Appendix A

Eigenvalues and eigenvectors

The AHP is an important field of application of linear algebra, and especially of

its theory regarding positive matrices. This appendix contains an introduction to
eigenvalues and eigenvectors focused on their relevance for the AHP. At present,
there are many ways to work out the AHP without getting dirty with eigenvalues and
eigenvectors. Thus, in a certain sense knowing about them is superfluous. However,
by knowing them the reader will figure out the connection between AHP and linear
algebra and hopefully see the AHP from a higher observation point.
Definition A.1 (Eigenvalues and eigenvectors). Consider an n × n square matrix A
and an n-dimensional vector w. Then, w and λ are an eigenvector and an eigenvalue
of A, respectively, if and only if

Aw = λ w. (A.1)

Example A.1. Consider the matrix and the vector as follows

   
1 2 2
A= w= .
1/2 1 1

Then, one reckons that w is an eigenvector of A for λ = 2. In fact

    
1 2 2 2
=2 .
1/2 1 1 1

Note that, if w is an eigenvector of A, then all vectors α w for α ∈ R are also eigen-
vectors of A, we call this set of vectors the eigenspace of A associated to that eigen-
vector (or its respective eigenvalue). Now one natural question arises; how to find
the eigenvalues and the eigenvectors of a given matrix. By considering the identity

c Matteo Brunelli 2015 71

M. Brunelli, Introduction to the Analytic Hierarchy Process,
SpringerBriefs in Operations Research, DOI 10.1007/978-3-319-12502-2
72 A Eigenvalues and eigenvectors

matrix I and the null vector 0 = (0, . . . , 0)T , we can rewrite (A.1),

Aw = λ w
Aw − λ w = 0
Aw − λ Iw = 0
(A − λ I)w = 0 (A.2)

Now, from the basics of linear algebra we know that, if det(A − λ I) = 0, then
there is only one solution to (A.2), which is the trivial solution w = (0, . . . , 0)T .
We are instead interested in the case where other solutions exists, then to the case
det (A − λ I) = 0. Hence, by changing notation ρA (λ ) := det (A − λ I), we need to
find the roots of ρA (λ ). Such a polynomial is called the characteristic polynomial
of A.
Example A.2. Reprising the matrix of the previous example
 
1−λ 2
ρA (λ ) = det
1/2 1 − λ
1
= (1 − λ )(1 − λ ) − 2
2
= λ (λ − 2)

and by imposing λ (λ − 2) = 0 it follows that ρA (λ ) = 0 for λ = 0, 2. Now, consid-

ering for example the eigenvalue λ = 2 the associated eigenvector can be found by
solving     
1 2 w1 w1
=2
1/2 1 w2 w2
from which we derive that w1 = 2w2 and that w = (2, 1)T is the eigenvector associ-
ated to λ = 2. Clearly, also all the eigenvectors of the eigenspace spanned by w are
eigenvectors of λ = 2, e.g. (1, 0.5)T .
Note that the eigenvalues can be ordered from the greatest to the smallest accord-
ing to their absolute value. We call maximum eigenvalue the one with the greatest
absolute value and we denote it as λmax . In Example A.2, we have λmax = 2. Going
back to the computational part, with the increasing size of a matrix, things get more
complicated, especially when it comes to find the roots of the characteristic polyno-
mial. However, the idea remains the same.
Example A.3. Consider the following matrix
⎛ ⎞
1 2 8
A = ⎝1/2 1 4⎠ .
1/8 1/4 1

Then, by putting its characteristic polynomial equal to 0, and by skipping the ele-
mentary steps, one recovers

ρA (λ ) = λ 2 (3 − λ ) = 0 (A.3)
A Eigenvalues and eigenvectors 73

The eigenvalues are then λ = 0, 3. In this case we say that the algebraic multiplicity
of λ = 0 is equal to 2. Roughly speaking, with algebraic multiplicity we indicate the
number of times that a solution appears in the equation. In this case the multiplicity
2 of λ = 0 is obvious if we rewrite (A.3) as follows,

ρA (λ ) = λ λ (3 − λ ) = 0 (A.4)

Note that in the previous example one eigenvalue was equal to n, and the other, with
multiplicity (n − 1) was equal to 0. This is not a case, but a more general result.
Proposition A.1. Given a pairwise comparison matrix A, if and only if A is con-
sistent, then one eigenvalue, λmax is equal to n and the other is equal to 0, with
multiplicity (n − 1).
Proceeding further, another question arises and regards the behavior of λmax when A
is not consistent. As λmax cannot be equal to n, then what else can it be? Eigenvalues
are roots of polynomials and it is natural to suspect that λmax could be a complex
number. Fortunately, this cannot happen for pairwise comparison matrices and we
can restrict the search to real numbers. This is formalized in the following theorem.
Theorem A.1 (Perron-Frobenius). Given a square matrix A, if A is positive, i.e.
ai j > 0 ∀i, j, then its maximum eigenvalue is real, λmax ∈ R.

Example A.4. Consider the following matrix

⎛ ⎞
1 2 8
A = ⎝1/2 1 1/4⎠
1/8 4 1

Using the rule of Sarrus we compute

   
1 1 1
ρA (λ ) = (1 − λ ) + 2 · ·
3
+ 8 · · 4 − (1 − λ ) − (1 − λ ) − (1 − λ )
4 8 2
2 32
= (1 − λ )3 + + − 3(1 − λ )
32 2
225
= + 3λ 2 − λ 3 .
16

16 + 3λ − λ = 0 we find that λmax ≈ 3.9167. The other two roots are

By solving 225 2 3

conjugate complex and we are not interested in them. Such solution can be easily
found by any mathematical software. Now, with this solution, we need to solve the
equation system ⎛ ⎞⎛ ⎞ ⎛ ⎞
1 2 8 w1 w1
⎝1/2 1 1/4⎠ ⎝w2 ⎠ = 3.9167 ⎝w2 ⎠ .
1/8 4 1 w3 w3
74 A Eigenvalues and eigenvectors

To aid the process and avoid the problem of infinitely many solutions we add the
condition w1 + w2 + w3 = 1 and solve
⎧
⎪
⎪ w1 + 2w2 + 8w3 = 3.9167w1
⎪
⎨ 1 w + w + 1 w = 3.9167w
2 1 2 4 3 2
⎪
⎪
1
w1 + 4w2 + w3 = 3.9167w3
⎪
⎩8
w1 + w2 + w3 = 1

from which we obtain

w ≈ (0.660761, 0.131112, 0.208127)T .

Note that in the this last example A was inconsistent and λmax > n. The following
proposition clarifies the range of possible values attained by λmax .
Proposition A.2 (Saaty [99]). Let A be a pairwise comparison matrix. Then λmax =
n if and only if A is consistent and strictly greater than n otherwise.
Nowadays, all textbooks on linear algebra cover the theory of eigenvalues and eigen-
vectors. For a less didactic and more involving exposition of eigenvalues and eigen-
vectors with an eye on positive matrices the reader can refer to the book by Horn
and Johnson [70].
Appendix B
Solutions

2.1 Consider that we assumed ai j = wi /w j ∀i, j. Then we write wi and w j as the

respective geometric means and see what happens if we account for the assumption.
 1
(∏n aik )1/n ai1 ai2 · · · ain n
ai j =  k=1 1/n = .
∏nk=1 a jk a j1 a j2 · · · a jn

Since we assumed that ai j = wi /w j we can substitute these in the equation and

rewrite it as
w w wi
 1n ⎛ wn ⎞ 1n
i i
· · · i
w1 w2 ···wn ⎠ wi
w w
ai j = w1j w2j
wn
wj = ⎝ = .
wnj
w1 w2 · · · wn
wj
w1 w2 ···wn

The original assumption is correctly recovered and therefore, when ai j = wi /w j

∀i, j, the geometric mean method returns the correct vector.
2.2 The proof was provided by the Crawford and Williams [43]. See Theorem 3 in
their paper.
3.1 Underbraced are the numbers of independent comparisons for each level of the
hierarchy, starting from the top.

3(3 − 1) 4(4 − 1) 3(3 − 1) 3(3 − 1) 3(3 − 1)

+ + + +9 = 42
2
    2 2
 2   2 
3 12 27

Solution to Problem 3.2: Consider the analytic formula of c3 , that is,

n−2 n−1 n  
aik ai j a jk
c3 = ∑ ∑ ∑ 2 − ai j a jk − aik .
i=1 j=i+1 k= j+1

c Matteo Brunelli 2015 75

M. Brunelli, Introduction to the Analytic Hierarchy Process,
SpringerBriefs in Operations Research, DOI 10.1007/978-3-319-12502-2
76 B Solutions

At this point, consider the matrix Ȧ with the entry ȧi j missing. The sum contains
four transitivities and we can expand it
 
ȧ ȧ ȧ ȧ ȧ ȧ ȧ ȧ ȧ ȧ ȧ ȧ
c3 = 6 8 − 13 − 12 23 − 14 − 12 24 − 14 − 13 34 − 24 − 23 34
ȧ12 ȧ23 ȧ13 ȧ12 ȧ24 ȧ14 ȧ13 ȧ34 ȧ14 ȧ23 ȧ34 ȧ24
        
− 37
6 −
ȧ14
2 − ȧ 2 −
ȧ14
8
− ȧ 8 − 13
6
14 14
 
5x 10 1 15ȧ14 60
=6 − − − =− − − 2.
8 x 3 4 ȧ14

Let us inspect the first and second derivatives of c3 in ȧ14 :

∂ c3 60 15
= − ,
∂ ȧ14 (ȧ14 )2 4
∂ c3
2 120
=− .
∂ ȧ14
2
(ȧ14 )3

The second derivative is strictly negative for positive values of ȧ14 , which means
that the function is strictly concave for ȧ14 > 0 and that, if there is a maximum, then
it is unique. By equating the first derivative to zero, we recover that (ȧ14 )2 = 16. Of
the two solutions we take the positive one, which is ȧ14 = 4.
3.3 ⎛ ⎞
3 2 0 0
⎜1/2 1 1/3 1⎟
C=⎜
⎝ 0 3 2 2⎠
⎟

0 1 1/2 2
3.4 ⎛ ⎞
1 2 4 3
⎜1/2 1 2 3/2⎟
A=⎜
⎝1/4 1/2 1 3/4⎠
⎟

1/3 2/3 4/3 1

4.1 If the matrix is consistent, then any column can act as the priority vector. An
alternative method, which is also used to derive the vector from inconsistent matri-
ces, is the arithmetic mean of the rows,
n
1
ui =
n ∑ pi j .
j=1

In the case of consistent matrices, this method returns exactly the correct vector. The
proof is similar to the one used to solve Problem 2.1.
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Index

Abstract algebra, 50 Group isomorphisms, 50

Additive pairwise comparison matrices, 46 Group theory, 50
Aggregation of individual judgments, 39
Aggregation of individual priorities, 40 Harmonic consistency index, 28
Ambiguity index, 28 Hierarchy, 7
Analytic Network Process (ANP), 65
Applications, 10 Incomplete pairwise comparison matrix, 33
Inconsistency indices, 24
Chebyshev center, 54 Interval AHP, 51
Coefficient c3 , 26, 34
Compatibility index, 42 Least squares method, 21
Condition of order preservation, 22 Linear space, 46
Consistency, 22
Consistency conditions, 24 Multi-attribute value theory, 66
Consistency index, 24
Consistency ratio, 25 Normalized columns method, 21

Delphi method, 39 Pareto efficiency, 22

Perron-Frobenius theorem, 18
Eigenvalues, 71 Priority vector, 17
Eigenvector method, 18
Eigenvectors, 71 Random index, 25
ELECTRE, 67 Rank reversal, 13
Equivalent representations, 45 Reciprocal relations, 47
Euclidean center, 54 Relative measurement theory, 14
Extent analysis, 60 Revised geometric mean method, 36

Functional analysis, 40 Sensitivity analysis, 68

Fuzzy AHP, 56 Software, 68
Fuzzy number, 56 Subjective probability, 12

Geometric consistency index, 27 Triangular fuzzy number, 57

Geometric mean method, 19
Group decisions, 38 Weak consistency condition, 31

c Matteo Brunelli 2015 83

M. Brunelli, Introduction to the Analytic Hierarchy Process,
SpringerBriefs in Operations Research, DOI 10.1007/978-3-319-12502-2