European Journal of Operational Research 116 (1999) 443449

Theory and Methodology

A consistency improving method in the analytic hierarchy process

Xu Zeshui 2, Wei Cuiping

Institute of Operations Research, Qufu Normal University, Qufu, Shandong, 273165, People's Republic of China
Received 16 June 1997; accepted 17 February 1998

Abstract
In this paper, we propose a method to modify a given comparison matrix, by which the consistency ratio (CR) value
of the modied matrix is less than that of the original one, and give an algorithm to derive a positive reciprocal matrix
with acceptable consistency (i.e., CR < 0.1), then the convergence theorem for the given algorithm is established and its
practicality is shown by some examples. 1999 Elsevier Science B.V. All rights reserved.
Keywords: The analytic hierarchy process; Comparison matrices

1. Introduction
As a useful method for multicriteria decision, the Analytic Hierarchy Process (AHP) has received more
and more attention. It is applied to many practical multicriteria decisions in many elds up to now, such as
the economic analysis, urban or regional planning and forecasting, etc. (see [1]). Complex problems are
rendered hierarchically into criteria, subcriteria, and alternatives from which the choice is made. Then
people express their preferences by structuring a matrix of pairwise comparisons for a set of criteria or
alternatives with respect to a single criterion. For n elements, the responses are arrayed in a square matrix A
of order n on the scale of one to nine, which is called a comparison matrix, whose element aij estimates the
dominance of alternative i over j, and meets aij > 0; aji 1=aij .
Obviously, A is a positive reciprocal matrix. The priority vector may then be obtained from the
comparison matrix A using a variety of techniques (see [25]), the very popular of which is eigenvector
method (EM), which derives the priority vector by using the normalized principal right eigenvector
corresponding to the maximum eigenvalue kmax of A. If A is a consistency matrix, that is, aij ajk aik for
all element pairs, then A is of rank one and kmax n. But, in general, A is inconsistent in practice and
kmax > n, which is indicative of the extent of the degree of inconsistency of A. Saaty (see [5]) derives a
*

Corresponding author.
Research supported by NSF of China and Shandong.
2
Present address: Communications Engineering Institute, Nanjing, 210016, People's Republic of China.
1

0377-2217/99/$ see front matter 1999 Elsevier Science B.V. All rights reserved.
PII: S 0 3 7 7 - 2 2 1 7 ( 9 8 ) 0 0 1 0 9 - X

444

X. Zeshui, W. Cuiping / European Journal of Operational Research 116 (1999) 443449

consistency ratio (CR) from kmax and a randomization process and suggests that the EM is appropriate
while CR < 0:1. A comparison matrix is said to be of acceptable consistency if its consistency ratio is less
than 0.1. In the general case, however, it is also dicult to obtain such a matrix, especially for the matrix
with high order, because of the inuence of the limited ability of human thinking and the shortcomings of
one to nine scale. There may be a way of dealing with the matrices with unacceptable consistency
(CR P 0:1), that is, returning such matrices to the experts to reconsider structuring new matrices according to their new judgements and following this procedure until the matrices with satised CR are
obtained. This method is reliable and accurate but impracticable because of the too large amount and the
too long period of work needed. Thus, for a given comparison matrix, if CR P 0:1, we can adopt some
techniques to adjust the comparison matrix properly such that the revised matrix possesses acceptable
consistency (CR < 0:1). Then, from the revised matrix, we can derive the reasonable priority vector of the
original one by the EM.
In this paper, we rst present a theorem, on which a new positive reciprocal matrix with less maximum
eigenvalue is structured from such a given matrix. Then we propose an algorithm to improve most eectively the consistency of the original comparison matrix and prove that the algorithm is convergent. By
using two criteria, we can judge whether the modication is acceptable or not. Finally, some examples are
given to show the practicality of the algorithm.

2. Main results
n
o
x x1 ; x2 ; . . . ; xn T j xi > 0; i 1; 2; . . . ; n :
Let R
n
Lemma 2.1 (Perron). Let A aij be an n  n positive matrix and kmax be the maximal eigenvalue of A. Then
kmax min max
x2Rn

n
X
j1

aij

xj
:
xi

Let A and kmax be as in Lemma 2.1. The positive right eigenvector corresponding to kmax is called the
principal right eigenvector of A.
Lemma 2.2. Let x > 0; y > 0; k > 0; l > 0; k l 1. Then
xk y l 6 kx ly;
with equality if and only if x y.
Proof. This inequality follows the strict convexity of the function f x exp x:
exp k log x l log y 6 k exp log x l exp log y;
with equality if and only if x y.
Lemma 2.3 [5]. Let A be an n  n positive reciprocal matrix and kmax be the maximal eigenvalue of A. Then
kmax P n and equality holds if and only if A is consistent.
Theorem 2.1. Let A aij be an n  n positive reciprocal matrix, kmax be the maximal eigenvalue of A and
T
x x1 ; x2 ; . . . ; xn be the principal right eigenvector of A. Let B bij , where

X. Zeshui, W. Cuiping / European Journal of Operational Research 116 (1999) 443449

445

Table 1
The modied matrices and their parameters with the change of k by using Algorithm I
k

Ak

xk

kmax (Ak )

CRk

0.1

1
0.222
3.211

4.496
1
12.456

0.311
0.080
1

0.233
0.054
0.712

3.002

0.002

4.456

1.806

0.3

1
0.202
3.543

4.961
1
11.289

0.282
0.089
1

0.233
0.054
0.712

3.022

0.019

3.289

1.379

0.5

1
0.183
3.910

5.474
1
10.231

0.256
0.098
1

0.233
0.054
0.712

3.061

0.052

2.231

0.972

0.7

1
0.184
3.890

5.447
1
10.281

0.257
0.097
1

0.233
0.054
0.712

3.058

0.050

2.281

0.992

0.9

1
0.169
4.222

5.910
1
9.475

0.237
0.106
1

0.233
0.054
0.712

3.105

0.091

1.475

0.664

0.98

19

1
0.167
4.274

5.984
1
9.358

0.234
0.107
1

0.233
0.054
0.712

3.113

0.098

1.358

0.615


bij akij

xi
xj

1k
;

i; j 1; 2; . . . ; n and 0 < k < 1:

Let lmax be the maximal eigenvalue of B. Then lmax 6 kmax , with equality if and only if A is consistent.
Proof. Let eij aij xj =xi ; i; j 1; 2; . . . ; n. Then kmax

Pn

j1

eij and bij ekij xi =xj .

From Lemmas 2.12.3, we have

lmax min max
x2Rn

n
X
j1

bij

n
X
xj
xj
6 max bij
i
xi
xi
j1

n
n
X
X
max ekij 6 max keij 1 k 6 kkmax 1 kn 6 kmax ;
i

j1

j1

with equality if and only if kmax n, that is, A is consistent.

From the above theory, we give the following algorithm to modify the comparison matrices.
Algorithm I
Let A aij be an n  n comparison matrix, k be the number of iterative times and 0 < k < 1.
0
Step 1: Let A0 aij aij ; CR 0:1 and k 0.
Step 2: Calculate the maximal eigenvalue kmax Ak of Ak and the normalized principal right eigenvector
k
k
T
k
x x1 ; x2 ; . . . ; xnk .

446

X. Zeshui, W. Cuiping / European Journal of Operational Research 116 (1999) 443449

Step 3: Calculate the consistency index, CIk kmax Ak n=n 1 and the consistency ratio
CRk CIk =RI, where RI is given by Saaty in [5].
Step 4: If CRk < CR , then go step 6; otherwise, continue the next step.
k1
Step 5: Let Ak1 aij , where
k1
aij

k k
aij

xi

!1k

xj

Let k k 1 and return to step

2.


Step 6: Output k; Ak ; kmax Ak ; CRk ; xk and Ak is the modied positive reciprocal matrix and xk is
the vector of priorities.
Step 7: End.
Remark 2.1. In order to prove the convergence of Algorithm I, we can rstly modify some steps of
Algorithm I as follows:
In step 1, let CR 0 instead of CR 0:1 and in step 4, we replace CRk < CR by CRk 0, we call
the modied algorithm, Algorithm II.
Obviously, it is sucient to prove that Algorithm II is convergent.
Theorem
 2.2 (Convergence theorem of Algorithm II). Let A aij nn be an inconsistent comparisonkmatrix.
Let Ak be the matrix sequence generated in Algorithm II and kk
max be the maximal eigenvalue of A . Then,
for each k,
kmax Ak1 < kmax Ak
and
lim kmax Ak n:

k!1

Proof. Since CRk > 0; Ak is inconsistent. By Theorem 2.1, we have

1
kmax Ak1 < kmax Ak ; for each k:
k


k

Also since n 6 kmax A
< kmax A, the sequence kmax A
is convergent. Let k limk!1 kmax Ak .
Obviously, k P n.
k
k
k
k
k
k
k
T
k
x1 ; x2 ; . . . ; xk
Let Bk bij ,Pwhere bij aij xP
j =xi ; x
n is the principal right eigenk
k
n
n
k
k
vector of A and i1 xi 1. Since i1 bij kmax A < kmax A,
1
k
< bij < kmax A; for each i; j; k:
kmax A




Thus, we have subsequence Bki and wki , which converge to the matrix B bij and the vector
k
k
k
k
Obviously xi > 0; i 1; 2; . . . ; n. Since aij bij xi =xj , it follows
x x1 ; x2 ; . . . ; xn T , respectively.

ki

ki
is also convergent. Let A limki !1 A . Then
that subsequence A
   x 
i
:
2
A aij bij
xj
Since monotonically convergent sequence has the same limit as that of its subsequence,

X. Zeshui, W. Cuiping / European Journal of Operational Research 116 (1999) 443449

447

kmax A lim kmax Aki lim kmax Ak k :

ki !1

k!1

Let brs maxi;j fbij g. Noting that the matrix B is a positive reciprocal matrix, brs P 1. If brs 1, then
bij 1, for each i, j. It follows that the matrix A is consistent. From Eq. (3), k n.
Suppose that brs > 1. From Eq. (2), A is inconsistent. Since
n < kmax A lim kmax Aki ;
ki !1

and inequality (1), A

where
k 1
aij i

ki

k k
aij i

k 1

is inconsistent. Thus, CRki > 0. By steps 4 and 5 of Algorithm II, Aki 1 aij i
ki

xi

ki

xj

!1k
and 0 < k < 1:

 
k 1
Let a0ij limki !1 aij i
and A0 a0ij . Then
 k  x 1k
i
:
a0ij aij
xj
Since A is inconsistent, from Theorem 2.1, kmax A0 < kmax A k ; on the other hand,

kmax A0 lim kmax Aki 1 lim kmax Ak k ;
ki !1

k!1

which contradicts the fact that kmax
A0 < k . Hence, it is not possible for brs > 1.
Thus, we have limk!1 kmax Ak n.
From Theorem 2.2, Algorithm I can stop after nite times iteration and at this time Ak has acceptable
consistency.
In [6], two criteria of modicatory eectiveness are proposed as follows.
Suppose that, in Algorithm I, when k m, the modied matrix Ak with CRk < CR is obtained. Let
n
o
m
0
d max jaij aij j ; i; j 1; 2; . . . ; n;
i;j

and
r

qP

Pn
m
0 2
n
a

ij
ij
j1
i1
n

both of which express the departure of Am from A0 . d and r can be used as the criteria of modicatory
eectiveness.
For a comparison matrix structured on one to nine scale, if d < 2 and r < 1, the modication can be
regarded as acceptable. In this case, the modied matrix preserves the most information of the original one.

3. Example
Using the above Algorithms, we now modify the following matrices to obtain the matrices with acceptable consistency (CR < 0:1).
Example 3.1 [7]. The original matrix A and its kmax , CR, and x are:

448

X. Zeshui, W. Cuiping / European Journal of Operational Research 116 (1999) 443449

1
2
3

1
1/7
5

7
1
8

1/5
1/8
1

0.233
0.054
0.712

kmax 3:247; CR 0:213 > 0:1:

The modied matrices and their parameters are presented in Table 1.
Example 3.2 [8]. The original matrix and its kmax ; CR; and x are:
1
2
3
4
5
6
7
8

1
1/5
1/3
1/7
1/6
1/6
3
4

5
1
3
1/5
1/3
1/3
5
7

3
1/3
1
1/6
1/3
1/4
1/6
5

7
5
6
1
3
4
7
8

6
3
3
1/3
1
2
5
6

6
3
4
1/4
1/2
1
5
6

1/3
1/5
6
1/7
1/5
1/5
1
2

1/4
1/7
1/5
1/8
1/6
1/6
1/2
1

0.173
0.054
0.188
0.018
0.031
0.036
0.167
0.333

8
0.360
0.152
0.336
0.081
0.125
0.135
0.500
1

kmax 9:669; CR 0:169 > 0:1:

1 k 0:5: The modied matrix and its kmax ; CR; x; d; r by using Algorithm I are
1
2
3
4
5
6
7
8

1
0.250
0.602
0.120
0.173
0.187
1.701
2.775

4.003
1
3.233
0.255
0.438
0.474
3.931
6.574

1.661
0.309
1
0.125
0.235
0.22
0.384
2.976

8.317
3.926
8.029
1
2.306
2.881
8.167
12.339

5.783
2.284
4.264
0.434
1
1.530
5.184
8.025

5.346
2.111
4.551
0.347
0.654
1
4.792
7.419

0.588
0.254
2.601
0.122
0.193
0.209
1
1.999

0.174
0.057
0.176
0.018
0.032
0.038
0.170
0.336

kmax 8:364; CR 0:037 < 0:1; d 4:399 > 2; r 0:978 < 1:

The general improving values of consistency ratios by using Algorithm II are presented in Table 2.
Table 2
The general improving values of consistency ratios by using Algorithm II
k

kmax
CR

9.669
0.169

8.364
0.037

8.088
0.009

8.022
0.002

8.005
0.001

8
0

X. Zeshui, W. Cuiping / European Journal of Operational Research 116 (1999) 443449

449

Table 3
The general improving values of consistency ratios by using Algorithm II
k

10

12

50

100

141

kmax
CR

9.669
0.167

9.320
0.134

9.050
0.106

8.959
0.097

8.189
0.019

8.025
0.002

8
0

2 k 0:98. The modied matrix and its kmax ; CR; x; d; r by using Algorithm I are:
1
2
3
4
5
6
7
8

1
0.221
0.427
0.133
0.170
0.176
2.354
3.419

4.524
1
3.067
0.221
0.374
0.388
4.497
6.786

2.339
0.326
1
0.148
0.289
0.234
0.241
4.024

7.523
4.516
6.749
1
2.681
3.479
7.479
9.624

5.888
2.671
3.460
0.373
1
1.784
5.073
6.783

5.686
2.580
4.188
0.287
0.561
1
4.899
6.551

0.425
0.222
4.155
0.134
0.197
0.204
1
1.996

0.292
0.147
0.249
0.104
0.147
0.153
0.501
1

0.173
0.056
0.179
0.018
0.032
0.038
0.170
0.335

kmax 8:955; CR 0:097 < 0:1; d 1:845 < 2; r 0:589 < 1:

The general improving values of consistency ratios by using Algorithm II are presented in Table 3.
From the above two examples, we can obtain the following results:
1. The rate of convergency of Algorithm I(II) decreases as k steadily increases.
2. In the general case, the bigger k is, the smaller the degree of the departure of the modied matrix from
the original one is.
Therefore, to make the modication be acceptable, in general, we can take 0:9 < k < 1 and use Algorithm I to obtain the modied matrix in practical application.
4. Summary
Algorithm I presented in this paper is simple, intuitive and feasible because the convergence theorem
oered in Section 2 guarantees that CR is monotonically decreasing in the iterative process. By this algorithm, any comparison matrix with CR P 0:1 can be approximated to a positive reciprocal matrix with
CR < 0:1: The indices d and r reect the departure between the two matrices. In the case of d < 2 and
r < 1, most information that the original matrix contains can be preserved by the modied matrix.
References
[1] L.G. Vargas, An overview of the analytic hierarchy process and its applications, European Journal of Operational Research 48
(1990) 28.
[2] N. Bryson, A goal programming method for generating priority vectors, Journal of Operational Research 46 (1995) 641648.
[3] E. Blankmeyer, Approaches to consistency adjustment, Journal of Optimization Theory and Applications 54 (1987) 479488.
[4] T.L. Satty, Axiomatic foundation of the analytical hierarchy process, Management Science 32 (1986) 841855.
[5] T.L. Saaty, The analytic hierarchy process, McGraw-Hill, New York, 1980.
[6] Ma. Weiyi, X. Jiangyue, W. Yixiang, A practical approach to modifying pairwise comparison matrices and two criteria of
modicatory eectiveness, Systems Science and Systems Engineering 2 (1993) 334338.
[7] T.L. Saaty, Decision making for leaders, Wadsworth, Belmont, CA, 1982.
[8] Ma. Weiye, An approximation method of improving consistency of pairwise comparison matrices, Decision and Analytic
Hierarchy Process, Beijing, no. 2, 1990.