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Properties of A Positive Reciprocal Matrix and The
Properties of A Positive Reciprocal Matrix and The
Properties of A Positive Reciprocal Matrix and The
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All content following this page was uploaded by Shunsuke Shiraishi on 08 March 2021.
(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
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
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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,
=
Definition 2 LetA =
(aiDbe an n × n positivereciprocal matrix. A issaid to be consistent
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
=
Contrary,
letA beconslstent,Then we have
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
aij'ag'k == (ptlj'ail)(alk
rtjl)alkail = = aik・
[Frame
method]
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.
k= O, co = 1, Ao == E,
k =
1, ci = -trace(AAo) == -traceA = -n,
Ai =
AAo + ciE = A - nE,
Since (i,i)-component
of A2 isE;-L..i
aisaj, =:
n, we have
c2 = -3(n2 -n・ n) = o,
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
and
一 ) 一
A3 一 nA2 )一 一 一・ ・}
・
・・ 一
・aCe 嶇 ( 一
・aCe
・
・… eA ・
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
・
Directlcalclllation
−
sllows
・・t ・
that
一
・・ 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
禁
Σ ai ゴ・ゴ・aki 2.
( 2)
i,k =1
ゴ,
.
” n n
十
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
お
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
(
)
α訛
駒
〉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
3 Σ (旃 + ’
)+ 3・ .
児 +
+ − ・
1 砺 aij α 1
≦ 1
i < ゴ≦TL η 十 ゴn 十
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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
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, c3 = O is equivalent to
atj'aJh atk
+ =2, fbrall i< 2'< k.
aik aijajk
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
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(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) -
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
(3.3)
]ii.li2
]ii.]1
iseasily
aij ajni; +
verified
atjiaj.x
such that
(3.3)
xo
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Remark 2 (i)
When n = 3, itiseasily seell that this rnethod yieldsc3(xo) O so t,hattheit;
=
xo =
te.itll.;,
(
k#i.f
)' atkakj)i(
kli,j'
a,iakj
3.2. Harker'sMethod
'Ib
into the yacantcornpoiient to construct a coinplet,e reciprocal matrix .4(w). Then consider
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,
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,
412 S.Shhaistii,
TObata&M/ Daigo
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) =
l ・・・ -aLn
A-A= I .O i ,
-ani ・・・ 1
which means A.. == A...(xo),Ifwe remark that A...' }irn generally.holds [2], we can show
3.3. ComputatienalExperiment
In this subsectien, we give a computationa} experiment which compares the values of
[Experiment]
Step 1 Randomize aij with values 1,... and their reciprocal fori < j except ain.
,9
[10].program
A is written in GNU C. Under 10,eOO trialsfor each sizc of n 4, . . . 15, we =
,
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 ==
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
=
1- 1111
A=1111
112
1 1/2 1'
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-
References
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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