成对比较矩阵的一种逼近

§1.问题的陈述 令R~(n×n)表示所有n×n阶实矩阵构成的线性空间,并定义其子集如下: P={p=(p_(ij))∈R~(n×n)|p_(ij)>0,p_(ik)=p_(ki)~(-1)}, Q={q=(qi_(ij))∈R~(n×n)|q_(ij)>0,q_(ik)q_(kj)=q_(ij)}.把P叫做正的互反矩阵(或判断矩阵)的集合,而称Q为相容性矩阵的集合.显然,Q为P的子集,且两者都不是R~(n×n)中的凸集.任取a,b∈R~(n×n),定义内积和范数如下:

AN APPROXIMATION OF PAIRWISE COMPARISON MATRICES

The existence of a best approximation to the pairwise comparison matrix from the set ofconsistent matrices is proved. The primary nonlinear approximation problem is transformed bya diffeomorphism into a linear one. An algorithm for obtaining an approximate solution isproposed, and a simple numerical example is given.