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Cj over Ci, referred as aji. The exact relation among these intensities of
preferences is assumed to be reciprocal, or in other words the reciprocity
condition is assumed to hold true
(6.1-1)
Also, it is assumed that one is indifferent in choosing among C i and Ci and
therefore the associated intensity will be one. This reflexivity condition
translates into
(6.1-2)
Therefore, a decision matrix is a square matrix with positive elements
satisfying conditions (6.1-1) and (6.1-2).
If criterion C i is preferred to criterion Cj with intensity aij and if
criterion Cj is preferred to criterion Ck with intensity ajk then consistency
assumes transitivity of preferences and proportionality of the corresponding
intensities. So, the consistency condition is
(6.1-3)
One can keep in mind that while the term decision matrix translates into a
square, positive matrix checking reciprocity and reflexivity conditions
(4.4.1-1) and (4.4.1-2), the consistency condition may or may not be
fulfilled.
Some remarks can prove useful in becoming confortable with the previous
definition.
Remark 1. A positive (2,2) matrix
which is automatically a consistent one.
is a decision matrix
is a decision
A priority vector
associated
and
therefore it has at most n real solutions. The highest solution is referred with
If
associated with
=n.
(6.2.-3)
(which in this case in n, the dimension of the matrix) (referred as the priority
vector), then
(6.2.-4)
This is actually the mathematical property, generally true in the theory of positive
matrices on which the concept of priority vector is based. Every element in the
decision matrix is assumed to correspond to a certain comparison among two
criterions. The fact that every this element is the ratio of the correspondent
numerical values (expressing importance, priority) in the eigenvector associated
with the highest eigenvalue makes this eigenvector to be declared as a winner or,
in other words, THE priority vector.
Further on, lets follow how these general definitions look like on matrices of 2 and
3 dimensions.
Consider
matrix, the correspondent eigenvalues and in the end see how the hypothesis of
reflexivity and reciprocity contribute to this calculus.
By
(4.4.2-1), eigenvalues
which is equivalent to
(6.2.-5)
Expanding the determinant it comes that
is
with
with
and
provided
(6.2.-8)
The two solutions of the (6..2-6) equation can be real numbers or complex
numbers, but lets add now the two hypothesis of reflexivity,
and
(6.2-9)
and reciprocity
(6.2-10)
Replacing (6.2-9) and (6.2-10) into (6.2.-6) one finds that
equation
(6.2-11)
It is clear now that the two eigenvalues for a (2,2) decision matrix are 0 and 2 with
=2. It is also clear that a (2,2) decision matrix is consistent, therefore one can
see how (6.2.-3) is checked.
In order to find the eigenvector corresponding to
with
so that
(by (6.2-2)).
(6.2-12)
to
or
Suppose next, that other one, having to compare the same two criterions, C 1 and C2
initially picked b=8 and then changed to b=9. This corresponds to a change in the
correspondent
priority
vector
from
to
or
) is
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1/9
2/8
3/7
4/6
6/4
7/3
Another thing one may want to observe in relation to Saatys integer scale is
the distribution of the correspondent priority vectors.
This distribution can be visualized by plotting in a
system of
at extremes indicating the fact that ones conclusions about the priorities are
too often either underestimated or overestimated.
In the end of this discussion regarding a (2,2) decision matrix one perhaps
would want to notice the particular convenient form of the priority vector
which allowed for all this considerations. When one upgrades to a (3,3)
decision matrix or it is considering instead a hierarchy, all the previous
scheme of reasoning becomes inapplicable.
which is
(6.2-13)
Assuming A is a decision matrix (positive, reflexivity and reciprocity) means
and
(6.2-14)
Replacing (6.2.-14) into (6.2.-13) provides the equation whose solutions are the
corresponding eigenvalues:
(6.2-15)
If the following notation is considered
then
(the
consistency condition for the decision matrix A).It can be easily proved that
the third degree equation in
than zero
),
is described by
(6.2-16)
It is easy now to check (4.4.2-4) namely
(6.2-17)
(6.2.-21)
which correspond to
(6.2.-22)
If the matrix a is a decision matrix which is not consistent then the priority vector
can be obtained through a iterative procedure as described below. The initial
decision matrix A is normalized by dividing each element by the corresponding
sum on the column, thus being obtained Anormalized . Then the matrix B= (Anormalized)2 is
computed. If all columns are identical, then the identical column represents the
corresponding priority vector. If the columns are not identical, then the matrix B is
normalized, then C= (Bnormalized)2 is computed and columns compared, till after a
large enough number of steps, all the columns are identical. The identical columns
provide the correspondent priority vector.
6.3. The consistency index and the random index
The consistency index (CI) measures the departure of a decision matrix DM from
the consistency condition. It is recalled the following important theoretical result in
the theory of positive, reciprocal matrices:
DM is a (n,n) consistent decision matrix if and only if
If DM is a (n,n) decision matrix then
=n.
(6.2.-3)
randomly extracted elements from the Saatys scale function {1/9,..1,9}, the
elements below the main diagonal are completed by taking the reciprocals, on the
main diagonal are ones and the correspondent CI is calculated, for 50,000 trials.
The correspondent average is the random index RI.
The consistency ratio (CR) is the ratio among consistency index and the random
index. Saaty recommends that the consistency ratio should always be smaller than
0.1.
6.4. Numerical scales in the literature so far
we admit that there must be some order in these quantification and consider instead
a set of linguistic labels
S={ s /=-t,-t+1,-1,0,1,..t-1,t}
where t=4,
s-4=extremely poor,, s0=fair,., s4=extremely good.
In the AHP framework for instance, Saaty pre-established the next
linguistic label set:
S={s-8,s-7,s-1,s0,s1,s8} (or, shorter, S={ s /=-8,-7,-1,0,1,..7,8})
where
s-8=extremely less important, s-7=very, very strongly less important,..
s-1=weakly less important,s0=equally important,s1=weakly more important,
s7=very, very strongly more important, s8=extremely more important.
In general (see Dong &all), it is required that the labels s , as elements in
the linguistic label set S, should satisfy the following characteristics:
> if and only if (iff) s>s
(1)
there is a negation operator: neg(s)= s-
(2)
A discrete linguistic label set can be extended to a continuous linguistic label
set
S={ s / [-q,q] } where q is a large enough positive real number. Such an
extension is sometimes referred as being the virtual linguistic label. Virtual
linguistic label set may appear in extended operations, while the decision maker
faces choices among a discrete label set.
Given a certain discrete linguistic label set S={s /=-t,..0,t}, the scale
gradation of a certain element s in S is its correspondent lower index, noted with
I(s).More specific, if s= s, then I(s)= .
A scale function associates to every linguistic label a real number. Thus, if
S is a linguistic label set (discrete or continuous), a scale function is a
monotonically increasing function f:SR+ with f(s)f(s-)=1 .
As one can notice, the way in which to the linguistic labels are associated
numerical quantifications is not uniquely determined.
Consider the next example:
S={ s /=-t,-t+1,-1,0,1,..t-1,t}
where t=2,
s-2=extremely poor,s-1=poor, s0=fair,s1=good, s2=extremely good.
The next alternatives of associating numerical values to the linguistic label set
could be considered:
(a) f1: SR , f1(s-2)=-2,f1(s-1)=-1,f1(s0)=0,f1(s1)=1, f1(s2)=2
(b) f2: SR , f2(s-2)=1, f2(s-1)=2, f2(s0)=3, f2(s1)=4, f2(s2)=5
(c) f3: SR , f3(s-2)=1/3, f3(s-1)=1/2, f3(s0)=1, f3(s1)=2, f3(s2)=3
(d) f4: SR , f4(s-2)=1/ c3/2, f4(s-1)=1/c, f4(s0)=c1/2, f4(s1)= c, f4(s2)= c3/2, c>0.
Function f1 is not a scale function in the sense of the previous definition since it
does not take positive values. Function f 2 is neither a scale function since the
condition f(s)f(s-)=1 is not checked. One would perhaps recognize functions f 1
and f2 as being alternatives of the so called Likert scale, so in the developing field
of linguistic variables and linguistic preferences relations, this scale is at least
inexistent. An alternative support for the previous remark can be found in Saaty
(2010):
In a rather haphazard way people have the habit of using ordinal numbers to
create scales used to assign numbers to anything. In addition they perform
meaningless arithmetic operation on such numbers that make no sense. A
frequently used example is the psychometric scale commonly used in
questionnaires the Likert scale named after Rensis Likert (1932) []It is
disturbing to see such scales used in unjustifiable mathematical ways. It is not
clear what a person relates such judgments to because peoples likes and dislikes
are so variable even about the same thing but at different times.
Functions f 3and f4 are both of them scale functions according to the previous
definition, provided c>1. If c<1, function f 4 is no longer a scale function since it is
not a monotonically increasing function.
In the happy event that c>1, the next question arises: what are criterions for
deciding which of the possible scale functions is most appropriate?
In order to present how this problem is posed in the main stream of literature, the
concept of Linguistic Pairwise Comparison Matrix (LPCM) will be introduced.
Given a linguistic label set S, S={ s /=-t,-t+1,-1,0,1,..t-1,t}, a square matrix
D=(dij)tt is called a linguistic pairwise comparison matrix (LPCM) if dij S and
dijdji=s0.
If s 0=1, then one could recognize in the dijdji=s0 condition the reciprocity
condition applied to linguistic labels. If a scale function f: SR + is considered,
then the condition dijdji=s0 moves into f(dij)f(dji)=1 which is exactly the reciprocity
condition for the decision matrices as introduced by Saaty. On the other hand, the
consistency condition, also referred as transitivity condition (d ij djk=dik) is not
automatically fulfilled, for any scale function (for instance, the usage of scale
function f3 does not assure consistency, while the usage of scale f 4 does it).
Considering once again the AHP linguistic scale as introduced by Saaty, in
the next table will be explicitly described the most important four numerical scales.
Next, the correspondent scale functions, using the scale gradation will be formally
presented.
Linguistic
variable
Lingui
stic
label
Scale
gradation
I(s)=
Saaty
scale
Geometric
al scale,
c>0
Ma-Zheng
scale
SaloHamalaine
n scale
e=1/20 or
e=1/17
extremely
less
important
s-8
-8
1/9
c-4
1/9
(0.5-8e)/
( 0.5+8e)
very,very
strongly
less
important
s-7
-7
1/8
c-7/2
2/9
(0.5-7e)/
( 0.5+7e)
demonstrat
edely less
important
s-6
-6
1/7
c-3
3/9
(0.5-6e)/
( 0.5+6e)
strongly
plus
less
important
s-5
-5
1/6
c-5/2
4/9
(0.5-5e)/
( 0.5+5e)
strongly
less
important
s-4
-4
1/5
c-2
5/9
(0.5-4e)/
( 0.5+4e)
moderately
plus
less
important
s-3
-3
c-3/2
6/9
(0.5-3e)/
( 0.5+3e)
moderately
less
important
s-2
-2
1/3
c-1
7/9
(0.5-2e)/
( 0.5+2e)
weakly less
important
s-1
-1
c-1/2
8/9
(0.5-e)/
( 0.5+e)
equally
important
s0
weakly
more
important
s1
c1/2
9/8
(0.5+e)/
( 0.5-e)
moderately
more
important
s2
9/7
(0.5+2e)/
( 0.5-2e)
moderately
plus more
important
s3
c3/2
9/6
(0.5+3e)/
( 0.5-3e)
strongly
more
important
s4
c2
9/5
(0.5+4e)/
( 0.5-4e)
strongly
plus more
important
s5
c5/2
9/4
(0.5+5e)/
( 0.5-5e)
demonststr
atedly more
important
s6
c3
9/3
(0.5+6e)/
( 0.5-6e)
very, very
strongly
more
important
s7
c7/2
9/2
(0.5+7e)/
( 0.5-7e)
extremely
more
important
s8
c4
(0.5+8e)/
( 0.5-8e)
(6.4-1)
(6.4-2)
(6.4.-3)
(6.4-4)
Perhaps the most important thing to know is what the arguments are, based on
which, one decides the best numerical scale to be applied.
In literature, so far, there are three types of arguments. In the next, these will be
presented in general lines.
First argument refers to the so called priority vectors spatial distribution.
This argument has initially presented in Salo and Hamalainen (1997) at it basically
elements are d-1ij=f-1(wi/ wi). Obviously, if D is not only positive and reciprocal, but
also a consistent matrix, then f(dij)= wi/ wj, so that f(s)= wi/ wj , s= f-1(wi/ wj) and
in the end dij= s= d-1ij, meaning that the two matrices D and D f are identical and
therefore the distance between them is zero. If the matrix D is not consistent, then
the distance between D and D f can be interpreted as a measure of departure from
the consistency ideal in the framework of the scale function f. Dong and
Xu(2006) propose the next deviation measure between two LPCM, say D and D f::
(6.4-5)
Bearing in mind that dij and dij-1 have not numerical values, being instead linguistic
labels, the distance among two linguistic variables, s and s is also defined in the
previously cited paper as being
( 6.4.-6)
where T is the number of linguistic terms in the label set S.
The main problem of this way of measuring departure from consistency is that f
is a scale function defined on a discrete, finite set S of linguistic variables, then
f(S ), the image of this function, is also discrete and finite and therefore it can
happen that (wi/ wj )
(6.4.-7)
Then the best numerical scale is the one which is delivering the priority vector
minimizing RMSE.
D=
The Optics Problem refers to the estimation of relative brightness. The values of
the actual brightness are w*=(0.6072,0.2186,0.1115,0.0627) and one example of an
LPCM matrix on SAHP is given by:
D=
The Nation Wealth Problem The example deals with the relative estimation of the
gross domestic product (GDP) of seven countries: US, Russia, China, France, UK,
Japan and Germany. The LPCM on SAHP is given by:
D=
The Weight Estimation Problem Tis example deals with the estimation of the
relative weights of five objects. The actual relative weights are
w*=(0.1,0.39,0.2,0.27,0.04) and the LPCM on SAHP is:
D=
assuming that the SAHP linguistic scale is used, to the linguistic label s 2
(corresponding to the linguistic variable moderately preferred) is associated
through a scale function f a real, positive number, f(s 2). If the Saaty scale function
is used (f=fSaaty, see 4.6-1) then f(s2)=3. The idea in considering individual
numerical scales is that the same value, 3, does not apply to all the decision makers
who answered moderately preferred, or, 3=3(t) where t is a parameter
characterizing the specific experience of a particular decision maker. So, if D is a
finite, discrete set of positive integers, counting all the decision makers providing
LPCM decision matrices with respect to some problem, D=(d i)i=1,D (with D it also
denoted the total number of decision makers, or card(D)), by some
procedure(function) to every decision maker-element of the set D, d i-will be
associated a real number t, interpreted as being its particular individual mark. So, a
function g: DR, g(di)=t needs to be introduced. The way in which parameter t is
allocated to di has to be dependent on the LPCM provided by the d i decision maker
(LPCM(di)) , on the scale function considered f (which conduces to a numerical
decision matrix, preferably positive and reciprocal, referred as DM(f,d i)) and
essentially to a function F which is allocating to every f(s ) a pair F(f(s),t), with t
being a real number. The function F is the individual numerical scale, although
the proper individual numerical scale will be found after some particular value for
the parameter t, say ti= t(di)will be determined (the individual numerical scale for
the decision maker di is F(f(s),ti)).It is now obvious that the state of art is the way
in which the function F is introduced. In the following the attention will be focused
on a particular paper on this subject (Liang, Wang, Hua, Zhang (2008)), while the
generalization to other similar individual numerical scales is straightforward.
Before the attention will turn to this particular example, the following diagram will
summarize previous explanations.
The set of decision makers, D, initially fixed
DMn(S)
Mn(R)
Mn(R)
R Mn(R)
diLPCM (di)f(LPCM(di))=DM(f,di)F(DM(f,di),t)ti F(DM(f,di),ti)
The scale function denoted with f is initially chosen and applied to every
element in the matrix LPCM(di); thus, the result is a decision matrix whose
elements are real numbers, DM(f,di).
The function F is applied to every element in the previously positive,
reciprocal decision matrix DM, and every element is made dependent on some
parameter t. Thus, a matrix whose elements are dependent on the parameter t is
deduced, noted with F(DM(f,di),t).
, for every
for a scale function. The second condition in the definition of a scale function
would correspond to
reciprocity condition). The equality
the
is equivalent to
(6.5-2)
and this condition is not satisfied, given t>-1 fixed, by all the integers k, from 1 to
9. Therefore, the family of functions F(.,t) is not a scale function by the definition
presented in the section above. Nevertheless, keep in mind that this field of
research is in progress and you can extend the previous definition to one which
would encompass it and also allow for small departures from the reciprocity
condition, perhaps.
The individual scale-parameter ti corresponding to the decision maker di is
identified from the consistency condition applied to the matrix F(DM(f,di),t),
expressed either through an equation statement or through an interval statement.
More specific, if in comparing criterions A to B, the linguistic label s is chosen
with f(s)=kAB ,if in comparing criterions B with C the linguistic label s is selected,
with f(s)=kBC and if in comparing criterion A with C the linguistic label s is
chosen, with f(s)=kAC ( kAB , kAC, kBC
{2,8},where kAB
kBC
kAc
t=ti
2
2
3
7
5
6
8
2
7
5
7
7
8
8
3
8
6
8
9
9
9
1.2426
2.5414
-0.2251
-0.9157
0.90651
-0.13485
-0.6
C1
C2
C3
C4
C5
C1
1
6
5
5
8
C2
C3
0.16666667 0.2
1
5
1
7
6
6
C4
0.2
0.14285714
5
1
5
C5
0.125
0.16666667
0.16666667
0.2
1
kABkBC<kAC
The individual parameter t is determined from the condition
(SC)
(see(4.7-4))
with
C1
C2
C3
C4
C5
C1
1
C2
C3
C4
C5
0.32276252 0.41553902 0.41553902 0.17267249
3.0982 1
2.4065129 0.24261133 0.32276252
531
2.4065129
2.4065129
5.7913104
0.41553902 1
2.4065129
4.1218190 0.41553902 1
3.0982531 3.0982531 2.4065129
0.32276252
0.41553902
1
Table 2: The matrix of the DM1s mapped answers (DM1individual scale) into the F (k,
1.16931) map
The vectors of priorities corresponding to the DM 1 and DM1individual scale matrices are
presented in Table 3.
Criterions
C1 (legislation)
C2 (trust in ING)
C3 (general trends in state
pensions)
C4 (perception of risk)
C5 (revenue)
0.19814399
0.40907133
Table 3: Vectors of priorities corresponding to the DM1 and DM1individual scale matrices
Continuing in the same line of reasoning, instead of aggregating vectors of
priorities coming from brute matrices of pairwise comparisons, it could be
aggregated vectors of priorities for the correspondent individual scale matrices.
Therefore, there is no longer needed a large number of respondents, since each of
them was adjusted corresponding to its individual scale. Apart of this, respondents
can be grouped corresponding to the individual levels of consistency, instead of
exterior, predetermined criterions like age, sex, education, so on so forth. So, the
huge advantage of determining a good individual scale through which any
individual subjectivity can be better assessed in the framework of a survey
becomes now clearer.
In the following will be examined the shortcomings of the particular method
presented in Liang, Wang, Hua, Zhang (2008) paper, thus opening few directions
for further improvements.
One can notice that in an example as the one presented above, if there are
more than three criterions (or alternatives) in an hierarchy, the decision matrix
corresponding to the aggregation of these criterions has a dimension strictly greater
than 3 and therefore there are at most four different ways of considering the A, B,
C choices and consequently at most four different values for the parameter t,
reflecting individual choices.
In the example presented above, apart of the determination done initially
corresponding to a value of the individual parameter t equal to1.1693, one could
consider the other possible next alternatives: A=C 5, B=C2, C=C1 with
kAB=6,kBC=6,kAC=8. This choice is also checking both compulsory (CC)and
supplementary (SC) conditions, namely kAB kBC> kAC and kAB kBC< kAC. The
corresponding value of the parameter t is -0.25, negative but still in the range (1,). Table 3 is completed with the vector of priorities corresponding to the DM1individual scale for t=-0.25 as shown in Table 4.:
Criterions
C1 (legislation)
C2 (trust in ING)
C3 (general trends
0.047882735
0.13291354
0.14305907
0.064140310
0.15444047
0.17420389
=-0.25
0.095530538
0.16968256
0.18714776
in
state
pensions)
C4 (perception of
risk)
C5 (revenue)
0.15321899
0.19814399
0.21321601
0.52292566
0.40907133
0.33442314
scale
matrices for
=-0.25
As it can be noticed, there is still no problem about rank reversal, yet for the choice
of A=C2, B=C3, C=C1 corresponding to kAB=5,kBC=5,kAC=6, also checking kAB kBC>
kAC and kAB kBC< kAC , we get the value
CI2=0.5573. Also, there are 5 more combinations of criterions checking only the
compulsory condition kAB kBC> kAC for which the corresponding t-values are out of
the admissible range.
For the third respondent (DM3 matrix ) there are two combinations of criterions
A,B and C checking both the compulsory and supplementary conditions and
yielding to the same value of the parameter t,
combinations checking only the compulsory condition with values for the
parameter t out of the admissible range. The consistency index for DM 3 matrix is
CI3=0.4703.
For the fourth respondent there is no combination of criterions A,B and C checking
both compulsory and supplementary conditions and CI 4=1.1020 and for the fifth
respondent there is only one combination of criterions A, B and C checking
compulsory and supplementary conditions with
the parameter t outside the admissible range. The consistency index for DM 5
matrix is CI5=0.4715.
Therefore, is obvious that the way it is introduced in the original paper Liang,
Wang, Hua, Zhang (2008), the determination of the individual scale of
measurement is not uniquely determined for a certain decision matrix of a
dimension strictly higher than three.
The determination of the priority vectors corresponding to positive ,reciprocal
matrix-a decision matrix-relay on the general finding that proper values (w i)i=1,2..ncorresponding to positive, reciprocal matrices A=(a ij)i,j=1,2...n checking aijajk=aik and
aij=aji have the next property:
for every i,j =1,2,..n, every element aij in the A matrix is the ratio w i/wj, where
Aw=n w In.
Therefore, the matrix A with aijajk=aik is regarded as being a decision matrix in
which every element represents the ratio among the importance associated with
criterion i (wi) to the importance associated with criterion j (wj) .
If a certain reciprocal decision matrix A is not consistent, yet the difference a ijajk-aik
is acceptable low, for every i,j,k, then it can be shown that correspondent changes
in the proper vector are still holding the difference a ij-wi/wj sensible low. Another
important result from the matrix theory of interest in the further considerations is
that if 1, 2, n are the proper values corresponding to the proper vectors
w1,w2,..wn so that max=max{ i}i=1,..n then the matrix A is consistent if and only if
max=n and always holds true the inequality max n. As a result, a measure for the
departures from the consistency condition is the consistency index CI introduces as
being the ratio between (max -n) and (n-1) : CI=( max-n)/(n-1) .High values of the
consistency index indicate high changes in understanding and therefore instable
decisions. An acceptable amount of inconsistency, quantified by the condition
CI<0.1 is explained by the fact that new knowledge also requires slightly changes
in the preferences. According to Saaty (2010), Assuming that all knowledge
should be consistent contradicts experience that requires continued revision of
understanding.
The consistency condition for a certain decision matrix is therefore alleviated
trough the determination of an individual numerical scale expressed through the
individual parameter t >-1 so that F(kAB , t) F(kBC,t)= F(kAC ,t). Given also the fact
that as t, F(k,t) k which means that individuals with high values of the
parameter t are closer to the uniform, original scale of Saatys, one would expect
that for a consistent decision maker, its decision matrix expressed in the original
Saatys scale would correspond to a high value of the parameter t and a low value