Computationally efficient orthogonalization for pairwise comparisons method
Julio Benitez, Waldemar W. Koczkodaj, Adam Kowalczyk
TL;DR
This work addresses the challenge of approximating inconsistent pairwise comparison (PC) matrices with consistent ones by introducing a generalized Frobenius inner product to decompose the skew-symmetric PC space into a sum of additively consistent and completely inconsistent components. It develops a $W$-weighted framework, constructs a $W$-orthogonal basis for the additively consistent subspace $l_n$, and derives a projection-based method to obtain the closest consistent PC matrix, $A^* = \varphi(B_h) \cdot \varphi(B_l)$, where $B_h\in h_{n,W}$ and $B_l\in l_n$. The authors also connect the orthogonal decomposition to a graph-theoretic cycle basis for $h_n$ and provide algorithms to compute a basis for $h_n$, enabling practical and scalable implementations (including a geometric view for $n=3$). These contributions offer a rigorous, implementable pathway to robust PC analysis with tunable weighting and clear geometric interpretation. $A^*$ then yields normalized priority vectors suitable for decision-making.
Abstract
Orthogonalization is one of few mathematical methods conforming to mathematical standards for approximation. Finding a consistent PC matrix of a given an inconsistent PC matrix is the main goal of a pairwise comparisons method. We introduce an orthogonalization for pairwise comparisons matrix based on a generalized Frobenius inner matrix product. The proposed theory is supported by numerous examples and visualizations.
