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Chapter 6

The Math Behind the AHP

6.1. Decision matrices

A decision matrix represents a square matrix whose elements are

interpreted as being pairwise comparisons among criterions or alternatives.
Initially these comparisons are done in verbal terms, and then these verbal
terms are put in correspondence with numerical values through a so called
scale function. The number of verbal comparisons is set at the beginning by
the researcher who controls the experiment. Secondly, the researcher has
also to justify the choice of a certain scale function against other options.
Suppose that in general n-criterions C1,..Cn have to be compared by a certain
decision maker, two by two. The result of this comparison is a numerical
(n,n) matrix with positive elements, referred as a decision matrix and
denoted with DM:

If criterion Ci is preferred to criterion Cj with certain intensity measured on

a numerical scale, this will be registered in the decision matrix as being the
element aij and it will be placed on the line i and column j.
If criterion Ci is preferred to the criterion Cj it means that the numerical
value associated to the intensity of this preference, referred as a ij has to be
greater than the numerical value associated to the intensity of preference of

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
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
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
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
Some remarks can prove useful in becoming confortable with the previous
Remark 1. A positive (2,2) matrix
which is automatically a consistent one.

is a decision matrix

Remark 2. A positive (3,3) matrix

is a decision

matrix which is consistent if and only if

6.2. Priority vectors

A priority vector


with a (n,n) decision matrix DM is the eigenvector associated with the

highest (real number) eigenvalue, noted with

In general, if A is a (n,n) matrix, the eigenvalues ( ) are (the real numbers

) solutions to the so-called characteristic equation
The characteristic equation (6.2-1) is a n-degree equation in


therefore it has at most n real solutions. The highest solution is referred with


is an eigenvalue associated the matrix A, then the eigenvector

associated with

is the solution to the matrix equation


Using the previous notations, the following result holds true:

DM is a (n,n) consistent decision matrix if and only if


If DM is a (n,n) decision matrix then

Also, if


is a (n,n) consistent decision matrix and if

is the eigenvector corresponding to the highest eigenvalue

(which in this case in n, the dimension of the matrix) (referred as the priority
vector), then
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.

. Lets find the eigenvalues corresponding to this

matrix, the correspondent eigenvalues and in the end see how the hypothesis of
reflexivity and reciprocity contribute to this calculus.

(4.4.2-1), eigenvalues

are the solutions to the characteristic equation

which is equivalent to

Expanding the determinant it comes that

is the solution of the equation:


The eigenvector corresponding to the eigenvalue

so that



(by (4.4.2-2)).This comes to




is a real number and denominators are nonzero.

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 reciprocity
Replacing (6.2-9) and (6.2-10) into (6.2.-6) one finds that

is the solution to the

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


so that

=2, we need to determine

(by (6.2-2)).

Replacing (6.2.-9) and (6.2-10) in (6.2-8) we get that



Formulas (6.2-12) gave rise to an interesting observation (see Salo and

Suppose that one, having to compare two criterions, C 1 and C2 initially picked b=3
and then changed to b=4. This corresponds to a change in the correspondent
priority vector from



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






. So, if Saatys numerical scale is used, with integers

from 1 to 9 and their reciprocals, to a change of one unit on the scale function
correspond irregular changes in the corresponding priority vectors.
This kind of observation gave rise to a new type of scale functions, so called
balanced scales, where for constant increases in the priority vector (
calculated the correspondent numerical scale (

) is

). In the next table is shown

an example of a balanced-scale, corresponding to constant increases of 0.1 in the

vector of priorities.
Table 6.















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

coordinates all the 19 vectors of priorities, corresponding to the Saatys

integer scale {1/9,.1,..9}.Thus, priority vectors appear to be concentrated

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.

Lets consider now

. The associated eigenvalues

can be determined as solutions to the equation

which is

equivalent to the equation

Assuming A is a decision matrix (positive, reflexivity and reciprocity) means



Replacing (6.2.-14) into (6.2.-13) provides the equation whose solutions are the
corresponding eigenvalues:

If the following notation is considered

with equality if and only if


consistency condition for the decision matrix A).It can be easily proved that
the third degree equation in
than zero

(6.2-15) has one solution real number, strictly greater

if and only if the decision matrix A is also consistent and if A

is not consistent, then

and the same equation has exactly one real solution

strictly greater than 3 and two complex ones.

Assuming A is a consistent decision matrix,

the correspondent priority vector (the eigenvector for the eigenvalue


is described by

It is easy now to check (4.4.2-4) namely

Another interesting fact to be observed is the next one.

The sum of the elements in the first column of the consistent decision matrix A is
The normalized matrix A is the matrix A in each every element is divided by the
correspondent sum on the column,


which correspond to

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


The consistency index CI is computed by the next formula:

And the closer to zero it is, the higher the consistency of the judgments.
The random index (RI) is a measure of the range of the consistency index for
matrices of the same dimensions. The upper diagonal of a matrix is filled with

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
6.4. Numerical scales in the literature so far

This section is revising the existent literature regarding alternative

numerical scales mainly based (yet not exclusively) on the work done by Dong&all
(2008), Elliot (2010),Salo and Hamalainen (1997).
Matching a certain numerical scale to a broadly accepted linguistic scale
raises issues which are not currently sorted out. The variety of criterions taken into
consideration when a certain numerical scale is adopted can shed a light to the
implications of a certain choice over the other alternatives.
This broad range of criterions assessing the quality of a certain numerical
scale led to a more formalized way of looking at the linguistic variables, in the
attempt to impose on these a minimal set of axioms. Thus, following Dong & all
(2008), if we accept that linguistic variables are judgments vaguely
quantifications in respect to certain questions (like for instance extremely poor,
very poor , poor, slightly poor, fair, slightly good, good, very good,
extremely good), a label represent a possible way in which the linguistic
variables are ordered.
Thus, for the linguistic variable fair, one could associate the label 0.
Similarly, the linguistic variable slightly good could be associated with the label
1, the linguistic variable good could be associated with the label 2 and the
linguistic variable poor could be associated with the label -2.
Therefore, a linguistic label set with odd number of elements can be
represented as
S={ s /=-t,-t+1,-1,0,1,..t-1,t} where with the label s can further on be, later
on, in principle, attached any possible real number .
Following the previous example, the linguistic variable fair corresponds
to the linguistic label s0, the linguistic variable slightly good corresponds to the
linguistic label s1and so on, and so, instead of considering a set of linguistic
variables like
S={extremely poor.. extremely good}

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})
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
there is a negation operator: neg(s)= s-
A discrete linguistic label set can be extended to a continuous linguistic label
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
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
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




al scale,


n scale
e=1/20 or







( 0.5+8e)







( 0.5+7e)

edely less






( 0.5+6e)







( 0.5+5e)







( 0.5+4e)






( 0.5+3e)







( 0.5+2e)

weakly less





( 0.5+e)







( 0.5-e)




( 0.5-2e)

plus more




( 0.5-3e)





( 0.5-4e)

plus more




( 0.5-5e)

atedly more




( 0.5-6e)

very, very




( 0.5-7e)




( 0.5-8e)

Recalling that the scale gradation of a linguistic label s is I(s)= ,

Saaty scale function can be formalized as follows:
f Saaty (s)=I(s)+1 if ss0 and f Saaty (s)=1/(1-I(s)) if s< s0


Geometrical scale function can be formalized as follows:

fgeometrical(s)=cI(s)/2 ,c>0


The Ma-Zheng scale function can be formalized as follows:

f Ma-Zheng (s)=9/(9-I(s)) if ss0 and f Ma-Zheng (s)=(9+I(s))/9 if s< s0


The Salo-Hamalainen scale function can be formalized as follows:

f(s)=(0.5+I(s)e)/( 0.5-I(s)e), where e=1/20 or e=1/17.


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

looks at the dispersion of local priorities as a function of ratio estimate. Elliot

(2010) is revising this argument in his paper (devoted, as the previous one, to the
introduction of another scale function) by computing all possible priority vectors
for a 22 positive, reciprocal decision matrix and respectively for a 33 one, when
Saatys numerical scale, Salo-Hamalainen and geometrical scales are considered.
The spatial representation in each of these three numerical scales reveals the fact
that no matter the choices for a 22 or 33 decision matrix, when Saaty scale is
applied, there is a narrow range of priority vectors which can be deduced, while the
most uniform distribution for the priority vectors is deduced when a geometrical
scale is applied. This can be interpreted as having (or not) sensitivity of the output
with respect to changes in the input, or a uniform range of possible outputs (as
priority vectors) over the 2 or 3-dimensional hyper planes.
Not going more into specific details of these two cited paper, it has to be
said that only 22 or 33positive, reciprocal decision matrices were taken into
consideration, while perhaps considering higher order such matrices could reveal
more information.
Secondly, one can notice that there is an inverse relationship among the
constant increases in the numerical scale function and the correspondent ones for
the priority vectors. For instance, the Salo-Hamalainen scale belongs to the socalled balanced scales where it is first imposed for the priority vectors to increase
at a constant rate and depending on this, the correspondent numerical scale is
deduced. For example, for a 22 decision matrix, the priorities 0.1, 0.15, 0.2 0.9
correspond to the scale 1, 1.22, 1.5, 1.86, 2.33, 3...9. Again, such a scale function
is derived for two-dimensional decision matrices (where the relation among the
matrix and the priority vector is easy to control) and then extended to decision
matrices of higher dimensions. Also, under the consideration of a certain hierarchy
with criterions and alternatives in variable amounts, the distribution of the possible
priority vectors can change substantially.
Third observation refers to the consistency condition. This is imposed by
the usage of geometrical, Ma-Zheng or Salo-Hamalainen scales and indeed the
result will be priority vectors with the property that the elements in the decision
matrices are precisely the ratio of the correspondent elements in the priority vector.
Thus, by simply adjusting a numerical scale function, all the (in) consistency in
judgments is ruled out, making any comparisons among the decision makers, based
on consistency index for example, useless.
The second argument refers to the problem of minimizing the distance
between the decision matrix reflecting ones judgments and the matrix determined
so that its every element is the inverse of the numerical scale considered, applied
to the ratio of correspondent elements in the priority vector previously computed.
To be more specific, consider D=(dij)i,j=1..n a certain positive, reciprocal LPCM
matrix in which every element is d ij= s. Suppose that to every element d ij a scale
function f is thereafter applied, f(d ij), and as a result a matrix whose elements are
positive real numbers is deduced. Next, consider w=(w i)i=1,..n the corresponding
priority vector. Afterwards, the matrix D f=(d-1ij) i,j=1..n is computed so that its

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::

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 )

f(S ). As a result, f -1(wi/ wj) may not exist in the proper

sense. In such a situation, in the literature is considered the closest element in S to

f-1(wi/ wj). By doing so, the reciprocity condition in the newly derived matrix D f
can be lost.
The third argument refers to the situation in which the priority vector is
known, and the best scale function to be considered is the one who delivers the
closest priority vector to the ideal, known one. If w=(w i)i=1,..,n is some priority
vector, depending on the choice of a certain scale function f, w=w(f) and if
w*=(w*i) i=1,..,n is the known, true priority vector, then the distance among the two
vectors is expressed through the root mean square error (RMSE):

Then the best numerical scale is the one which is delivering the priority vector
minimizing RMSE.

In Saaty(2010) there are presented several examples (the Distance

Problem, the Optics Problem, the Nation Wealth Problem and the Weight
Estimation Problem) in which the true priority vector is known. Based on these
examples, one could for instance decide which of the existent, alternative scale
functions is the most appropriate to be used. Of course, such a decision has
nothing in itself to guarantee that similar choice, on different examples, will be the
best one.
Even if some of these examples were presented in the previous section, we will
briefly recall them, expressing numerical decision matrices using linguistic labels.
The presentation follows the Dong&all (2008) paper.
The Distance Problem deals with the distances of Cairo, Tokyo, Chicago, san
Francisco, London and Montreal from Philadelphia. The relative distances are,
respectively, w*=(0.277,0.3611,0.0320,0.1324,0.1773,0.0194) and the LPCM on
SAHP is given by:

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:

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:

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:


6.5. Individual numerical scale

In the attempt to correctly measure the responses to a certain decision
problem, it was shown in the previous chapter that several numerical scales were
introduced and their properties were judged from the point of view of three main
criterions. Yet, the feeling that for some problems one numerical scale is
appropriate while for another problem some different one may be better has been
transported to the assumption that inside a certain decision problem, the
respondents may not judge using the same scale function. Therefore, in the
attempt to put some order among the consideration of a certain problemnecessitating the usage of a single, particular scale function- and the variation in
judgments (reaction to stimulus) coming from different decision makers with
different experiences- the idea in the literature was to consider, instead of a single
scale function, a family of ( scale) functions applied to a previously fixed scale
function, indexed by some parameter. In other words, given a set of linguistic
labels, S={s/=-T,-T+1,.-1,0,1,T-1,T}, and assuming a scale function f:SR+
(a monotonically increasing function with f(s )f(s-)=1),one would want to assign
specific values corresponding to distinct decision makers- to the same real
number assigned through a certain scale function. To come up with an example,

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

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).

The parameter t i expressing the specific judgment belonging to the

decision maker di is determined from the consistency condition imposed to the
previously matrix, F(DM(f,di),t). Thus, all the elements in this matrix are
calculated for the particular value t i and the individual decision matrix is finalized.
Based on this one, the priority vector, specific to the decision maker d i is
In Liang, Wang, Hua, Zhang (2008), the linguistic label set considered is
S (with 19 linguistic labels) and the scale function is Saatys scale (f=f Saaty).
So the particular decision matrix corresponding to the decision maker d i, DM(f,di)
has as elements integer numbers, k, or their inverses, 1/k, with k taking values
from 1 to 9. If s is a linguistic label to which is applied a scale function, f(s ), lets
suppose that f(s)=k, k=1,9. Then the individual numerical scale introduced in
the previously cited paper is

One can notice few qualities of the function above.

The Ma-Zheng scale presented in the 4.6 section is a particular case of this scale
function, when t=0.

so that Saatys scale is a special case of


, for every

is a monotonically increasing function on k-a necessary condition

for a scale function. The second condition in the definition of a scale function
would correspond to
reciprocity condition). The equality

is equivalent to

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

{1/9,1/8,1,.8,9} ) then the parameter ti

is the solution of the consistency condition:

which translates into
Therefore, according to the relation (4.7-1) in which a particular form for the
function f is considered, parameter t i , describing the individual numerical scale
used specific to the decision maker di is the solution to the next equation:

It is elementary to prove the next Theorem (Theorem 1 in Liang, Wang, Hua,

Zhang (2008)):
Theorem Given kAB,kBC and kAC

{2,8},where kAB

kBC > kAC , equation

will have one or no solution for t>-1.

Examples of possible combinations of kAB , kBC , kAC and the corresponding t-values
are illustrated in the next table, while all the possible combinations with the
corresponding t values (47 combinations with kAC< 9 and 24 possible combinations
with kAC= 9) are listed in the previously cited paper.
Table 2.








6.6. What one would expect from a certain individual

numerical scale

The experiment used for the illustration of some problems raised in

determining a good measure of individual scale is based on the development
of a simple hierarchy model with one goal and five criterions. Using the
terminology in AHP, the goal is to determine a vector of priorities among
few factors determining the demand of life insurances at the ING Company,
Bucharest. The linguistic label set is SAHP and the scale function f is the
Saaty scale function. The criterions are as follows: legislation (C1), trust in
ING (C2), general trends in state pensions-pillar 1(C3), perception of risk
(C4) and revenue (C5). The questions asked make the distinction between
dominance and intensity. The dominance is established through a question
of the type: In your decision to buy a life insurance at the ING Company
which one is more important: legislation or trust in ING ? . The intensity is
established by the next question: On a scale from 1 to 9 (1-equally
important, 9-extremely important) by how much is more important in your
decision the criterion you mentioned in comparison to the other one?. The
survey was delivered among the INGs clients who bought a life insurance.
Every respondent had to answer 10 questions setting the dominance among
the five criterions and 10 questions setting the intensity of their preferences.
The survey was designed and conducted electronically, using a professional
account in the Survey Monkey template. Please notice that since the
beginning, the Saaty scale was assumed and therefore the question
regarding intensity of preference was asked in numerical terms, on a scale
from 1 to 9. Therefore, using the previous notations, for the decision maker

di-one respondent to this questionnaire- it was derived a numerical positive,

reciprocal decision matrix DM(f,di), referred in the next as DM i. So, to
conclude, previously described paired comparison judgments in the onelayer hierarchy are summarized in a (5,5) matrix of judgments DMi .The
corresponding vector of priorities is calculated in an eigenvalue
formulation. The solution is obtained by raising the matrix to a sufficiently
large power, then summing over the rows and normalizing to obtain the
priority vector. The process is stopped when the difference between
components of the priority vector obtained at the k-th power and at the
(k+1) power is less than some predetermined small value. Starting from the
matrix of preferences built on the basis of the firs respondents answers, it is
illustrated how the parameter t in the individual scale of measurement F(k,t)
(as introduced in 4.7-1) can be determined, the problems raised and the
relation with the associated consistency index (CI). The CI was calculated
using the SuperDecisions Software.
Suppose that for a decision maker, shortly referred as Decision Maker 1(D 1) the
next matrix of choices is built, as presented in Table 1:



0.16666667 0.2



Table 1: Matrix of pair wise comparisons for decision maker 1-DM 1

As it can be noticed, apart of the unitary elements on the main diagonal and the
values belonging to the range {1,29}, the rest are to be completed according to
the reciprocity condition, so that if the a 31 element in the DM 1 matrix is 5, the a13
element is going to be 1/5.
If one is considering the A choice being the C5 criterion (A:C5), B choice being the
C4 criterion (B:C4) and the C choice being the C 1 criterion (C:C1) then kAB=5, kBC=5
and kAC=8. The compulsory condition (CC) indicated in the Liang, Wang, Hua,
Zhang (2008) paper, namely
kA kBC> kAC
is obviously satisfied and as well it is satisfied the supplementary condition (SC)
indicated in the Appendix of this paper, namely

The individual parameter t is determined from the condition



and the value obtained is

=1.1693. This value is

greater than minus 1, so the compulsory condition for the determination of an

individual scale is fulfilled.
What one could do, admitting that she believes that this is the secret determination
of the DM1?
The next step would be to map all the DMs answers into the F (k, 1.16931) map ,
rewrite accordingly the matrix of pairwise comparisons and derive the
correspondent vector of priorities.
In Table 2 is presented the matrix of the DM 1s mapped answers (DM1individual scale)
into the F (k, 1.16931) map:



0.32276252 0.41553902 0.41553902 0.17267249
3.0982 1
2.4065129 0.24261133 0.32276252


0.41553902 1
4.1218190 0.41553902 1
3.0982531 3.0982531 2.4065129


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.

C1 (legislation)
C2 (trust in ING)
C3 (general trends in state
C4 (perception of risk)
C5 (revenue)

Vector of priorities for Vector of priorities for

DM1 matrix


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.:


Vector of priorities Vector of priorities Vector of priorities

for DM1 matrix
for DM1individual scale for DM1individual scale

C1 (legislation)
C2 (trust in ING)
C3 (general trends




C4 (perception of
C5 (revenue)







Table 4: Vectors of priorities to the DM 1 and DM1individual

=1.1693 and


matrices for


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

=-1.272, which is no longer in the

range (-1,). The consistency index for this DM 1 matrix is CI1=0.6540.

For the second respondent in this survey (DM 2 matrix), there is only one
combination of criterions, A=C 2, B=C3, C=C1 with kAB=4,kBC=4,kAC=7 checking
both the compulsory and the supplementary conditions for which the
corresponding t is

=2.1623. The consistency index for DM 2 matrix is

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,

=-0.6 and three more other

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
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

=1.246 and two other

combinations of criterions checking the compulsory condition yielding values of

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
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

of the consistency index (since parameter t is determined by imposing consistency

So, it should be observed an inverse, monotonic relationship among the individual
parameter t and the corresponding consistency index.
In the previous section there were observed the following relations among the
individual parameter t and corresponding consistency index:
t=2.1623, CI2=0.5573
t=1.246 CI4=0.4715
t=-0.6, CI3=0.4703
Apart of the previous findings, one can also check the following:
If a12=2,a23=5,a13=5 then CI=0.051 and t=-0.989 ,
if a12=2,a23=7,a13=6 then CI=0.077211 and t=-0.989,
if a12=2,a23=3,a13=2 then CI=0.1288 and t=-0.989.
This shows that apart of the fact that the inverse monotonic relationship among
consistency index and parameter t is not working, also the determination of the
individual parameter t in the context of the analyzed individual numerical scale
cannot distinguish among quite different preferences.
Regarding the problem of the determination of a unitary individual
numerical scale among a hierarchy, the problem can be extended to a whole
hierarchy and to the answers provided in the context of an survey by a single
respondent. It is necessary therefore to be able to come up with a single
representation of the individuals answers, for the whole hierarchy considered.
Thus, one can determine the uniquely determined t * for the whole particular
hierarchy considered so that the sum of the distances between the highest proper
value and the correspondent matrix dimension is at minimum. The distance
between the initial vector of priorities of a certain respondent and the vector of
priorities recalculated using the numerical scale optimally determined for the
particular respondent under consideration will enter as a measure of spread around
the mean of optimized vector of priorities and the sum of all individuals spread
will be a measure of the standard deviation around the mean.
The previous considerations highlight the potential benefits of determining
good individual numerical scales in the framework of AHP and in line with the
findings of Liang, Wang, Hua, Zhang (2008). On the other hand it shows on a
particular example corresponding to a one layer hierarchy with five criterions that
major identification problems can occur in the attempt to apply the theoretical
results in the previously cited paper. Also, there is an irregular dependence between
the consistency measured through the consistency index and the individual
consistency measure from the previously discussed scale. As a conclusion, the
problem of calculating individual scale for more than three alternatives should be

in attention in the subsequent developments of this idea. Also, there is an urgent

need to a more unitary definition and calculation of the consistencys choices for a
certain decision maker.