On some useful properties of the Perron eigenvalue of a positive reciprocal matrix in the context of the analytic hierarchy process

On some useful properties of the Perron eigenvalue of a positive reciprocal matrix in the context of the analytic hierarchy process

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Article ID: iaor1997254
Country: Netherlands
Volume: 70
Issue: 2
Start Page Number: 263
End Page Number: 268
Publication Date: Oct 1993
Journal: European Journal of Operational Research
Authors: ,
Keywords: analytic hierarchy process
Abstract:

A positive n×n matrix, R=(rij), is said to be reciprocal if its entries verify rji=1/rij>0 for all 1•i, j•n. In the context of the analytic hierarchy process, where such matrices arise from the pairwise comparison of n≥2 decision alternatives on an arbitrary ratio scale, Saaty (in Journal of Mathematical Psychology, 1977) proposed to use μ=(λmax-n)/(n-1)≥0, a linear transform of the Perron eigenvalue λmax of R, as a measure of the cardinal consistency in an agent’s responses and posed the problem of determining how it might vary as a function of the rijs. The authors also suggested that an upper bound could be found for that consistency index when the entries of R are restricted to take their values in a bounded set. Both of these questions are answered here using classical results from linear algebra.

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