such as

1 ai2 t・・ ain


11ai2 1 ・・・ a2n

11ain lla2n ''' 1

Definition 2 LetA =
(aiDbe an n × n positivereciprocal matrix. A issaid to be consistent

(inSaaty'ssense) provided that aijajh = aik forall i,o',k l, ・ ・・ =


7 ns
We consider the characteristic polynomia] of a positive reciprocal matrix A:
- A).
l]Z(A):= det(Allr

We will show several propertiesof R,L(A) in connection with the consistency of A. Frem the
general theory of the characteristic polynomials,we know that
FL4(A) A" -
==
(traceA)A"-i
+ ・・ ・+ (-1)"
detA.

Since A is positive and reciprocal, the diagonalelements of A are all 1. Thus we have

Il,I(A) An -
= nAn-i + .. ・+ (-1)n
det A.

When A is eonsistent,
Ih(A) has a considerably simple fbrm. The fo11owing result was
implicitlysuggested in [8,
Chapter2,Theorem 2.2].
Proposition 1 Let A be an n x n positive reciprocal fnatrix. 71henA is consistent ofand
only of
IZ4(A) A" . = nAn-i.

Proof IfR4(A) A" - nA"-i, = then the characteristic equation Ih(A) O has solutions
=

A O,n. Hence,the maximum


: eigenvalue of A isn, which isthe case A isconsistent (see
[iO]).

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406 S.Shiraish4Z thaia& M llaigo

Contrary,
letA beconslstent,Then we have

1-A a121--A - aln・


a21 a2n
det(A-AE) =-det

anl an2 "1-A

1 -A1 a12am(l alnaln


-A) ---
a2i・・Ja.i det

1 a12 ain(1 -A)

1-A 11- ・1・1

1 A・
=- det

1n-A 1n-A1-A・1-A
・n-A
1 ・1
= det
1 1111 ・1-A

1
1- A I
=:
(n-A)det
1111O 1-A
---1o
-A
=
(n-A)det
oo -A
=
(n-A)(-A)n-i.
Thiscompletestheproof. D

Remark 1 In the proofof Proposition1,we only use the relatioll

aijajk == aik, fbrall ]',k== 1,,..,n, (2.1)


This means that it sttMces to show (2.1)
to verify the consistency of A. This factis directly
proven as fo11ows.
Let A satisfy (2,1), fbrall i,2',k 1,. ..
then ==
,n we have

aij'ag'k == (ptlj'ail)(alk
rtjl)alkail = = aik・

In the context of AHP, a pairwise isdesirable


comparisonto be consisten't so that
matrix
Amax n. It'
=:
the is inconsistent,
comparison the additional terms of the degree lessthan
n - 1 appear and they give an effeet to make t,hevalue A... Iargerthan n, XVewill examine
the additional terms in detail.Tb calculate the eoeficients of the additional terms, we use
the following `Frame
method' [3].

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[Frame
method]

Let A be an n × n matrix. Define ck and Ak, k O, == ,.. ,n as foIIows.


Step 1 Set co 1,Ao = k= 1, Go to Step2.
ll], =

Step 2 Compute

trace(AAk-i)
Ch=M
k
T

Ah = AAk-1 + cA,E.

Go to Step3,
Step 3 Ifk n then = stop, or else set k = k + 1 and go to St・ep
2.
'the
Then the result,ing numbers ck, k = 1,,... ,n are coeMcients of
Phecharacteristic
polynomial of A. That is,we have

'
l]k(JSL)
= )X"
+ ciA"-i + ・・ + ・
c.-iA + c..

Usingthe framemethod, we caleulate c2 and c3. For positive reciprocal rrlatrLces. '
the
coeMcient c2 a,lways vanishes.

Proposition 2 ijA ispositiveand reciprocal, then c2 O. =

Proqfi Applying the frame method iterat・ively,


we have

k= O, co = 1, Ao == E,

k =
1, ci = -trace(AAo) == -traceA = -n,

Ai =
AAo + ciE = A - nE,

k == 2, c2 = -Strace(AAi) = -5{traceA2 -n・traceA}.

Since (i,i)-component
of A2 isE;-L..i
aisaj, =:
n, we have

c2 = -3(n2 -n・ n) = o,

The consistency of the 2 × 2 positivereciprocal matrix fbllowsfrem the pro posltlons


abeve,Corollary

1 Any 2 × 2 positive reciprocal matrix is consistent.


Proof: It is obvious from Propositions1 and 2. a

The coeMcient c3 of the degreen - 3 israther simple so that we can treat iteasily.
Proposition 3 Let n }l:
3. ijA is a positive T'eciprocal n × n matrix, then

c3 = 2
¢)-,.Z,..,(a/7,Zj a,k
==
z{2-(aijajk+ )}.
i<J'<k aik aij-aj ic

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& ルノ Oa
忽o

Proof: By  the  frame method ,


 we   have
                   A2 =
AA1 + C2E = 朋 1 = A2 − nA

and

 
  
  
  
   一 ) 一
A3 一 nA2 )一 一 一・ ・}

・・ 一
・aCe 嶇 ( 一
・aCe
  ・
・… eA ・

Hellce we  get the  rcquired



 res111t  froln
 the  fbllowing lemma . 口

1emma   1  Le:t ’ ・   lf
re ≧ 3 ,  A  is
  a  positive
 re 吻   α♂似 π π己α 孟 呶 tんen

 
 
  
  
 
  
  
 
   … ceA3 − ・
、 …欝


1竃 (
1) 、
)一 ・ …
3

Prooプ} 、Ve prove by illductioIl


 ol1       児 〔〕  f the size  of  the rnat ,
rix  A .
Let 7?.= 3. λ)= λ3 − − det A .
2
1 °
  Then  PA ( 3λ    Hence  by the franle  method ,
 we  

have

 
  
  
  
  
  
 
Directlcalclllation
   

sllows
・・t ・

  that

・・ 一 一
1 ・… e A :1 − 3
( ) 一 一 … e・

+ …

 α 12
                                               α 23
       α 13 −
                     
                                     且  

           十         det 2.
                                            α 13     (1・12 α 23

Thus  the required  result  holds when  n 3. =

2 Let A  be an ( n 十 1)× (


.   Then  we
°
7lt十 1)positive reciprocal  nlatrix .   have
                                n十 1
t,
raceA3 =
Σ⊃ α
り αゴk α hi
”ゴ’ ’


Σ ai ゴ・ゴ・aki 2.
( 2)
i,k =1
ゴ,
  .
”                                     n                                    n


Σ α叶 ・ ゴ触 噺 + 1 + Σ
・翻 α。 + ・kaki +
Σ a ・jaj . + ・α 。 + li 2.
( 3)
j,
k 1             
= k=
i,=1              ゴ護 = 1

れ                                           n

十 Σ ・
+ 1 + 1an + 幽
,、 。 + 1 +
・ in
+ 1 α曲 。
Σ 、+1
α ,、
+ 1i
k = 1                                  i=
=1

 
十 Σ ・n
+ 1ゴ・ ゴ叶 ・α 。 + 1副
」;1
十 αn 十 ln 十 1a ’
n 十 ln 十 1an 十 ln 十 1

By  the  assumptioll   of the induction  we ,


  have

 
 
  
  
 
  
  
  
  (

α訛

〉一 ・
κ
2) 3
2.

       ≦ ゴ ≦
i 〈 〈 k・

( ・ +
ik
  正
Σ

α αi
ゴa 」k 詈 ・ n3 ・

By  the direct
 calculation  we

 have
                                n                                   n                                  n

         
(2.
3) 一
Σ ・n
+ 晩 … ,、 +、 + Σ ・ in
+ lan + 1k
・ ki +
% Σ ・
j ,, + 1α 。 +1 ・
                        ゴ≠k               l ≠i               i≠ ゴ

                                れ                                   TS                                    れ

             + Σ an + i・iia,


1. in+ 1 + Σ ・i・n + 、αn + 、編 + Σ… a・ . . 、・。 +ii
                        ゴ; 1               ic
= ⊥              i・
=1
α 1 αれ

                     3 Σ (旃 + ’
)+ 3・ .
児 +
+ − ・

1      砺 aij α 1
                           
                 ≦ 1   
i            < ゴ≦TL   η 十 ゴn 十


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PositiveReciprocal Mlatrixand AIIP 409

Hence, we have
icjk)
'a' - 6(T3t)+ + 3n + 3n + 1
traCeA3 3 +
£ n3
==

a
isi<j;ts.+i(a'::kjk

= 3
isi.,,Z.,g..,("'ia' ,",k'k
+
.,l,.kic,,,)
-r 6("
g 1)
+ (n+ 1)3

Corollary2 Let n ) 3. .ITA isa positive reciprocal n × n matrix, then c3 S O.


Proe.f'From the well-known lnequality.between arithmetic and geometricmeans, we have
aio・aj・le aik
+ > 2.
aik aio-av-k

Once we obtain the exact formula indicated in Proposition3, we can judgethe collsis-
tency of A only frointhe coerncient c3.

[:rtze2rrb7yMfic3L=eto?
2 3 andA be a positive reciprocatn × n matrix, Then A isconsistent if
Proqft From Prope$ition3, we know
a,ic
c3 :.

2 {2-(atjajk+ )}.
i<j・<k, aile ai,iaj-k

Hence, itisobvious that c3 O when A isconsistent. =


On the contrary, letc3 == O. As was
mentioned in the proof of Corollary2,
a,ijaj・k aik
+ > 2.
aik aijajk

Hence, c3 = O is equivalent to
atj'aJh atk
+ =2, fbrall i< 2'< k.
aik aijajk

It occurs ifand only if


'
aijajk= ath
, fbrall i<j<k,
aite aij・aj-k

By positivity
of A, we have
aija]・k =: ath, forall i<j<k.
Settingi= 1,in particulariwe have
al.iaj'k = alk, forall j'< k,
For k < j',we have
1 1 1
aljaj'k == a12'- = alj alh = alj-alk == alh-
ahj alkahj' alj

As we mentioned iR Remark 1, thcse relations assure the consistency of A, D

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3. Estimating a Missing Datum ofIncomplete Matrices


The purpose of this section is to present a method fbrestimating a missing datum of all
incomplete matrix, The methed is based on the results of the previous sectien. "・lealso
discusst,hecomparison with Harker'smethod [2].
3.1. ProposedMethod
"TO consider an incompletepairwise comparison matrix which liasone missing entry. XVith-
out lossof generality, wc ina}r assuTne the inissing entry is (1,n)-coml)onent (hence,
so is

(n,1)-coinpoiieiit)of the rnatrix. NVe deiiot,e the value of t.heTnissing entry by ar,and t,he
rnat・rix by A(n;).Hence, the incornplete inat-rix t,reated here has the fk)11owing forin:
111a]2 a12 ' xa2n,
1・
A(x) -

1!x 1/a2n ' 1


Denote the largest eigenvalue of A(x) by, , are content ifwe can solve the
fo11owingoptirnization problem:

min
=
A...(x). (3.1)
Severalstudies are devoted to solve the minimization problem of the largesteigenvalue
(see [4,5] and references therein). Though these studies have been sueceeded much, they
are not applicable to our problem. It isbecause they mainly traat syTnmetric matrices.

Insteadof solving (3,1) exactly, we propose a heuristic method which is based on t・he
results ofthe previous sect/ion. Itisexpected te makc the value A...(x)good. Let c3(x) be a
coeMcient of A"-3 of the characteristic polynomialefA(x). From Corollary2 and Theorern 1,
we know c3(x) S O and A(m) becomes collsistent・ if we are able to rnakc c3(t:) O. Hence, =

it is expected that the consistency. of A(x) gets betteras c3(x) gets closer to O. Based on

the idea,we propose the fo11owing method, Consider


max
x
c3(m), (3.2)
(3,1).
insteadof Then we proceed:
IProposed
method]

Step 1 Find xo of the solution of the problem (3.2).


Step 2 Calculate the largesteigenvalue of A(xe) and itsasseciate eigenvector,

Step 3 Normalize the eigenvector intoa priorityweight veeter.


From Proposition3,
aJ'k atk
c3 =
2 {2-(aij
i<j・<k
aik
+
aijajk
)}.
Thus the problem (3,2)
isequivalent to

The solution xo of the problem


m.m

(3.3)
]ii.li2
]ii.]1
iseasily
aij ajni; +

verified
atjiaj.x

such that
(3.3)

xo

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PositiveReciprocal Mh tr:ix and AHP 411

Remark 2 (i)
When n = 3, itiseasily seell that this rnethod yieldsc3(xo) O so t,hattheit;
=

resulting matrix A(xo) isconsistent. (ii


)VkJhenthe missing entry is (i,.i)-corriponent・,
is
obvious that xo should be

xo =

te.itll.;,
(
k#i.f
)' atkakj)i(

kli,j'
a,iakj

3.2. Harker'sMethod
'Ib

estimate missing data,Harker proposed nnother heuristicmethod


' [2,
9].His method is
based on the fbllowingidea. If (i,,j')-componentis inissing, put the artificial value ivi!uJj・

into the yacantcornpoiient to construct a coinplet,e reciprocal matrix .4(w). Then consider

the eigensy. stem problem:


A(zv)・ tv = Aw.
For example, let

where n isa missing entry. Then


.,.
(iL2
?) ,l,

i)(fi.l)
(,,l,)z,
"'i W3

A(iv) .=
,l,
whieh givesA ・w after simplification with

Fbrmally,Harker'smethod is written
A-(i:,2

as
,i, i)
foIIows,Givenincomplete matrix A =
(aij),
definethe corresponding derivedreciprocal matrix A (aij)
by ==

1+mi, ifi=j',
aij = O, ifi l o'alld (i,
p')-component ismissing,
aij, otherwise,

where mi denotcsthe number of missing componerits in the i-throw.


[Harker's
method]
'
Step 1 Construct a denve d reciproeal matrix A of A(x).
Step 2 Calculatethe largesteigenvalue A.. of A and itsassociate eigenvector.
'
Step 3 Normalize the eigenvector intoa priorityweight vector.
Hence, ifwe apply Harker'smethod to A(x) having(1, n)-rnissing component, we haye
2 ai2 ・・・ O
a2i 1 ・+・ a2.
A .,

0 a.2 '`'
2
NVe discussthe comparisorL betweenHarkar's and our propesed method.
comparison isespecially stressed on the values of Amaxmethod
and Arnax(xo),
In some cases,Theboth
methods are coincident,

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Theorem 2 Let (1,n)-cornponent


isthe oniy missing entrzt ofA. U
'
aij'a.in=aikaicn, forattj,k=2,.,.,n-l,
then Harker's7nethod and our method are coincident.

Proof' If we set, iti. = ::o =


(Ej"-:2i aij-ajn)/(EIISS-:2i
.,,i,,,.),
then we have

ain=ai.ia.jn,
'
forall .i=2,...,n-1. (3.4)
Set a.i =
11ain and
1 ai2 ''' alna2・n
a2i 1 ・・・
A = A(mo) =

anl an2 ''' 1

Let・Ama.(xo) be the largesteigenvalue of our eigerisystem problein A -.uJ= A?iJand w be an


associated cigemrector of it. VLJesho"r that Arnax(:;o)and w are aiso a solution of Harker's
eigensyst・em problern A ・ Aw. Since 'tv =

l ・・・ -aLn

A-A= I .O i ,

-ani ・・・ 1

it is enough to show that wi == O. A...(xo)w,we have


'
Wi+ai2W2+''' Amax(xo)wii (3.5)
aniWi+an2w2+ Amax(xo)w・f,-
'
(3.6)
From (3.4), we know a・i.・ a..i rm-aiJ・. Hence, subtract (3.6)xai.from (3.5) to obtain
A,.a.(xo)(wi -ai.uJ.) Itisknown that =O,
[101,
so we have wi-ai.w. e. ==

Hence, we see A,...(xo) isalso an eigenvalue eigensystem probleni,


XVe can verif}J JSL,,,a.(::o) A,r,a.as fo11ows. = a lefteigcnvector of v ・A = Av
associated to A.... VVe note that, by the Perron-Frobenius Theorem [31,
we may assume

v,w>O. Then we have ・

ArnaxV' ZV = V ' A '11J = V -Amax (fVo)Ul


Amax(XD)V
'Wi
==

which means A.. == A...(xo),Ifwe remark that A...' }irn generally.holds [2], we can show

in the sarne manner that A,,,..


is also the maximiim eigenvalue of our eigensystem. a

3.3. ComputatienalExperiment
In this subsectien, we give a computationa} experiment which compares the values of

Ainax(xo)and A,.ax.Illthe context of AHP, the maximum eigenvalue is desirableto be


as small aspossible so that the cornparison would be near consistent, So, itis natural to
consider t/hat)L,...(xo)
measures the performance of our method and A... measures the
perforniance of Harker'smethod, respectively, Hence, we judgea method isgood ifitshows
lessvalue than t,heother. The experiment, is desig'nedas fo11owsto judgewhich method

reveals a good performallce.

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[Experiment]
Step 1 Randomize aij with values 1,... and their reciprocal fori < j except ain.
,9

Step 2 Construct A(xo) and A.


Step 3 Coml}are )Lmax(xe) and )Lmax・
To calculate eigeiivalues, we use the power niethocl with st/opping crit・erion E IO-8, As =

forthe power inethed and itscoinputer implementationincludiiig stopping criterion, consult

[10].program
A is written in GNU C. Under 10,eOO trialsfor each sizc of n 4, . . . 15, we =
,

obtained the followingtable.

Table l: Results
n 4 7 or 8 9 6
#of.INTIrl9,9987.727'
6,7Jr66,079Jr,6475,397
TL 10 11 12 13 14 15
#ofwhi 5,204 5,085 5,181 5,O03 5,033 4,984

In'thetable, C#
of "rin' counts how rnany times the situation )Lma.(xo)< 51rnax occurs.
That isthe case when our inethod reveals betterperfbrmance than Harker's.
Frem t-hcresult, we may say that our method is betterthan Harker;s except n 15. =

Particularly. itshows a, marked trend when the size of thc matrix isnot large,The com-
petit/iongets fiercewhen the size gets large,In the practical use of AHP, the size of the
pairwise comparison matrix isrecommended to be limitednnder 7 ± 2 [7, Chapter 3],so our
method seems to be effbe,ctive in pra,ctice,As fbrthe diffbrence between Amab(and Amax(xo),
the cases that satisflryr (),... - )L.ax(xo))IA,.. > O,Ol occurecl 1,560 tiineswhen n 4, 505 ==

tiineswhen n 5, l2 times when n ; 6 and no t,imeswhen n > 6,


==

4. Conclusion
This paper has primarilyprescnted the between the consistency
relationships. and the char-
acter'istic polynomials of a The
positive'reciproealmatrix,most interestingfactisconcerning
with the coeficient c3 of the degree n - 3 of the chara,ct・eristie polynomial. The pairwise
comparison is consistent, if and ollly ifitscoefficient・ c3 O, This property is not able to
=

expected t'orcoeMciellts of the degreeother than n 3. For example,


- letus consider a 4 × 4
positive reciprocal matrix A. Ill
this case, the characteristic pelynoinialturns to be

RA(A) == A` - 4A3 + c3A + det A.

Let us cerisider the fo11owingmatrix:

1- 1111

A=1111
112
1 1/2 1'

which is obviously inconsistent.


It isclear =
O. NNk]see tha,tthe nullity of the
coeMcicnt c4 callllot assure the consistency.
Secondar.v.we have proposed a method
, of estimating a missing datum forthe incomplete
matrices based oii this interesting
result above., In the presentpaper, we have only proposed
the rnethod forone missing datum. This is a drawback ef our method comparing with

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414 S.ShiLeishi,TObata& M Daigo

Harker'smethod. Harker'smethod has an advantage in the sense that itcan treat matrices
of many missing data.When there exists mere than two missing data,the dificultyof our
method stems mainly from solving

max
Xr)=2:...
c3(xhx2,.,,). (4.1)
In seme cases, we can solve (4.1)
Fbr example
easily. letthe (i,j')
and (k,l)components be
missing. Ifi,s',k,t are different
each itis obvious that the so]ution of (4.1)
other, has the
form represented by the formu]ain Remark 2 (ii).
Sincee3(xi,x2, , ..) is a posynomial,(4.1) can be converted to an equivalent minimiza-

tion problem of a differentiable convex function[1], Unfortunately,this problem often has


infinitely many solutions. So the new question arises. XVhichsolution isthe bestcandidate?
[Ibanswer the question, we feelthat we should take account in the coeMcients other than
c3. The prob]em addressed here isleftforthe futureresearch.

References

[1]A. Ben-Israel, A. Ben-fal and S.Z]obec: OptiTnality


in Nonlinear Programming (Jehn
Wiley & Sons,1981),
[2]P. T. Harker: Alternative modes of questioningin the analytic hierarchy pro'cess.
Mathl.
Modelling,9 (1987) 353-360.
[3]M. Iri:Linear Algebrall (in Japanese),(Iwanami Shot-en,1994).
[4]M. L. Overton: On minimizing the maximum eigenvalue ofa symmetric matrix, SL4M
J, Matrix AnaL Appl.,9 (1988) 256-268.
[5]J.-P.Penot: Centraland peripheral results in the study of marginal and performance
functions. IllA. V. Fiacco(eds.): Mathernaticag Programming with Data Pertubations
(Marcel Dekker, 1998),305--337,
l6]T, L. Saaty: The AnatyticHierarchyProcess (McGraw-Hill, 1980).
I7]T, L. Saaty: The AnalyticHierarchyProeessSeriesI(RWS publication, 1990).
[8]T, L. Saaty: 77}eAnalytic Hierarchy Process SeriesVI (RWS publication,1994).
[9]E, Takeda and P. L. Yd: Assessingpriorityweights ftromsubsets ofpairwise comparisons
in multiple criteria optimization problems. European J. Qper. Res,,86 (1995) 315-331.
[10]K. Tbiie:The AnalyticHieTurchyProcess:DecisionMaking (in Japanese),(Japanese
Scienceand [[bchnologyPress,1986).

ShunsukeShiraishi
Facultyof Ecenomics, Toyama University
[[byama 930-8555,Japan
e-mail: shiraQeco.toyama-u.ac.jp

Tsuneshi Obata
Facllltyof Engineering,Oita University
Oita870-1192,Japan
e-mail: obata@csis .oita-u.ac .jp
Motomasa Daigo
Facultyof Economics, DoshishaUniversity
Kamigyou-ku, Kyoto 602-8580,Japan
e-mail: mdaigo@mail.doshisha.ac.jp

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