Consistency adjustments for pairwise comparison matrices
András Farkas, Peter Lancaster, Pál Rózsa · Numerical Linear Algebra with Applications · 2002
Abstract This paper is concerned with the development of a ‘best’ rank one transitive approximation to a general paired comparison matrix in a least‐squares sense. A direct attack on the non‐linear problem is frequently replaced by a sub‐optimal linear problem and, here, the best procedure of this kind is obtained. The Newton–Kantorovich method for the solution of the non‐linear problem is also studied, including the role of the best linear approximation as a starting point for this method. Numerical examples are included. Copyright © 2002 John Wiley & Sons, Ltd.