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Multifractal-based Image Analysis

with applications in Medical Imaging


Ethel Nilsson
May 31, 2007
Masters Thesis in Computing Science and Mathematics, 20 credits
Supervisor at CS-UmU: Fredrik Georgsson
Examiners: Per Lindstrm, Peter Wingren
Ume University
Department of Computing Science
SE-901 87 UME
SWEDEN
Abstract
In this thesis we look at the use of Multifractals as a tool in image analysis. We begin by studying
the mathematical theory behind the concept of multifractals and give a close description of both
fractal theory and multifractal theory. Dierent proposed approaches for estimating the multifrac-
tal exponents for a digital image is then presented and we describe how these exponents can be
used to perform image segmentation and texture classication. Based on one of the presented ap-
proaches, a method for calculating the multifractal spectrum for a grayscale image is implemented
and then tested for generated images with known multifractal spectra. We see that in this case
there is a large number of parameters that will aect the result, but with the right parameter
setting we can obtain spectra that are close to the theoretically calculated spectra. However,
nding a good parameter setting is not easy since the values depend on the type of image under
consideration and the image size. To see examples of the potential use of the multifractal approach
in real applications, the implemented method is also tested for two dierent kinds of medical im-
ages - mammograms and digital microscopy images. For both these applications it seems very
promising to use the multifractal spectra to distinguish between dierent tissue types represented
in the images.
ii
Contents
1 Introduction 1
2 Fractal theory 3
2.1 Fractals and fractal properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.1.1 Natural fractals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.2 The Euclidean and the Topological dimensions . . . . . . . . . . . . . . . . . . . . 6
2.3 Fractal dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.3.1 Similarity dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.3.2 Box-counting dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.3.3 Hausdor dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
3 Multifractal theory 13
3.1 Measure theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
3.2 Multifractal analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
3.2.1 The ne theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
3.2.2 The coarse theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
3.2.3 Moment sums and Legendre transformations . . . . . . . . . . . . . . . . . 18
4 Multifractal-based image processing 21
4.1 Grayscale digital images . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
4.2 The multifractal approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
4.2.1 Image segmentation and texture classication using and f() . . . . . . . 22
4.2.2 Methods for estimating the multifractal spectrum . . . . . . . . . . . . . . . 24
4.2.3 The multifractal spectrum . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
5 Generating multifractal images 29
5.1 Self-similar measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
5.2 Algorithm for generating images . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
6 Implementation 37
6.1 Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
6.1.1 Estimation of local dimension . . . . . . . . . . . . . . . . . . . . . . . . . . 37
6.1.2 The -image . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
6.1.3 Estimation of the multifractal spectrum . . . . . . . . . . . . . . . . . . . . 40
6.1.4 The f()-image . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
6.1.5 Measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
iii
iv CONTENTS
7 Results 45
7.1 Comparison of two spectra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
7.2 Eects of dierent parameters for the generated images . . . . . . . . . . . . . . . 46
7.2.1 Measure used . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
7.2.2 Neighbourhood shape . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
7.2.3 Padding . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
7.2.4 Sizes of neighbourhoods for estimation of the local dimension . . . . . . . . 48
7.2.5 Parameters for the estimation of the spectrum . . . . . . . . . . . . . . . . 50
7.2.6 Eects of noise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
7.3 Results for real medical images . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
8 Conclusions 69
References 71
A Statistical methods 73
A.1 Least squares method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
A.2 Detecting inuential observations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
A.3 Detecting outliers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
B Proofs 75
B.1 Self-similar measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
B.1.1 A unique number of (q) for each q . . . . . . . . . . . . . . . . . . . . . . 75
B.1.2 The form of the function . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
B.1.3 Equal quotients
ln(p
i
)
ln(s
i
)
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
Chapter 1
Introduction
Breast cancer is a leading cause of cancer-related death in women population today. However,
if breast anomalities are detected and diagnosis are made at early stages, studies show that the
chances of survival can be greatly improved [28],[17]. Currently the most reliable imaging tech-
nique for the detection of such anomalities is Mammography, or X-ray examination, that also
plays an important role in control during and after the treatment. The interpretation of mam-
mograms is however not an easy task. The mammographic appearance of normal tissue is highly
variable and the radiological ndings associated with breast cancer can be very complex. 10-30%
of cancers which could have been discovered are missed and a high percent of the patients that
are called back at screening turn out not to have cancer [17]. Since, even with experienced radi-
ologists, errors in diagnosis can be introduced by human factors such as varying decision criteria,
distraction by other image features or simple oversight, research is devoted to developing reliable
computer aided diagnosis (CAD) methods. Research in this eld is performed at the Department
of Computing Science in collaboration with the department of Mathematics and Mathematical
statistics at the University of Ume in Sweden. This masters thesis is made on commission by
this research group and the main aim of the work is to look at the mathematical concept of
Multifractals and how it can be used as a tool in image analysis. Fractal theory has been used
in various applications to calculate the fractal dimension of an image - a real number describing
its structure or irregularity. Multifractal theory can be considered an extension of fractal theory
and since some natural phenomena (including natural images) might be better described by the
multifractal theory, it is interesting to look at the introduction of this tool to image analysis. The
multifractal approach will provide us with a spectrum of fractal dimensions characterizing the
image and could potentially give us more information about the image compared to the single frac-
tal dimension. The theoretical concept of multifractals is however based on continuous functions
and sets and applying this theory to a discrete environment will present us with some limitations
and problems. To see examples of limitations and also possibilities of the multifractal approach,
a method for calculating the multifractal spectrum for a grayscale image will be implemented and
tested for images with known properties. Then the result of this method for some real medical
images will be examined.
For the mammographic application the hopes are that this tool can help to improve classica-
tion of healthy and pathological tissue or the segmentation of important parts of the mammogram
like the edge of the breast or the breast muscle. Besides mammograms we will also look at digital
microscopy images of prostate tissue slices. Prostate cancer is the most common type of cancer
for men in Europe and the US and the methods to detect this kind of cancer are still precarious
and new techniques are needed [15]. CAD-methods for the detection of this type of cancer could
potentially be another application for the multifractal tool. The image acquisition is very dierent
for microscopy images and X-ray images and it would be promising if the multifractal tool could
give useful information about the object under observation for various ways of obtaining the med-
ical image. Except for medical applications there are various image analysis applications where
1
2 CHAPTER 1. INTRODUCTION
this approach might be useful, for example in the forest or mining industry where computer aided
methods can be used to distinguish dierent kinds of trees or minerals. However, a suitably modi-
ed method will likely be needed for each particular application if good results should be obtained.
This thesis is organized as follows:
Theory behind the mathematical concept Multifractals, primarily based upon works by Ken-
neth Falconer [11],[12] and Gerald A. Edgar [9], will be described in chapters 2 and 3. Chapter
2 is devoted to the fractal theory that is needed for the understanding of the multifractal theory.
We will here look at the concept fractal and dierent denitions of fractal dimension. The
multifractal theory is addressed in chapter 3. Since multifractals are based on measures or mass
distributions this chapter begins with a section on measure theory. Then two approaches to dene
the multifractal tool is presented - the coarse and the ne theory.
In chapter 4 we look at the introduction of the multifractal tool to image analysis. We dene
a digital grayscale image and talk about how the tool can be used to perform image segmentation
and texture classication. A number of proposed methods for calculating the multifractal expo-
nents for a discrete image are presented.
In chapter 5 we look at a method for generating images of multifractal character with known
properties. These images will be used as test images when we examine the performance of our
implemented method. Here a mathematical analysis of self-similar measures is given.
Chapter 6 describes the implemented method. We will look at dierent parameters that will
aect the result and problems we must handle. In chapter 7 the results from testing this method
for the images described in chapter 5 is presented and we will see in what way the dierent pa-
rameters inuence the result in this case. Then the results of this method for real medical images
are presented. Finally, conclusions about the results are given in chapter 8.
Chapter 2
Fractal theory
2.1 Fractals and fractal properties
In the classical mathematics, where chance and measures are not considered, the concepts and
methods are concerned only with smooth, regular objects and irregular sets are ignored. For ex-
ample we can characterize the properties of smooth curves and surfaces through the concept of the
derivative. Many natural phenomena however are so complicated and irregular that they cannot
be modeled well using these classical techniques. Some examples of problems where these phe-
nomena appear are the growth and decline of populations, rainfall distribution, uid turbulence
and trends in economy [26],[12],[31].
In the last couple of decades it has been realized that these irregular sets and functions can
be regarded as a class to which a general theory can be applicable, known as Fractal geometry.
This class represent many natural phenomena much better than gures of classical geometry do
and the theory provides us with the concepts and practical techniques needed for the analysis of
these phenomena [11].
To give an exact answer to the question "What is a fractal?" is rather dicult. Benoit B. Man-
delbrot founded the concept in 1975 and gave the name fractals to very irregular sets for which
the Hausdor dimension is strictly greater than the Topological dimension. Later it was found
that a number of sets that should be regarded as fractals did not full the criteria in the denition
by Mandelbrot. Other examples of denitions have been given but all of them seem to exclude
some fractal sets [11]. So what then denes a fractal?
To get an idea of what kind of sets we are talking about we will look at some common examples
of fractals.
Example 2.1.1: An easily constructed fractal is the Cantor set illustrated in Figure 2.1. To
construct this set we start with a unit interval [0, 1], i.e. the real numbers 0 x 1, and perform
a sequence of operations on this set. Let E
0
be [0, 1]. E
1
is obtained by removing the middle third
of E
0
, so that E
1
is the set containing the two remaining intervals
_
0,
1
3

,
_
2
3
, 1

. E
2
is then given
by deleting the middle third of both intervals in E
1
. If we continue this procedure, obtaining E
k
by removing the middle third of each interval in E
k1
, the Cantor set will be given as the limit
of the sequence of sets E
k
when k tends to innity. The Cantor set will not contain any intervals
but in the neighbourhood of any of its points we can nd innitely many numbers. The Cantor
set is thus innite and uncountable.
Example 2.1.2: Another fractal is the von Koch curve illustrated in Figure 2.2. Again let E
0
be [0, 1]. E
1
is obtained by removing the middle third of E
0
and replacing it by the other two sides
of a equilateral triangle based on the removed segment. In the next step we get E
2
by performing
3
4 CHAPTER 2. FRACTAL THEORY
Figure 2.1: The sequence of sets E
k
approaching the Cantor set.
the same procedure on all the four segments of E
1
. Continuing in this way, in each step replacing
the middle part of all straight line segments in the preceding set, the sequence of polygonal curves
E
k
as k tends to innity approaches our limiting curve - the von Koch curve.
Example 2.1.3: Our last example is the Sierpinski triangle that can be constructed in a similar
way as in the above examples. He we start with the set E
0
being an equilateral triangle and in
each step an inverted equilateral triangle is removed from the center of each part of the preceding
set (Figure 2.3).
Kenneth Falconer states that, rather than to give a precise denition, a fractal should be regarded
as a set with certain characteristic properties [11]. Most fractal sets have all these properties, but
you can also nd fractals that are exceptions to some of them.
Let us look at the fractal sets in the examples and examine their fractal properties:
a) First of all these sets have ne structure. This means that no matter how many times we
magnify a part of the picture of the fractal, we always get a new picture showing more and
more detail (Figure 2.4).
b) The sets are also self-similar in some sense. An object is said to be exact self-similar if it is
made up by parts that are scaled, translated and/or rotated copies of itself [16]. Structures
that are articially generated by applying exact rules are called deterministic fractals and
these fractals are exact self-similar (sometimes referred to as monofractals). The fractals in
the examples are all deterministic. For example, the von Koch curve is composed of four
pieces equal to the whole set, but all scaled by a factor 1/3. Some of the pieces are also
translated and rotated. Fractals appearing in nature are not exact self-similar but show
statistical self-similarity. This means that a magnication of a small part of the fractal will
show similar statistical properties as the whole fractal, but not exactly the same.
c) Despite the complex structure of the sets in the examples, they all have quite simple deni-
tions. All of them can also be obtained by a recursive procedure.
d) These sets are too irregular to be described in traditional geometrical language, both locally
and globally. For example we call the von Koch curve a curve, but it is far too irregular
2.1. FRACTALS AND FRACTAL PROPERTIES 5
Figure 2.2: The sequence of sets E
k
approaching the von Koch curve.
Figure 2.3: Three sets in the sequence approaching the Sierpinsky triangle.
to have tangents in the classical sense. Later we will also see that ordinary geometrical
measures, such as length and area, can not be applied in these cases.
e) In section 2.3 we are going to dene the concept of fractal dimension and the dierent ways
in which the size and roughness of a fractal set can be estimated. Then we will see that the
fractal dimension for these sets are greater than their topological dimension.
We will have the above properties in mind when we refer to a set F as a fractal.
2.1.1 Natural fractals
To explain the concept of fractals and their dimensions we will often use deterministic fractals as
examples, but our aim is to use this theory to study natural fractal sets.
Before the development of fractal geometry, nature was generally regarded as noisy Euclidean
geometry. Mandelbrot however claims in [23]:
6 CHAPTER 2. FRACTAL THEORY
Figure 2.4: Illustration of the property ne structure. The piece of the Sierpinsky triangle within
the circle is magnied and the magnication shows the same structure as the whole triangle. If we
would look closer at a piece of the magnication that looks homogeneous, we would again obtain
the same structure.
"Clouds are not spheres, mountains are not cones, coastlines are not circles, and bark
is not smooth, nor does lightning travel in a straight line."
A central theme of fractal geometry is that nature exhibit some form of self-similarity despite its
complexity. No matter how complex a shape or dynamic behaviour of a system may seem, we
can nd features in one scale which resembles those at other scales. If we look at a branch from
a tree, we see that the branch has similar structure as the whole tree, but to a smaller scale.
We can nd the same kind of structural behaviour by observing e.g. clouds, mountains, some
vegetables like cauliower and broccoli, venous and arterial system, etc [26],[13]. For our attempt
to analyse medical images from a fractal point of view, an important fact is that human tissue is
characterized by high degree of self-similarity [28].
Natural fractals are however not self-similar over all scales. There is both an upper and lower
limit beyond which the structure is no longer fractal. If we would magnify a part of a natural
object too many times we would eventually be observing atoms and continuing the magnication
at this point would not show us any more detail.
2.2 The Euclidean and the Topological dimensions
Objects and phenomena are often described by using dierent measurements, called dimensions
(the Latin word dimensio means measure). One of the most commonly used dimension is the
Euclidean dimension, D
E
, that considers the space occupied by an object. In this measure a
structure is called one-dimensional if it is embedded on a straight line, two-dimensional if it is
embedded on a plane and three-dimensional if it is embedded in space. A point has dimension 0
[26].
Another familiar dimension is the Topological one, D
T
. The Topological dimension is dened
regarding the way in which an observed object can be divided [9],[26]. The point is dimensionless
since it is not a continuum and can not be divided, so for a point D
E
= D
T
= 0. A line (curve)
will be one-dimensional, regardless of its shape, since it can be divided by points that are zero-
dimensional. A surface will be two-dimensional since it can be divided by one-dimensional curves,
and space three-dimensional, since to divide space two-dimensional surfaces are necessary. For
these objects D
E
and D
T
do not need to be the same. According to the Euclidean denition a
curve line lying in the plane will be two-dimensional and a complex curve lying in the space will be
2.3. FRACTAL DIMENSION 7
Figure 2.5: Left: Cauliower, that like many ferns and trees are built up by small pieces looking
similar to the whole object. These natural objects are not exact self-similar but show statistical
self-similarity. Right: A fractal generated by an iterative procedure resembling the natural object.
Image from [13].
three-dimensional. Similarly, a surface will only have Euclidean dimension two if the surface is at.
Otherwise the surface lies in space and have D
E
= 3. See [9] for a more thorough mathematical
description of Topological dimension.
2.3 Fractal dimension
We mentioned earlier that the ordinary geometrical measures can not be used for fractals. In the
creation sequence for the von Koch curve, one set E
k
can be shown to have length (4/3)
k
. When k
tends to innity this will imply that the fractal has innite length. In a similar way you can show
that the length of the Sierpinsky triangle also tends to innity, thus length is not an appropriate
way to measure the size of these sets. One set E
k
in the creation sequence of the Sierpinsky
triangle consists of 3
k
triangles with side 2
k
. The total area of E
k
will be 3
k
(2
k
)
2

3/4 and
this converges to 0 as k tends to innity. The von Koch curve also occupies zero area in the plane
and we see that neither length nor area will give any useful information about these sets. Length
is used to measure the size of sets of dimension 1 and area to measure the size of sets of dimension
2. Our two fractal sets however appear to have a dimension larger than 1 but smaller than 2 and
to nd a way around this dilemma Hausdor proposed in 1919 that the dimension of a set should
be allowed to be a fraction [9].
The Euclidean and Topological dimensions both assume only integer values. For example, ac-
cording to the Topological dimension both the van Koch curve and the Sierpinsky triangle has
dimension 1 and the Cantor set has dimension 0. Since these numbers do not provide much
information, the Fractal dimension is used to estimate the size and roughness of fractal sets. Im-
precisely the Fractal dimension is a number associated with a fractal that tells how densely the
fractal occupies the underlying space. This number, that is a real, will give us the possibility to
compare dierent fractals. The Fractal dimension of a set can be calculated in many ways and
it is important to notice that dierent denitions may give dierent values of dimension for the
same set. The various denitions may also have very dierent properties.
8 CHAPTER 2. FRACTAL THEORY
Figure 2.6: Illustration of the Similarity dimension for the Euclidean objects line, square and cube.
2.3.1 Similarity dimension
The fractal dimension for exact self-similar fractals, like the example fractals, can be assumed as
a similarity dimension, D
S
. A self-similar set in R
n
is the union of N non-overlapping copies of
itself, each copy scaled down by a ratio r < 1 in all coordinates. The relationship between N and
r is a power law [26]
N = r
D
S
(2.1)
and we get the similarity dimension as
D
S
=
lnN
lnr
. (2.2)
This dimension can also be applied to non-fractal but self-similar Euclidean objects like the line,
square and cube. We will determine the dimension for these sets to show that this measure is
consistent with our intuitive feeling of dimension.
Let us split a line in three equal parts. Each line segment will equal the whole line scaled by
1/3 and 3 segments will be needed to make up the whole. We have that 3 = (1/3)
1
and by the
power law, the dimension for the line is 1. If we now take a square and scale each side by a ratio of
1/3, 9 pieces will be obtained and we get dimension 2 from 9 = (1/3)
2
. Finally for a cube with
each side scaled by 1/3, 27 pieces will be obtained and we get dimension 3 from 27 = (1/3)
3
.
Figure 2.6 illustrate these kind of calculations.
The Cantor set is generated from N = 2 parts scaled by r = 1/3 and we get the similarity
dimension ln2/ ln(1/3) = ln2/ ln3 = 0.631. This number captures the idea that the Cantor set
should have larger dimension than that of a collection of points (of zero dimension) but a smaller
dimension than that of a line. We mentioned earlier that the von Koch curve was composed of
four copies scaled by a factor 1/3. The similarity dimension for the von Koch curve can therefore
2.3. FRACTAL DIMENSION 9
be calculated as ln4/ ln(1/3) = ln4/ ln3 = 1.262, a dimension between one and two. Finally
the Sierpinsky triangle consists of N = 3 triangles with side length 1/2 of the whole triangle. The
dimension for this set is ln3/ ln(1/2) = ln3/ ln2 = 1.584, a larger number than that for the von
Koch curve but still smaller than two.
For fractals that do not have this regular structure and a precise creation rule, the similarity
dimension is not appropriate. The idea is now instead to look at the smallest number of sets N()
with size depending on needed to cover the fractal, and examine the relationship between N()
and at dierent scales. We therefore dene the following.
Definition 2.3.1: The diameter of a subset X of R
n
, denoted |X|, is the supremum of the
distance between pairs of points in X according to the sets underlying metric.
Definition 2.3.2: A cover of an arbitrary subset X of R
n
is a family U of sets U
i
in R
n
such
that
X
_
U
i
(2.3)
where i ranges over the natural numbers. If U is countable (or nite) the cover is called countable
(or nite).
Definition 2.3.3: A -cover of X R
n
is a (countable) cover such that for each i, |U
i
| < ,
where is a positive real number.
Definition 2.3.4: A -mesh net on R
n
is a partition of R
n
into cubes, of side length , of the
form
[m
1
, (m
1
+ 1)) . . . [m
n
, (m
n
+ 1)) (2.4)
where m
1
, . . . , m
n
are integers. (In R
1
a cube is an interval and in R
2
a cube is a square).
Figure 2.7: Left: A set in R
2
. Middle: A cover of the set by closed balls of radius . Right: A
-mesh net laid over the set. The intersection with the set is shown in gray.
We can now look at two denitions of fractal dimension for fractals that do not need to be strictly
self-similar.
2.3.2 Box-counting dimension
One denition of a fractal dimension is the box-counting dimension. This is one of the most widely
used fractal dimensions because that it is convenient to estimate in practice [11].
Let E by any non-empty bounded subset of R
n
. Let N

(E) be the number of sets in the smallest


-cover of E, that is the smallest number of sets of diameter at most that can cover E. The
10 CHAPTER 2. FRACTAL THEORY
restriction to non-empty sets will make sure that ln N

(E) is dened and since the dimension of


the empty set is always zero, the box dimension will still be dened for all sets.
Definition 2.3.5: The lower and upper box-counting dimensions of a set E are dened as
dim
B
E = liminf
0
lnN

(E)
ln
(2.5)
and
dim
B
E = limsup
0
lnN

(E)
ln
. (2.6)
If the lower and upper dimension are equal, their common value is the box-counting dimension of
E
dim
B
E = lim
0
lnN

(E)
ln
. (2.7)
The box-counting dimension can be dened in many equivalent ways and we could also for example
let N

(E) be any of the following:


the smallest number of closed balls of radius that cover E,
the smallest number of cubes of side that cover E,
the smallest number of -mesh cubes that intersect E,
the largest number of disjoint balls of radius with centers in E.
The proof for the equivalence is found in [11], p.38-41. Empirically it is common to let N

(E) be
the number of cubes in a -mesh net that intersect the set E. For a set in R
2
in this case, we can
draw a mesh of boxes of side over the set and count the number of boxes that overlap the set
for various small . To estimate the logarithmic rate for which N

(E) increases when tends to


zero, we can look at the gradient of the graph of ln(N

(E)) against ln() [11].


The closure of a set E is the smallest closed set that contain E, denoted E. Any subset E of
F that is dense in F, i.e. where E = F, will have the same box-dimension as F. This means that
the box-dimension can not separate a set from its closure.
Theorem 2.3.6: If E is a bounded set then
dim
B
E = dim
B
E (2.8)
and
dim
B
E = dim
B
E. (2.9)
Proof. Let us cover E by a nite collection of closed balls of radii . This nite cover will be a
closed set and with this set we must also be able to cover E since E is the smallest closed set that
contains E. The theorem thus follows.
2.3.3 Hausdor dimension
The Hausdor dimension is a way of calculating the fractal dimension based on measures and like
the box-counting dimension it is dened on any set. Measures will be addressed more thoroughly
in Chapter 3 section 3.1, but briey a measure is a function that in some sense describes the
contents of subsets of a given set. The denition of the Hausdor dimension is quite complex
but it is important to study for the mathematical understanding of fractals. In practice it is hard
to calculate and to estimate by computational methods [2],[11].
2.3. FRACTAL DIMENSION 11
Let E be a subset of R
n
and s > 0. We will begin by looking at all -covers of E and try to
minimize the sum of the s:th powers of the diameters. For any > 0 dene
H
s

(E) = inf
_

i
|U
i
|
s
_
(2.10)
where {U
i
} is a -cover of E.
If > 0 decreases the class of possible covers of E is also reduced. This means that the in-
mum H
s

(E) increases and we denote the limit that is approached when 0 H


s
(E).
Definition 2.3.7: H
s
(E) is called the s-dimensional Hausdor measure of E and is dened as
H
s
(E) = lim
0
H
s

(E). (2.11)
This limit exists for all subsets of R
n
and all s. It will take values in [0, ] and often is 0 or
[24].
We can look at the s-dimensional Hausdor measure as a function of s [0, ]. The range of this
function consists of only one, two or three values, which can be zero, a nite number and innity
[2]. We can see that if < 1 H
s

(E) is non-increasing with s and so must H


s
(E) be, since this is
the limit when approaches zero. If t > s and {U
i
} is a -cover of E the following must be true

i
|Ui|
t
<
ts

i
|Ui|
s
(2.12)
since |U
i
| < .
By taking inmum of both sides we get
H
t

(E) <
ts
H
s

(E). (2.13)
We let 0 and see that if H
s
(E) = lim
0
H
s

(E) < then H


t
(E) = 0 for t > s. What this
says is that there is a critical value of s where H
s
(E) jumps from to 0 (Figure 2.8).
Theorem 2.3.8: There is a unique number dim
H
> 0 such that
H
s
(E) = { if s < dim
H
, 0 if s > dim
H
} . (2.14)
Definition 2.3.9: The Hausdor dimension of E is dened as the unique real number
dim
H
(E) = inf {s : H
s
(E) = 0} = sup{s : H
s
(E) = } . (2.15)
If s = dim
H
(E) the value for H
s
(E) can be zero, a nite number or innity [11].
What can we say about the relationship between the box-counting dimension and the Hausdor
dimension? The Hausdor dimension assigns dierent weights |U
i
|
s
to the covering sets U
i
, whereas
the box-counting dimension assigns the same weight
s
for each covering set. This means that the
box-counting dimension will measure the eciency with which a set can be covered by small sets
of equal size, while the Hausdor dimension also take into account coverings by small sets but of
perhaps varying sizes. For many sets that are regular enough these two dimensions will be equal,
but in general the box-counting dimension gives a larger value for the dimension, as the following
theorem shows.
Theorem 2.3.10: If E is a bounded set then
dim
H
(E) dim
B
(E) dim
B
(E). (2.16)
12 CHAPTER 2. FRACTAL THEORY
Figure 2.8: The graph of H
s
(E) for a Sierpinsky triangle. For a value of s less than 1.584 the
value of H
s
(E) is . For a value of s larger than 1.584 the value of H
s
(E) is 0. The Hausdor
dimension is dened as the critical value of s where H
s
(E) jumps from to 0, and we see that
the Hausdor dimension of the Sierpinsky triangle is 1.584.
Proof. If we can cover E by N

(E) sets of diameter , then from denition (2.10) we have


H
s

(E) N

(E)
s
. (2.17)
If 1 < H
s
(E) = lim
0
H
s

(E) and we take the logarithm of (2.17) we get


lnN

(E) +s ln lnH
s

(E) > ln1 = 0, (2.18)


where the second inequality is strict if is suciently small. Thus for all small enough we have
s <
lnN

(E)
ln
which implies
s liminf
0
lnN

(E)
ln
.
From the denition of the lower box-counting dimension in (2.5) we see that when s = dim
H
E
we have
dim
H
E dim
B
E.
By denition we have dim
B
E dim
B
E and the theorem follows.
Chapter 3
Multifractal theory
The examples of fractals we have looked at can all be drawn in black and white, with points
belonging to the fractal drawn in black and other points in white. When calculating the fractal
dimension for these sets with the box-counting dimension we only consider the relationship be-
tween non-empty boxes and the box-size. However, many natural phenomena cannot be described
by just two states such as black and white or true and false. If we want to describe a grayscale
image we must take into account the intensity values in the boxes, or else it is as vapid as counting
money without caring about the value of banknotes.
We mentioned shortly that a measure is a function that assigns dierent values to subsets of
a given set, where the value can represent for example a size, a probability or an intensity
value. By using measures, that will provide levels between the two limiting states, we will be
able to describe also this kind of natural fractals. A nite measure on a bounded subset of R
n
can often be considered a mass distribution and we think of this as spreading a nite mass over
a region. The concentration of mass can vary widely and (A) may be thought of as the mass of
the set A. A grayscale image can consequently be described by a measure or mass distribution.
We think of the total intensity as a nite mass spread over the image so that bright areas have
high density and dark areas have low density.
Since natural objects do not have the strict fractal behavior that articially generated fractals
have their structure will be characterized by fractal dimension which varies with the observed
scale. In dierent scales their structure will be similar but not exactly the same as the whole.
Since many fractal subsets with dierent scaling behavior coexist simultaneously we are talking
about multifractals rather than fractals. In this sense a measure dened on a fractal may have a
multifractal character, with fractal subsets of dierent densities. The irregularity of this measure
contains much information about the process generating it, that can be conveniently analysed
through the means of multifractal theory [31].
The main idea behind the multifractal analysis is to make a description of a measure over a
region both locally and globally. First the local dimension or the Hlder exponent , describing
the pointwise regularity of the object, is calculated for each point of the region. The region can
then be partitioned into subsets E

, consisting of points in the region where the local dimension


is , i.e. subsets where the mass has a given density. When these sets E

are non-empty and


fractal over a range of we call the measure a multifractal measure. (Remember that an exact
denition of a fractal was not given and neither can an exact denition of a multifractal measure
be given here.) The global description of the measure is then obtained as a multifractal spectrum
or singularity spectrum of the dimensions for each set E

. This spectrum is said to characterize


the measure.
To more formally describe multifractal analysis we need to look at some notions and denitions
13
14 CHAPTER 3. MULTIFRACTAL THEORY
from measure theory.
3.1 Measure theory
Definition 3.1.1: The power set of a set X is the family of all subsets of X. We will denote
the power set 2
X
.
The following denition of a -algebra gives us the sets that we in some way are able to measure.
Definition 3.1.2: Let X be a set. A -algebra F on X is a non-empty collection of subsets of
X such that:
1. The total set X is in F
2. If A is in F, then the complement of A is in F.
3. If A
1
, A
2
, . . . are all in F, then the union of A
1
, A
2
, . . . is in F, i.e. the union of countable
many sets in F is also in F.
That the sets in a -algebra are measurable means that every set can be related to a non-negative
number by the means of a measure. This number corresponds to the contents or size of the set.
If the set is decomposed into smaller parts in a reasonable way the sum of the sizes for the parts
must equal the size of the whole set. However, not all collections of sets can be measured in this
way and therefore we begin by dening an outer measure that is a function on any set in 2
X
.
Definition 3.1.3: An outer measure on X is a set function dened on any set in 2
X
, taking
values in [0, ] such that the following properties are satised:
1. The empty set has measure zero: () = 0
2. If A
1
, A
2
, . . . is any countable sequence of sets then
(

_
i=1
A
i
)

i=1
(A
i
) (3.1)
known as Countable subadditivity.
3. If A B then (A) (B)
Countable subadditivity says that if a set is decomposed into smaller parts (which may overlap),
the sum of the measure of the parts is at least equal to the measure of the whole set. The third
property says that the function is monotone, i.e. the larger the set, the larger the measure, that
is a natural property for a measure not implied by the second property.
The collection of sets that can be measured by an outer measure forms a -algebra and by
restricting to this -algebra we will get a measure.
Definition 3.1.4: A measure is a set function dened on a -algebra F over a set X, taking
values in [0, ] such that the following properties are satised:
1. The empty set has measure zero: () = 0
2. If A
1
, A
2
, . . . is a countable sequence of disjoint sets then
(

_
i=1
A
i
) =

i=1
(A
i
) (3.2)
known as Countable additivity.
3.1. MEASURE THEORY 15
Countable additivity tells us that if the set is decomposed into smaller, disjoint parts, the sum
of the measure for the parts is equal to the measure of the whole set.
The power set of X is a -algebra. Any collection S of subsets of X can always be contained
in the power set and therefore in a -algebra. If we take the intersection of all possible -algebras
that contains S we get the smallest -algebra containing S and we call this the -algebra generated
by S. For proof see [9] p.133.
The following denition denes a measurable collection of subsets of X including all sets that
will be interesting to look at in any practical situation.
Definition 3.1.5: The -algebra generated by the collection of all open (or equivalently closed)
subsets of X is called the Borel algebra on X, denoted (X). The sets that belong to (X) are
called the Borel sets with respect to X.
We know from Denition 3.1.2 that X and its complement are measurable sets, but we can also
measure any set that can be constructed using a sequence of countable unions or intersections
with the open or closed sets, i.e. the Borel sets (see [5] or [11]). The Borel algebra is the smallest
collection of subsets of X with the following properties:
a) Every open and closed set is a Borel set.
b) The union of every nite or countable collection of Borel sets is a Borel set, and the inter-
section of every nite or countable collection of Borel sets is a Borel set.
All the subsets of R
n
that we will work on later will be Borel sets. The multifractal measures will
be outer measures for which the Borel sets are measurable.
Definition 3.1.6: A measure , or the restriction of an outer measure to its measurable sets,
is called a Borel measure on X if the Borel sets with respect to X can be measured by .
We will mainly consider nite Borel measures which means that the set function only takes on
values less than innity. Most of the time we will also talk about Borel probability (or normalized)
measures, that is Borel measures where (X) = 1. Such a measure can be constructed from any
nite Borel measure (with (X) = 0) by
P(A) = (A)/c (3.3)
for some A in the domain of where c is the total measure (X) (0,). To prove that P(A) is
a measure we verify the properties in denition 3.1.4:
1. P() = ()/c = 0/c = 0.
2. P(

i=1
A
i
) = (

i=1
A
i
)/c =

i=1
(A
i
)/c =

i=1
P(A
i
).
The support of a measure tells us where in X the measure takes place, that is where it is non-zero.
The support is dened as the largest closed subset of X for which every open neighbourhood of
every point in the set has positive measure.
Definition 3.1.7: The support of a measure on X is
spt() = X \
_
(E)=0
E (3.4)
where E are open sets with zero measure.
16 CHAPTER 3. MULTIFRACTAL THEORY
3.2 Multifractal analysis
The ne theory and the coarse theory make up two dierent ways to approach multifractal anal-
ysis. In the ne theory we rst look at the local limiting behaviour of a measure at all points
and then globally examine the structure and dimension of the E

sets partitioned from the local


dimension. In the coarse theory on the other hand we only examine irregularities of the measure
at scale r globally and do not look at local behaviour. Since the coarse theory in some way is built
on the box-counting dimension and the ne theory on the more precise Hausdor dimension, the
ne theory is more appropriate for mathematical analysis. When the multifractal spectra should
be calculated in practice on the other hand, the coarse theory could be more convenient to use [12].
We are going to look at both approaches and ways to calculate multifractal spectra for each
theory. From now on we will look at Borel (probability) measures where the domain for the
functions are the Borel algebra. The support of the measure will be a bounded region of R
n
.
3.2.1 The ne theory
First of all we need a denition of the local dimension.
Definition 3.2.1: Given a Borel measure and a point x in spt() the lower and upper local
dimensions of at x is
dim
loc
(x) = liminf
r0
ln(B(x, r))
lnr
(3.5)
and
dim
loc
(x) = limsup
r0
ln(B(x, r))
lnr
(3.6)
where B(x, r) is a closed ball of radius r centered around x. If these two values are equal then the
common value is the local dimension of at x
dim
loc
(x) = lim
r0
ln(B(x, r))
lnr
. (3.7)
In some literature the notion of Hlder exponents is used in this case. The exponent in the rela-
tionship between (B(x, r)) and r for a certain size of r is denoted a coarse Hlder exponent and
the limit exponent obtained when r tends to zero is called a local Hlder exponent.
Let be a nite Borel measure on R
n
. For 0 we now decompose the support of the measure
into subsets E

, where each subset is the set of points where the local dimension is .
Definition 3.2.2: For 0 dene
E
a
= {x spt() : dim
loc
(x) = } (3.8)
so E

is the set of points at which the local dimension both exists and equals .
If the local dimension would not exist we must work with the lower and upper local dimensions.
Definition 3.2.3: For 0 dene
E
a
= {x spt() : dim
loc
(x) } (3.9)
and
E
a
=
_
x spt() : dim
loc
(x)
_
(3.10)
and we will get E

as the intersection of E

and E

.
3.2. MULTIFRACTAL ANALYSIS 17
The next step in the ne theory is to nd the dimension of each E

for 0. In most examples


of interest E

is dense in spt() for the values of where E

is non-trivial, i.e. E

= spt().
According to theorem 2.3.6, saying that the box dimension can not separate a set from its closure,
we get for the lower box dimension
dim
B
E

= dim
B
E

= dim
B
spt() (3.11)
and similarly for the upper box dimension
dim
B
E

= dim
B
E

= dim
B
spt(). (3.12)
Apparently box dimension is not an appropriate choice of dimension if we want to see dierences
between the various E

sets. They will all have the same dimension as the support of the measure.
So instead we choose to work with the Hausdor dimension dim
H
and we dene (what we will
denote the ne spectrum of )
Definition 3.2.4: For 0 the Hausdor (ne) multifractal spectrum of is
f
H
() = dim
H
E

. (3.13)
For the graph of the ne spectrum the following holds.
Theorem 3.2.5: For 0 we have the inequalities
1. 0 f
H
() dim
H
spt(),
2. 0 f
H
() .
The inequality 2 is derived in e.g. [24], p.76.
Proof of 1. By denition the Hausdor dimension is non-negative and since it is also monotone
any subset of spt() must have a Hausdor dimension smaller than that for spt().
3.2.2 The coarse theory
In practice it is not possible to estimate the ne spectra based on the Hausdor dimension from
empirical data. Instead a statistical description of how the local dimension varies is often used,
captured in the coarse multifractal spectra [19].
We now cover the support of the nite measure by a r-mesh net and for r > 0 and 0
we dene
N
r
() = #{r-mesh cubes A with (A) r
a
} . (3.14)
The number of r-mesh cubes A with
r
+
(A) < r

(3.15)
can be expressed by N
r
( +) N
r
( ).
Definition 3.2.6: For 0 the coarse multifractal spectrum of is
f
C
() = lim
0
lim
r0
ln
+
(N
r
( +) N
r
( ))
lnr
(3.16)
if the double limit exists.
Using ln
+
(x) = max {0, ln(x)} will ensure that f
C
() 0.
18 CHAPTER 3. MULTIFRACTAL THEORY
If we assume this limit exists the denition of the coarse spectrum tells us that for > 0 and > 0
small enough
r
f
C
()+
N
r
( +) N
r
( ) r
f
C
()
(3.17)
for all suciently small r. What this means, roughly speaking, is that the number of r-mesh
cubes with (A) approximately r

obey a power law as r 0 and that the power law exponent


is f
C
(). That is
N
r
( +) N
r
( ) r
f
C
()
(3.18)
If the limit as r 0 in the denition of f
C
() fail to exist we dene the following.
Definition 3.2.7: For 0 the lower and upper coarse multifractal spectra of are
f
C
() = lim
0
liminf
r0
ln
+
(N
r
( +) N
r
( ))
lnr
(3.19)
and
f
C
() = lim
0
limsup
r0
ln
+
(N
r
( +) N
r
( ))
lnr
. (3.20)
The limit as 0 will exist since it is the limit of a decreasing (non-negative) function.
The relationship between the ne and the coarse spectra is given in the following theorem.
Theorem 3.2.8: Let be a nite measure on R
n
. For 0
f
H
() f
C
() f
C
(). (3.21)
The proof can be found in [12], p.188.
Notice the similarity with Theorem 2.3.10 and that just as certain sets can have equal Hausdor
and box-counting dimensions, certain measures have the same ne and coarse spectra [12].
3.2.3 Moment sums and Legendre transformations
Many measures have spectra that are equal to the Legendre transformation of an auxillary function
based on moment sums. This provides an alternative way of calculating the coarse multifractal
spectra that avoids the often slow and tedious work of directly estimating the power law behaviour
of N
r
( +) N
r
( ).
Given a measure , the support is covered by a r-mesh net and for q R and r > 0 we con-
sider the q-th power moment sums
M
r
(q) =

(A)
q
taken over all cubes A with (A) > 0.
We identify the power law behaviour of M
r
(q) by the functions
(q) = liminf
r0
lnM
r
(q)
lnr
(3.22)
and
(q) = limsup
r0
lnM
r
(q)
lnr
. (3.23)
When they are equal the auxillary function : R R is dened by their common value
(q) = lim
r0
lnM
r
(q)
lnr
(3.24)
3.2. MULTIFRACTAL ANALYSIS 19
Figure 3.1: Illustration of the Legendre transform. The gure shows the function plotted against
q and the tangent to this curve with slope . For a given we receive the Legendre transform
of as the intersection of the tangent with the vertical axis.
that is the power law exponent in
M
r
(q) r
(q)
. (3.25)
In order for the Legendre transform of the (q) function to be easily and uniquely determined we
need (q) to be a convex, decreasing function. That (q) is convex roughly means that every cord
of the graph of (q) lie above or on the graph. Inspecting Figure 3.1 we can see that a line with
slope , through some point (q

, (q)

) on the graph of (q), will intersect the vertical axis in


(0, (q

) +q

). We receive the Legendre transform of for a given in [


min
,
max
] as the mini-
mum value of (q)+q seen as a function of q. Since (q) is convex the minimum value of (q)+q
will be obtained when the line with slope is the tangent to the graph, i.e. where =

(q
0
)
for some q
0
in R. More information about the Legendre transform can be found in e.g. [32] and [8].
For 0 the upper and lower Legendre spectra of the measure can then be dened as
the Legendre transforms
f
L
() = inf
_
(q) +q
_
(3.26)
and
f
L
() = inf
_
(q) +q
_
. (3.27)
If these values are equal, their common value is the Legendre spectrum of
f
L
() = inf {(q) +q} (3.28)
The following theorem shows how the Legendre spectrum is related to the coarse multifractal
spectrum.
20 CHAPTER 3. MULTIFRACTAL THEORY
Theorem 3.2.9: Let be a nite measure on R
n
. For 0
f
C
() f
L
() (3.29)
and
f
C
() f
L
(). (3.30)
The proof can be found in [12], p.190.
For many measures the Legendre spectrum equals the coarse multifractal spectrum and the vari-
ables q and (q) can be used to nd and f
C
(). This approach can have a problem for negative
values of q. If a cube only clips the edge of the spt() then (A)
q
can become very large. However
there are ways to handle this problem, for example by restricting the sums to cubes with a central
portion intersecting the support of the measure [12].
Chapter 4
Multifractal-based image processing
The fractal geometry has been introduced a long time ago in image analysis. The fractal dimen-
sion has been used to perform texture classication and image segmentation in dierent kinds of
applications. For example it has been used as a feature in classication of pathological tissue in
mammograms and tumour blood vessels [21],[16]. In this report we want to look at how the multi-
fractal theory can be used to analyse digital grayscale images. How can the multifractal approach
help in performing texture classication and image segmentation in for example mammograms
and microscopy images?
When using a fractal approach, image analysis sometimes means computing some sort of fractal
dimension for an image representing a certain state of a given process. By using the image, infor-
mation of interest for characterizing the process is obtained [20]. Here, on the other hand, we do
not want to use an image representation of a process to compute its associated fractal dimension,
but to study an image itself and its structure and characterize it in terms of fractal features.
4.1 Grayscale digital images
One way to dene a digital grayscale image, described in [14], is as a two-dimensional function
f(x, y) with nite, discrete spatial coordinates x = m x and y = n y, m = 1, . . . , M, n =
1, . . . , N where the amplitude of f at any pair of coordinates (x, y) describe the intensity, or
level of gray, of the image at that point. The amplitude of f is also a nite, discrete quantity,
f(x, y) = l f, l = 0, . . . , (L1), where the number of gray levels L typically is an integer power
of two. When an image can have 2
k
gray levels it is often referred to as a k-bit image, e.g. if 256
gray levels are used the image is called an 8-bit image.
A digital image is in other words composed of a nite number of picture elements, called pix-
els, each of which has a particular location and value (Figure 4.1). We can write the digital image
with M rows and N columns in matrix form as:
f(x, y) =
_

_
f(0, 0) f(0, 1) . . . f(0, N 1)
f(1, 0) f(1, 1) . . . f(1, N 1)
.
.
.
.
.
.
.
.
.
f(M 1, 0) f(M 1, 1) . . . f(M 1, N 1)
_

_
21
22 CHAPTER 4. MULTIFRACTAL-BASED IMAGE PROCESSING
Figure 4.1: Illustration of pixels. The location of a pixel is described by the spatial coordinates
(x, y), and the level of gray in each pixel is given by f(x, y).
4.2 The multifractal approach
According to Lvy-Vhel and Berroir, fractal dimension is a good tool for characterizing the
irregularity of a curve or a surface and they mention this as the main point that justies the
introduction of multifractals in image analysis [20]. However, it seems to them that even if fractal
dimension can sometimes help to get specic features from the data, applying it to characterize
an image is totally unfounded. For such an approach the assumption must be made that the
2D grayscale image can be seen as a 3D surface, or, equivalently, that the gray levels can be
assimilated to a spatial coordinate on the z-axis. For examples of this view see e.g. [3],[1],[27] and
[30]. According to Lvy-Vhel and Berroir this assumption has no theoretical basis. They think
that this approach leads to a fundamentally false analysis of the image, since the scaling properties
of the gray levels are totally dierent from those of the space coordinates. Instead they say that
the gray levels should be looked upon as a measure over a generally compact set, inhomogeneous
to space coordinates, where the measure of a region is dened as a function of the gray levels of the
points belonging to the region. By the multifractal spectrum f(), characterizing this measure,
both local and global information of the image regularity can then be derived.
4.2.1 Image segmentation and texture classication using and f()
Image segmentation consists in nding the characteristic entities of an image, either by their con-
tours (edges) or by the region they lie in. The edge detection approach and the region extraction
approach often vary much both in algorithms and segmentation results. In the classical methods
for edge detection, edges are usually considered to correspond to local extrema of the gradient
of the gray levels in the image. The diculty arising is the computation of the derivative of a
most of the time noisy, discrete signal. These methods therefore involve smoothing of the discrete
image data and the gradient is then computed by dierentiating the smoothed signal [20]. The
multifractal approach, on the contrary, use the initial discrete image data directly. Based on the
4.2. THE MULTIFRACTAL APPROACH 23
Figure 4.2: The result of thresholding an image at dierent values of f() and . Pixels with
values within the given limits are shown in white. (The image is a part of a Brodatz texture from
[33] published in [4].)
idea that the underlying continuous process might not be possible to recover, the relevant infor-
mation is extracted directly from the singularities. The advantage is that no information is lost
or introduced by the smoothing process, which is an important feature in applications like edge
detection, segmentation and texture classication, particularly in medical diagnosis [25],[26]. The
drawback is that this approach might be more sensitive to noise.
The idea in multifractal segmentation is to extract image regions based on particular values of
and/or f(). By appropriate choice of the ordered pair (, f()), dierent features may be
recognized, extracted and even classied, both in geometric and probalistic sense. The value of
will hold information about the local behaviour of the measure, i.e. how the measure will behave
when increasing scale, and will respond to singularities such as lines, step-edges and corners. For a
two-dimensional signal, points having 2 are points where the measure is regular. Points with
= 2 lie in regions where something happens, where we encounter singularities. If alpha is much
larger or much smaller than 2 the region is characterized by a high gradient or discontinuities of
the signal. The values of f() gives the global information of the image. Pixels belonging to the
set with f() close to 1 correspond to pixels in the original image lying on a smooth contour or
line (one-dimensional object). The set of f() close to 2 correspond to pixels in the original image
lying in the homogeneous region or surface (two-dimensional object).
A probalistic interpretation of f() can also be made corresponding to the fact that a point
in a homogeneous region is a frequent event while an edge point is a rare event. f(), loosely
24 CHAPTER 4. MULTIFRACTAL-BASED IMAGE PROCESSING
speaking, measures how rare or frequent an event of singularity is. Let us look at Figure 4.3. We
would probably say that the left image shows three edges. The right image can be interpreted as
containing eleven edges, but it is more likely that we would talk about a texture in this case. The
local computation of will however be the same in both cases. An edge consequently has another
characteristic feature, it corresponds to a rare event in some sense. To characterize a point as
an edge point we will rst demand that it has a certain singularity value (local condition). We
will then look at the set of all points with this singularity value, and demand that the dimension
of this set (f()) equals the dimension for a set of lines (global condition). The dimension for a
set of edges should be close to 1. If the value of f() is closer to 2, the set contains too many
points to be considered a set of edge points and could rather be considered as points belonging
to a texture. If the value of f() is close to 0 we have detected very rare events, like for example
corners.
Figure 4.3: Left: Three edges, Right: A binary texture
4.2.2 Methods for estimating the multifractal spectrum
The procedures described in chapter 3 for nding the local dimension and the multifractal spec-
trum of a measure are based on functions that are continuous both in space and amplitude. Trying
to determine these values for a discrete space introduces several diculties and limitations. For
example, sizes of boxes covering the image must be an integer multiple of the pixel size, and this
makes limiting procedures impossible. We can not let the box size tend to zero since the smallest
box size we can observe is that of one pixel. Looking at the denition (3.7) of the local dimension
and the denition (2.7) of the box-counting dimension we see that we must nd ways to estimate
these limits from our discrete images.
Several methods for applying the multifractal theory to discrete space has been suggested and
evaluated in dierent ways. A simple and direct way of computing the coarse spectra is the his-
togram method. For example, we let be a measure on the attractor of a dynamical system. By
counting the proportion of the iterates of an initial point in each r-mesh square A we can estimate
the number of squares for which
k
log (A)/ log r <
k+1
for 0
1
< <
k
. The power
law behaviour of N
r
(+) N
r
() is then examined by looking at this histogram for dier-
ent r, and we get an estimate of f(). However, this method is often computationally slow and
awkward [12]. In real and computer experiments the (q) function (dened in 5.2) has been easier
to estimate and f() curves have usually been determined by the Legendre transform of (q) as
described in section 3.2.3 [12]. Transforming the curve into the f() curve generally involve rst
smoothing the beta curve and then Legendre transforming, and this has some disadvantages. The
errors from the data itself will be harder to estimate since the smoothing procedure can introduce
errors, and discontinuities of the or f() curves can be missed.
Another type of method, for example used in [28], has also been used for the direct computation
of f(). For estimating the local Hlder exponent, or local dimension, each pixel is characterized
4.2. THE MULTIFRACTAL APPROACH 25
by a discrete set of coarse Hlder exponents as

i
(m, n) =
ln(
i
(m, n))
lni
, i = 1, 2, 3 . . .
where
i
(m, n) is the amount of measure in a box of size r = i. The natural logarithm of
i
(m, n)
and of the box size i are calculated and corresponding points are plotted in a bi-logarithmic
diagram ln(
i
(m, n)) versus ln(i). The limiting value of (m, n) is then estimated as the slope
of a linear regression line. The continuous Hlder exponents are discretized into R values of
r
,
and an -image, with one-by-one correspondence to image pixels, lled by values of
r
(m, n) is
created. This alpha-image is then covered by a j-mesh net j = 1, 2, . . . and boxes containing at
least one value of
r
are counted giving the number N
j
(
r
). Nets with dierent box sizes are
recursively considered and corresponding Hausdor measures are calculated as
f
j
(
r
) =
lnN
j
(
r
)
lnj
, j = 1, 2, . . .
The limiting values of the multifractal spectrum f() is, in the same manner as for alpha, calcu-
lated from linear regression from a set of points in a bi-logarithmic diagram of lnN
r
(
r
) vs ln(j).
Lvy Vhel and Pascal Mignot introduced some of the most commonly used measures
i
(m, m),
known as capacity measures, and we will address these and their eects on the Hlder exponent
in chapter 6, section 6.1.5. For a particular application an appropriate measure must be chosen
to get desirable eects.
The application of this kind of method to real or experimental data however suers from mathemat-
ical ambiguities, i.e. is f() a Hausdor or box-counting dimension? Large errors are also caused
by the logarithmic corrections arising from the scale-dependent prefactors in N(
r
) r
f(
r
)
.
Despite these quantitative inaccuracies, the method provide important qualitative information
about the statistical properties of the measure [6].
In [6] A Chhabra and R.V. Jensen presents a method that circumvents the diculties of the
log-log methods without resorting to the intermediate Legendre transform. This is a simple and
mathematically precise method for the calculation of the f() spectrum for real or experimental
data where the underlying dynamics are unknown. There are several theorems saying how to
compute the dimension of the support of measures arising from multiplicative processes described
by probabilities P
i
. The entropy S of such a measure is
S =

i
P
i
log P
i
The Hausdor dimension of M, the support of the measure associated with the process, can be
related to the entropy by
dim
H
(M) = lim
N
1
log N
N

i=1
P
i
log P
i
. (4.1)
We cover the support of the experimental measure P(X) we are looking at with boxes of size r and
dene P
i
(r) as the probability in the i:th box. If we bin the measure so that the P
i
(r) correspond
to the probabilities of a multiplicative process with N r
1
then equation (4.1) tells us how
to compute the Hausdor dimension of the support of P(X). To evaluate the f() spectrum
we construct a one-parameter family of normalized measures (q) where each box of size r has
probability

i
(q, r) = [P
i
(r)]
q
/

j
[P
j
(r)]
q
. (4.2)
26 CHAPTER 4. MULTIFRACTAL-BASED IMAGE PROCESSING
Through the parameter q, that works like a microscope, dierent regions of the measure can be
explored. For q > 1, (q) amplies the more singular structures of P(X), while for q < 1 the less
singular regions are enhanced. For q = 1 we get the original measure. Equation (4.1) gives us the
Hausdor dimension of the support of (q) and we get
f(q) = lim
N
1
log N
N

i=1

i
(q, r) log[
i
(q, r)] = lim
r0

i
(q, r) log[
i
(q, r)]
log r
(4.3)
and the average value of the singularity strength
i
= log(P
i
)/ log r with respect to (q) is obtained
as
(q) = lim
N
1
log N
N

i=1

i
(q, r) log[P
i
(r)] = lim
r0

i
(q, r) log[P
i
(r)]
log r
(4.4)
These functions of the parameter q gives a relationship between a Hausdor dimension and an
average singularity strength . One can generally show that f(q) and (q) introduced this way
provide an alternative denition of the multifractal spectra. To estimate the limiting values in
the equations (4.3) and (4.4) the method of linear regression of points in a bi-logarithmic diagram
is used. Errors may arise from having to nd the best linear t to oscillating points, but despite
these errors the method will reproduce the top of the f() curve very accurately.
The wavelet transform is a mathematical tool consisting in the decomposition of a signal on a
set of functions characterized by parameters of position and scale. The application of this kind
of wavelet transform representation to multifractal analysis has lately become very common. The
Wavelet Transform Modulus Maxima (WTMM) is a wavelet-based multifractal formalism that
was introduced by Arneodo, Bacry and Muzy, and this method has been used to examine various
natural phenomena [18]. The 2D WTMM method was applied in [17] to perform a multifractal
analysis of digitized mammograms. This method was originally designed to statistically describe
the roughness uctuations of fractal surfaces, and in their work they summarize how the method
provides an ecient framework to study synthetic and natural fractal images. Briey, the method
consists in performing a wavelet based multiscale Canny edge detection. Wavelet transforms are
taken at dierent scales and the scaling exponents are computed by following maxima lines.
Both methods based on wavelets and methods based on moments sums are technically involved
and are very demanding in sampling statistics. Large datasets are required to avoid poor sampling
statistics for small and large values of the singularity strength and to get a good estimate of the
singularity spectrum.
4.2.3 The multifractal spectrum
Spectra obtained by using dierent methods will not look exactly the same, but the global shape
should be very close. The function f() is continuous over usually having the graph or f()
curve bell-shaped. Depending on the method, the obtained spectrum may or may not be a smooth
curve line. The width of the spectra is related to the variability of the intensities in the image.
Higher variability gives a broader spectrum as we will see when we analyse self-similar measures
in Chapter 5.
The multifractal spectrum will obtain its maximum at a value of close to the dimension of
the signal under observation. When we look at images as 2D signals the maximum of the spec-
trum will be obtained at an close to 2. In [26] the authors look at digitized microscopy images
and try to tell if samples belong to dierent tissues or not. After calculating the f() curve for the
dierent images they compare the values at which the maximum of each spectrum is obtained.
The authors say that dierences in this value suggest that the samples belong to dierent tissues.
According to them, zoomed parts of an original image have spectra similar to the spectrum of
the whole image. The maximum of the spectra for zoomed parts of the image will be obtained
4.2. THE MULTIFRACTAL APPROACH 27
at approximately the same value as for the original image. The variability of the intensities in
a zoomed part may not be equal to the original image, and thus the width of the spectrum may
dier from that of the original image.
28 CHAPTER 4. MULTIFRACTAL-BASED IMAGE PROCESSING
Chapter 5
Generating multifractal images
To be able to evaluate how correctly a method approximate the true multifractal spectra we need
some sort of test images for which the multifractal spectrum is known.
Several methods for fractal modeling and generation have been introduced in the last decades.
The Iterated Function System methods, popularized by Barnsley [2], are very useful for mod-
eling and generating self-similar fractals because they are simple and mathematically sound. A
minimum set of input data is also required [31].
Since we are concerned with generating two-dimensional images we will consider this method
only for R
2
. To measure the distance between two points in this space we use the Euclidean
distance, i.e. the distance between x, y R
2
is
|x y| =
_
|x
1
y
1
|
2
+|x
2
y
2
|
2
where x = {x
1
, x
2
} and y = {y
1
, y
2
}. We let X be a given subset of R
2
that with the dened
metric constitutes a metric space. We assume that this metric space is closed.
An Iterated Function System (IFS) is a nite number of contraction mappings {w
1
, . . . , w
N
}
on X with respective contractivity factors {s
1
, . . . , s
N
}. A contraction mapping w
i
: X X is a
transformation that reduces the distance between every pair of points in X, i.e. there is a factor
s (0, 1) such that
|w
i
(x) w
i
(y)| s |x y| (5.1)
for all pairs of points x and y in X. The smallest constant s is the contractivity factor. w
i
is
called a similarity if there is equality in equation (5.1) for all points x and y. In this case w
i
will
transform a set into a new smaller set, geometrically similar to the original one [24].
Iterating the IFS, applied to any compact (i.e. bounded and closed) subset in R
2
, we will re-
ceive a sequence of sets converging to a unique shape A X, a xed point called the attractor of
the IFS. This is the only set invariant under the application of {w
1
, . . . , w
N
}, i.e.
A =
N
_
i=1
w
i
(A)
and is a deterministic fractal [2],[13].
5.1 Self-similar measures
A multifractal measure can be obtained from an IFS by assigning probabilities p
i
(0, 1) to each
of the transformations in the IFS, such that

i
p
i
= 1. First an initial point, belonging to the
29
30 CHAPTER 5. GENERATING MULTIFRACTAL IMAGES
Figure 5.1: Top left, top right and bottom left: Textures arising from the Random Iteration
Algorithm with increasing number of points, where points are shown in white. The mappings of
the IFS used are W
1
(x) = (x
1
/2, x
2
/2), W
2
(x) = (x
1
/2, x
2
/2) + (0, 1/2), W
3
(x) = (x
1
/2, x
2
/2) +
(1/2, 0) and W
4
(x) = (x
1
/2, x
2
/2) + (1/2, 1/2), for a point x = {x
1
, x
2
}, and the corresponding
probabilities {0.3, 0.3, 0.1, 0.3}. The attractor of the IFS is the whole square. Bottom right:
Grayscale image representing the probability of nding a point at each position, i.e. the proportions
of points landing at each position. Brighter pixels correspond to higher probabilities.
attractor of the IFS, is picked and one of the mappings in the set {w
1
, . . . , w
N
} is chosen at random
with respective probability {p
1
, . . . , p
N
}. The selected map is then applied to the starting point to
generate a new point, and with this new point the same process is repeated again. Continuing this
iterative process, a sequence of points is obtained that, under various conditions, will converge
to the attractor of the IFS, as the number of points increases. This is known as the Random
Iteration Algorithm. By adjusting the probabilities we can make dierent parts of the fractal ll
in at dierent rates. In Figure 5.1 we see that if the algorithm is halted before the image becomes
saturated, diverse textures arise. The attractor is in each case the same but the points from
the generated sequence rain down on the attractor with dierent frequencies on dierent places
and this will make some areas appear more dense than others [2],[13]. By dividing the number of
points landing on a certain place by the total number of points generated we can also talk about
a probability in each part of the attractor.
An IFS with probabilities induces a contracting map on the set of Borel probability mea-
sures M(X) on R
2
with a unique xed point described as a multifractal measure whose support
is the attractor of the underlying IFS. This unique measure fullls
(E) =
N

i=1
p
i
(w
1
i
(E)) (5.2)
5.1. SELF-SIMILAR MEASURES 31
for all sets E and if the IFS consists particularly of similarities this measure is called a Self-similar
measure [12],[7].
In this section we are going to look at a method for calculating the multifractal spectra for the
class of Self-similar measures. This method is however a prototype for multifractal calculations
for many classes of measures.
We dene a self-similar measure by the IFS with probabilities consisting of the mappings
{W
1
, ..., W
N
} on R
2
with contractivity factors {s
1
, . . . , s
N
} and associated probabilities {p
1
, . . . , p
N
}.
We let A = spt() be the attractor of the IFS and we assume that the strong separation condi-
tion is satised, that is W
i
(A) W
j
(A) = for all i = j, so that A is totally disconnected. For
1 i N a sequence (i
1
, . . . i
k
) will be denoted i. We let X be any non-empty compact set in R
2
with W
i
(X) X for all i and W
i
(X) W
j
(X) = if i = j. We use the notation
X
i
= X
i
1
, . . . , X
i
k
= W
i
1
W
i
k
and assume that the diameter (denition 2.3.1), |X| = 1 so that we get for i = (i
1
, i
2
, . . . , i
k
)
|X
i
| = s
i
s
i
1
s
i
2
s
i
k
and
(X
i
) = p
i
p
i
1
p
i
2
p
i
k
.
The multifractal spectrum f() for this measure can be calculated as the Legendre transform of
a function . Given a real number q, we dene = (q) as the positive number satisfying
N

i=1
p
q
i
s
(q)
i
= 1. (5.3)
We prove in Appendix B.1.1 that this denition will give us a unique number of (q) for each q.
In Appendix B.1.2 we also derive that, unless the quotients
ln(p
i
)
ln(s
i
)
are equal for all i, : R R
is a strictly decreasing, strictly convex function (Figure 5.2) and from the denition we conclude
that
lim
q
(q) = (5.4)
and
lim
q
(q) = . (5.5)
The derivation in Appendix B.1.3 tells what happens when all quotients are equal, i.e. when
ln(p
i
)
ln(s
i
)
= c for all i and some positive constant c. The function will then be a linear function
with slope c and the multifractal spectrum will here only consists of the point (c, dim(spt()))
as shown in Figure 5.3.
From now on we assume that
ln(p
i
)
ln(s
i
)
are not equal for all i so that is a strictly decreasing
and strictly convex function.
If we let f be the Legendre transform of
f() = inf
<q<
{(q) +q} (5.6)
we have f : [
min
,
max
] R, where
min
and
max
are obtained as the slopes of the
asymptotes of the function as shown in Figure 5.2 [12]. For a given the innium in (5.6) will
be attained at a unique q = q(), since is strictly convex. Recall the discussion on Legendre
transforms in section 3.2.3 where we saw that the innium will be attained when
=
d
dq
. (5.7)
32 CHAPTER 5. GENERATING MULTIFRACTAL IMAGES
Figure 5.2: Form of the (q) function for a typical self-similar measure. We see that (q) tends
to - as q grows large and (q) tends to as q tends to -. (0) give us the dimension of the
support of the measure used. The slope of the asymptotes gives us
max
and
min
.
Figure 5.3: Left: The function plotted against q in the case when all probabilities are equal.
Right: The theoretical spectra, f() plotted against , in the case when all probabilities are equal.
Here the multifractal spectrum only contains one point.
We then have
f() = q +(q) = q
d
dq
+(q). (5.8)
5.1. SELF-SIMILAR MEASURES 33
If any one of q, or is given, the other two can be determined by using the equations (5.3) and
(5.7). If we dierentiate (5.3) we can write as
=

N
i=1
p
q
i
s

i
lnp
i

N
i=1
p
q
i
s

i
lns
i
. (5.9)
From this expression we can see that

min
= min
1iN
lnp
i
/ lns
i
and

max
= max
1iN
lnp
i
/ lns
i
corresponding to q approaching and - respectively. If all the quotients
ln(p
i
)
ln(s
i
)
are dierent we
will also have f(
min
) = f(
max
) = 0 [13].
If we look at q as a function of and dierentiate the expression for f() in equation (5.8)
with respect to , we get using (5.7)
df
d
=
dq
d
+q +
d
dq
dq
d
=
dq
d
+q
dq
d
= q. (5.10)
q decreases as increases and this tells us that f is a concave function of , which roughly means
that every cord of the graph of f() lie under or on the graph (Figure 5.4). Since
df
d
= q the
end points of the multifractal spectrum must have vertical asymptotes. We can also come to the
conclusion that the maximum of f will be reached when q = 0 and the corresponding value of f
is f() = 0 +(0) = (0). By the denition of (q) we have in this case
N

i=1
s
(0)
i
= 1.
The similarity dimension of the attractor A, D
S
(A) of the underlying IFS is the unique solution
D of the Moran equation
N

i=1
s
D
i
= 1. (5.11)
(In [13] this is derived from the denition of similarity dimension). This tells us that (0) = D
S
(A)
and for an IFS of similarities we have D
S
(A) = dim
H
(A) = dim
B
(A) [12]. Since A = spt() this
means that the maximum point of the spectrum (0) gives us the dimension of the support of the
measure (Figure 5.5).
Another interesting q-value is q = 1 that implies (q) = 0 by (5.3), and therefore f() =
by (5.8). We will have
df
d
= q = 1 and this tells us that the line y = is a tangent to the curve
y = f(). We have by equation (5.9)
f() = =

N
i=1
p
i
ln(p
i
)

N
i=1
p
i
ln(s
i
)
(5.12)
and this value is known as the Information dimension. This value also equals the dimension of the
measure , that is the smallest dimension of among all sets F with (F) > 0 (Figure 5.5) [13].
34 CHAPTER 5. GENERATING MULTIFRACTAL IMAGES
Figure 5.4: The theoretical spectra, f() plotted against , calculated as the Legendre trans-
form of the function. The mappings that have been used are: W
1
(x) = (x
1
/2, x
2
/2), W
2
(x) =
(x
1
/2, x
2
/2) + (0, 1/2), W
3
(x) = (x
1
/2, x
2
/2) + (1/2, 0) and W
4
(x) = (x
1
/2, x
2
/2) + (1/2, 1/2)
that all have contractivity factor s = 0.5. The dierent spectra correspond to the probabilities:
{0.35, 0.30, 0.20, 0.15}, {0.50, 0.25, 0.20, 0.05}, {0.60, 0.20, 0.15, 0.05} and {0.80, 0.10, 0.06, 0.04}.
We see that f() is a concave function of and that the end points have vertical asymp-
totes. The max and min values of are given by the max and min values of lnp
i
/ lns
i
.
For the rst curve we have [
min
= ln(.35)/ ln(.5) = 1.51,
max
= ln(.15)/ ln(.5) = 2.74],
for the second [
min
= ln(.5)/ ln(.5) = 1.00,
max
= ln(.05)/ ln(.5) = 4.32], for the third
[
min
= ln(.6)/ ln(.5) = 0.74,
max
= ln(.05)/ ln(.5) = 4.32] and nally for the last curve
[
min
= ln(.8)/ ln(.5) = 0.32,
max
= ln(.04)/ ln(.5) = 4.64]
.
5.2 Algorithm for generating images
We will here generate images representing the kind of self-similar measures that corresponds to
an IFS with probabilities using contraction mappings:
W
1
(x) = (x
1
/2, x
2
/2), W
2
(x) = (x
1
/2, x
2
/2) + (0, 1/2),
W
3
(x) = (x
1
/2, x
2
/2) + (1/2, 0), W
4
(x) = (x
1
/2, x
2
/2) + (1/2, 1/2)
for a point x = {x
1
, x
2
}, with the corresponding contractivity factors s = 0.5 for all four mappings.
The Random Iteration Algorithm, mentioned in section 5.1, could be used here but the algorithm
described below is deterministic, giving us the exact same image in each generation, and will also
be faster, demanding less iterations to receive a reliable probability for each pixel in the image.
When generating images we rst specify an image size (must be 2
n
for a positive integer n),
and a vector of four probability values. We then start from a square image of the given size where
5.2. ALGORITHM FOR GENERATING IMAGES 35
Figure 5.5: The multifractal spectra for a self-similar measure, f() plotted against . The
maximum point of the spectrum, corresponding to q = 0, gives the dimension of the support of
the measure. When q = 1 then f() = and this common value is known as the Information
dimension.
all pixels have intensity value 1. This image is divided into four squares of equal size and the pixel
values in each square are multiplied by the corresponding probability. Each of these squares are
then considered in the same way - we split each square into four equal sized squares and multiply
the intensity values by the respective probability (Figure 5.6). We continue these recursive calls
until the size of each square is one pixel. The gray-scale value of each pixel will then represent the
probability for that point of the image.
36 CHAPTER 5. GENERATING MULTIFRACTAL IMAGES
Figure 5.6: Two steps in the generation algorithm for images representing self-similar measures.
The probabilities used are from top to bottom: {0.3, 0.3, 0.1, 0.3}, {0.22, 0.23, 0.27, 0.28} and
{0.34, 0.22, 0.16, 0.28}. The resulting images are shown to the right.
Chapter 6
Implementation
The aim of this work is not to develop a method well suited for one particular application, but
rather to examine how the concept of multifractals can be used in image analysis, what problems
arise and what contributions can be made by this approach. The implemented method described
below is based upon the method used in [28], mentioned in section 4.2.2. Compared to the other
methods, that consider the irregularities of the measure only on a global scale, this methods
considers each point of the image separately. From an image analysis point of view, this is an
appealing quality. Using this method we will not only end up with a spectrum over the image
but also with a one-by-one corresponding -image describing the calculated -exponent for each
point and a f()-image describing the distribution of these exponents. For our understanding of
the multifractal approach this is an important quality that will make it easier to see the connec-
tions between the mathematical denitions and the calculated features. This method also has the
advantage of not being too computationally complex or too demanding in sampling statistics.
This approach is in some sense based on the ne theory explained in section 3.2.1, but instead of
using the Hausdor dimension for determining the dimension of each E

set we use the empirical


estimation of the box-counting dimension mentioned in section 2.7. The equations (3.11) and
(3.12) on page 17 say that the box dimension can not be used to separate the dierent E

sets if
they are dense in the support of the measure. However, we are not dealing with the continuous sets
and functions in this case, and for our discrete images we will be able to estimate the dimension
of the dierent E

sets by the box-counting method.


6.1 Method
We will here look at grayscale images and consider the intensity distribution a measure in R
2
. To
obtain a probability measure we begin by dividing every intensity value in the image by the total
intensity in the image.
6.1.1 Estimation of local dimension
First we calculate the local dimension, dened in equation (3.7) on page 16, for each point of the
original image. For estimating the local dimension in our discrete space we look at the amount
of measure,
i
(m, n), in a number of i i sized neighbourhoods with i = 2p + 1, p = 0, 1, 2, . . .
centered around each pixel. The local Hlder exponent is then computed as the slope of a linear
regression line for ln(
i
(m, n)), versus ln(i) using the least squares method described in Appendix
A, section A.1. The maximal size of neighbourhoods is related to localization of computation. If
small neighbourhoods are used will react to localized singularities. If larger neighbourhoods are
37
38 CHAPTER 6. IMPLEMENTATION
used more widespread singularities will be detected.
To get a good estimation of through linear regression there are a number of problems we
must look at. First of all we make the assumption that there is a linear relationship between ln(i)
and ln(
i
(m, n)) for neighbourhood sizes up to the maximal size. In other words, we expect the
observations (x
l
, y
l
) in our bi-logarithmic plot to follow the model
y
l
= k
0
+k
1
x
l
+
l
, l = 1, 2, 3, . . . (6.1)
where k
0
is the intercept of the true regression line, k
1
is its slope and
l
are random errors with
expected value 0 and the same variance
2
. If the assumption about linearity is not true we may
not obtain a very good result.
We sometimes get a knee in the diagram, meaning that the best way to t these points would
be by two lines (Figure 6.1). We have one linear relation up to a certain size, then another
Figure 6.1: Illustration of knees in the bi-logarithmic diagram. Here two lines are used to t the
observation. To minimize the regression error the three smallest neighbourhood sizes are used for
the rst line in the left plot, and the four smallest sizes in the right plot.
for points corresponding to larger sizes. Since we are looking for the local dimension we want
the slope of the rst line, tted to the small sizes. This would imply that only a small number
of sizes should be used in these cases. When the assumption of the linear relation is true how-
ever, we in general want as many plotted point as possible to minimize the errors in the regression.
Outliers and inuential observations also aect the result from the linear regression. An out-
lier is an observation that does not follow the general pattern of the relationship, and such a value
is indicated by a large residual. If noise is present in the image, such deviating values can be
obtained and aect the resulting Hlder exponent. We will address the eects of noise further in
section 7.2.6. The regression line can also be inuenced by an observation that is not necessarily
an outlier, but has an extreme value on the x-axis (Figure 6.2). The scale on the x-axis in our
case is logarithmic, and this will give us a non-linear distribution of the observations when using
a linear set of neighbourhood sizes. The observation corresponding to the smallest neighbourhood
size (smallest i) will have a larger distance to the other observations, and more inuence when
estimating the regression line (Figure 6.3). Errors introduced by this observation will cause a
bigger eect on our resulting value.
6.1. METHOD 39
Figure 6.2: Illustration of Inuential Observations. In both diagrams the observations are the
same, except for the last one. The last observation has in both diagrams the same y-value but in
the left diagram it has a much larger x-value than in the right one. The slope of the regression
line (using all observations) in the left diagram is 0.100 and in the right digram 0.864. We can
also see that there are big dierences between the regression lines with and without the inuential
points.
In [29] a method for identifying inuential observations is mentioned and we describe this method
in Appendix A, section A.2. Testing the linear set of neighbourhood sizes i = {1, 3, 5, 7, . . . , 19}
for inuential observations in the logarithmic plot, give us the result that the rst (and only the
rst) observation is inuential (Figure 6.3). Since we for the rst observation only look at one
pixel value, and do not take the sum over a number of pixels, this observation will in most cases
be the most sensitive to noise. Giving this observation a high inuence on the regression line will
then also give the noise a high inuence. To prevent this we could consider a non-linear set of
neighbourhood sizes that will be evenly distributed on the logarithmic x-axis. We test the set
i = {1, 3, 7, 15, 31, 63} (given by the expression 2
m
1), that will give a more even distribution on
the x-axis. The result will show that there are no inuential observations in this case (Figure 6.3).
If the points in the bi-logarithmic diagram do not lie on an exact straight line there will always
be an uncertainty in the determination of the slope. The number and the sizes of neighbourhoods
to use are parameters that have to be chosen depending on the application and image size.
The denition of the measure and the shape of the neighbourhoods also strongly aect the esti-
mated local dimension. In section 6.1.5 we will discuss dierent measures and how they respond
to encountered singularities. The typical shape of a neighbourhood is a square, but for certain ap-
plications disk-shaped or diamond-shaped neighbourhoods might be more appropriate. We must
also decide how to pad the image when considering neighbourhoods of pixels near the boarders of
the image.
6.1.2 The -image
We create an alpha-image of the same size as the original image and let the intensity of each point
in the -image represent the local dimension of corresponding point in the original image (Figure
6.4). The value of will be close to the dimension of the structure under observation and for our
two-dimensional signal the values of will be close to two. If we let the values of in Figure
40 CHAPTER 6. IMPLEMENTATION
Figure 6.3: Left: Diagram of ln(i) vs ln(
i
) for the linear set i = {1, 3, 5, 7, ..., 19}. The rst obser-
vation is inuential. Right: Diagram of ln(i) vs ln(
i
) for the non-linear set i = 1, 3, 7, 15, 31, 63.
In this case there are no inuential observations.
6.4 be displayed in the full magnitude range [0, 1], we see that the brightest and darkest points
lie around the strongest singularities in the original image, and that gray areas correspond to
homogeneous regions in the original image. Depending on the intensity values of the background
and the encountered singularity, the values near a singularity either becomes smaller or larger
than two (dark or bright). Note however that the -image enhance just local contrast, irrespective
of the actual levels of gray.
6.1.3 Estimation of the multifractal spectrum
We then want to nd the distribution of . First the continuous values, lying between some

min
and
max
, are discretized into R values of
r
as follows:

r
=
min
+ (r 1)
r
, r = 1, 2, . . . , R. (6.2)
If the uniform division is used we have:

r
= (
max

min
)/R. (6.3)
The number of subranges R will inuence the accuracy of the multifractal spectrum. A small num-
ber of subranges will give us a smooth spectrum but with small resolution and small sharpness.
Conversely, too many subranges produce a saw-toothed spectrum with more detail. A suitable
number of R has to be chosen with respect to how exactly we can determine . We want the
spectrum to have high resolution to give us as much information as possible, but at the same time
not to show the eects of the uncertainty in the determination of . If the uncertainty in the
determination of varies with the value, a non-uniform division could be considered, taking
larger steps where the uncertainty is big and smaller steps where the uncertainty is small.
For each subrange r we threshold the -image, obtaining an image showing only points where

r
< (
r
+
r
). Pixels, in this binary image, with value 1 thus represent corresponding
pixels in the -image taking on a value in the given subrange. By the means of the box-counting
dimension (chapter 2, section 2.7), we then try to estimate the dimension, or the f() value, of
this thresholded image. The image is covered by a grid of boxes of integer size j and the number
of non-empty boxes are counted giving the number N
j
(
r
). Boxes of dierent sizes are recursively
6.1. METHOD 41
taken into account and similar to the case of the estimation of , f() is estimated as the slope
of a linear regression line of the points in the bi-logarithmic diagram of ln(N
j
(
r
)) versus ln(j).
This procedure is then repeated for all the subranges of . The multifractal spectrum for the
original image is obtained by plotting the midpoint of each subrange versus the corresponding cal-
culated f() value in a diagram. To get the plot to show the actual
min
and
max
values we also
threshold the -image for very small subranges around these -values, calculate the f() values
and add these points to the diagram. Because of this, the plot will really show R + 1 intervals
where the length of the rst and last interval together equals the length of the other intervals.
In the calculation of the box-counting dimension we again encounter the problems of linear re-
gression and have to choose a suitable set of box sizes j to obtain a good estimate of the true
dimension. If the box size is large enough the number of non-empty boxes may remain unchanged
when the box size increases, meaning that the points in the bi-logarithmic plot stay on a horizontal
line. These point will make the linear regression line tend to zero and thus reduce the resolution
of the calculated dimension values. If we choose arbitrary box sizes we may also have to handle
the problem of the image width or height not being a multiple of the box size.
6.1.4 The f()-image
We also get an f()-image with one-by-one correspondence to the original image by replacing
all pixels with in a given subrange with the respective f() value (Figure 6.4). The values of
f() gives the global information of the image. Homogeneous regions have the highest dimension
(close to 2) and will therefore correspond to the brightest values in the f()-image (shown in full
magnitude range). Singular points, that correspond to a dimension close to 0 will have the darkest
values in this image, and lines with values close to 1 will be seen as gray.
Figure 6.4: Left: A part of a Brodatz texture of size 128128. Original image from [33] published
in [4]. Middle: The -image where the intensity values represent the local dimension of the
corresponding points in the original image. Neighbourhood sizes of {i = 1, 3, 5, 7} are considered
and the values of are shown in the full magnitude range [0, 1]. Right: The f()-image where
the intensity values represent the box-counting dimension of the E

set containing the value of


the corresponding points in the original image. The values of f() are shown in full magnitude
range.
6.1.5 Measures
Lvy Vhel and Pascal Mignot introduced some of the most commonly used measures
i
(m, n),
known as capacity measures. Let g(k, l) represent the gray-scale intensity at point (k, l), i the
42 CHAPTER 6. IMPLEMENTATION
Figure 6.5: Models of the singularities step-edge, line and corner. p
1
gives the intensity value of
the point of interest, p
2
the value of the background.
size of a measure neighbourhood and the set of all pixels within the measure neighbourhood
(non-zero for

) and dene:
Maximum :
i
(m, n) = max
(k,l)
g(k, l),
Minimum :
i
(m, n) = min
(k,l)

g(k, l),
Sum :
i
(m, n) =

(k,l)
g(k, l)
Iso :
i
(m, n) = #{(k, l)| g(m, n) g(k, l), (k, l) } .
The denition of the Sum measure respects measures theory axioms (section 3.1), but the other
denitions do not and form a generalization of the notion of Hlder exponent [28]. Dierent mea-
sures will obtain dierent information on encountered singularities and for a particular application
an appropriate measure must be chosen to get desirable result.
In [20] the authors study how the multifractal exponents behave when a singularity is encoun-
tered. They look at three simplied models of singularities (step-edge, corner and line) with only
two values of gray levels (illustrated in Figure 6.5). p
1
gives the intensity value of the point of
interest, p
2
the value of the background and =
p
2
p
1
the relative height of the singularity. The
Hlder exponents calculated with the measures Maximum and Minimum will only depend on
the height of the singularity, and by using small neighbourhoods with these measures any kind of
singularity can be detected. The exponents calculated with the measure Iso will depend only on
the kind of singularity, allowing us to distinguish between dierent singularities regardless of the
values of the gray levels. With the Sum measure the Hlder exponent will respond to both kind
and relative height of the singularity.
The authors look at neighbourhoods of sizes i = 2n + 1, n = 0, 1, . . . and describe how the Sum
measure respond to dierent singularities. For a homogeneous region, the measure (i) within a
neighbourhood of size i will be i
2
p
1
, for a step-edge we have (i) = (2n +1)(np
2
+(n +1)p
1
), for
a corner (i) = n(3n + 2)p
2
+ (n + 1)
2
p
1
and for a line (i) = (2n + 1)p
1
+ (2n + 1)(2n)p
2
. For
given values of p
1
and p
2
, with for instance p
1
> p
2
, the value will be 2 for a plane, then will be
smaller for a step-edge, even smaller for a corner and will have the lowest value for a line (Figure
6.6). When the sizes of the neighbourhoods grow the values for the dierent singularities will
in general tend to the same value, and for that reason a local study has to be performed to detect
dierent singularities.
6.1. METHOD 43
Figure 6.6: Each diagram show the response of the sum measure to a homogeneous region, step-
edge, corner, and a line for given value of when p1 > p2. The slope of each line gives the
corresponding value of . Left: = 0.2, Right: = 0.05.
44 CHAPTER 6. IMPLEMENTATION
Chapter 7
Results
To begin with, the implemented method was tested for dierent images generated according to
the algorithm described in section 5.2. These images represent self-similar measures (section 5.1),
and for each set of probabilities the theoretical spectra for the true underlying measure can be
calculated. How well the generated image of the measure correspond to the true underlying
measure will depend on resolution and numerical eects in the computation. By comparing our
calculated spectra to the theoretical ones we should however get some information about what our
method is measuring and if we are getting expected results.
7.1 Comparison of two spectra
To be able to talk about how close to the true spectra we get, a quantitative method for compar-
ing dierent spectra would here be useful. Such a method would also be desirable if we want to
look at images of dierent objects or textures and nd out if the corresponding spectra can be
distinguished from each other. However, dening such a method is not trivial. First wee need to
know what dierences we want to measure. The spectrum contains information about the image
in a rather complex way, and properties like height, width, position and shape of the spectrum
may all be important for the interpretation. At the same time we would like the dierence to
be expressed by one value, that we can try to minimize. Also, since our calculated spectra are
not always smooth with a perfect parabolic shape, we want a method that is not too sensitive
to deviating values. No standard method for this comparison has been found in the literature
searched, but the seemingly most appropriate approach mentioned to compare two curves of this
nature, is the use of the least square error (LSE). LSE is dened as the sum of squares of position
dierences of various points along the curves. In this case the curve representation will be the
locations of the curve points, but they will not realistically capture the shape of the curve. LSE
will therefore fail to identify two identical curves placed in dierent locations or that are scaled
dierently [22]. To capture the shape of the curve, a representation would have to be used that
describes the pure shape without involving position-related information.
To compare two spectra we will here use a modied version of the LSE approach that will give us
one value for the dierence in width, and one for the dierence in height. To be able to identify
identical spectra in dierent positions, we will compare points along the curves but chosen with
respect to a given subdivision of the interval [
min
,
max
] for both spectra. To get the dierence
in height we take the sum of the squared distances between the f() values corresponding to the
values in the subdivisions for the spectra. This means that the values for the points we are
comparing are not necessarily the same for the two dierent spectra. We then calculate the sum
of the squared distances between the values for all points, giving us a measure of the dierence
in width. If the two spectra have the same values of
min
and
max
the dierence in width will
be 0. This kind of comparison will give us a very rough estimate of the dierence, but we will
45
46 CHAPTER 7. RESULTS
here settle with this approach and not take the time to dene a more sophisticated method for
the comparison.
The calculated and the theoretical spectra are not calculated in the same way, and are dened
by dierent number of points with dierent divisions of the interval [
min
,
max
]. The theoretical
spectrum is obtained by a number of points (, f()) but the distribution of the values in this
case is based upon chosen values of q (chapter 5, section 5.1). To the points describing the regular
theoretical spectrum we can however t a polynomial, of a high enough degree, that will give a
good description of the curve and evaluate the polynomial for the values corresponding to the
division used for the calculated spectrum. The degree of the polynomial is not critical but if a
polynomial of too low degree is used, we will not capture the shape of the spectrum well and
introduce an error in the comparison that is not caused by the implemented method. Too high
degree will give us a tted curve that is badly conditioned. In the following comparisons a degree
of 15 is used. The dierence between a calculated spectrum and its theoretical spectrum are often
larger in absolute value if the spectrum is wide compared to when it is narrow, even if we would
consider the results equally close. When we compare a calculated spectrum to a theoretical spec-
trum, we therefore divide the dierences by the width =
max

min
and respectively the height
= max(f()) min(f()) of the theoretical spectrum. If we compare two calculated spectra we
divide by the mean width and mean height of the two spectra. We will denote the dierence in
width and the dierence in height f.
When we look at an image that are generated from probabilities that are all unequal, the val-
ues in the end points will be zero (mentioned in section 5.1). To get the values for the end points
to become zero in the plot, we must look at small intervals of values around these points,
since these values otherwise become to large. This however means that when we look at images
generated from probabilities that are not all unequal, where the values in the end points need
not be zero, the end points sometimes get to low f() values. In these cases the f value can
become high even if the rest of the spectrum appears close to the theoretical one. In the following
discussion we have therefore chosen to look only at images generated from probabilities that are
all unequal.
7.2 Eects of dierent parameters for the generated images
In the previous chapter a number of parameters where mentioned that aect the calculated mul-
tifractal exponents and the appearance of the spectrum. Since the true spectrum is known in this
case, we can examine the eect of these parameters and to some extent determine the best suited
values for this kind of images. We will look at images of sizes 64 64, 128 128 and 256 256.
7.2.1 Measure used
First we need to decide what denition of measure that will give us the best description of our
image. In this case we are not looking for any particular objects in the image, like points or edges.
Our aim is instead to try to characterize the underlying self-similar measure in the best way, and it
therefore seems suitable to use a measure that responds to both height and kind of singularity. The
Sum-measure, presented in section 6.1.5 has this quality and also respects measures theorem ax-
ioms (denition 3.1.4). This denition of measure will therefore be used in all tests of this method.
7.2.2 Neighbourhood shape
For the Sum measure, the eects of using square, diamond and disc shaped neighbourhoods
(illustrated in Figure 7.1) where tested. They all seemed to give about the same global shape of
the spectrum when the same sizes of neighborhoods where used. The values of will however
7.2. EFFECTS OF DIFFERENT PARAMETERS FOR THE GENERATED IMAGES 47
Figure 7.1: From top to bottom: Square shaped, diamond shaped and disc shaped neighbourhoods
of sizes i = 1, 3, 5, 7 and 9. The intensity value for pixels covered by the gray area are used to
calculate the measure within the neighbourhood.
dier depending on the neighbourhood shape. For a square, the relation between the box size and
the number of pixels covered by the box will give a regression line with slope 2 for a homogeneous
region. For the disc and diamond shaped neighbourhoods the relation between neighbourhood
size and pixels covered is not exactly the same. For a homogeneous region we will obtain the
slopes 1.858 and 1.974 for the diamond and disc shape respectively, when taking the regression
line of the same sizes versus the sum of the pixels covered (Figure 7.2). Since the true value for
a homogeneous region is 2, this means that spectra calculated using the disk or diamond shape
do not have to be centered around the same point as the theoretical spectrum. This makes the
square a natural choice for neighbourhood shape, and will be the shape used from now on.
7.2.3 Padding
When calculating the local dimension, we need to pad the original image to be able to consider
neighbourhoods for pixels near the bounds of the image. Because of the nature of these generated
images we will in this case consider the image as periodic. If the image is not padded in the right
way, we will get uncorrect values of around the borders and this can strongly aect the resulting
spectrum, especially if larger neighbourhood sizes are used. Figure 7.3 show the -images obtained
with dierent kinds of padding, using quite large neighbourhood sizes. Padding the image with
the value 0 will make the values around the borders to low, and looking at the -image we see
a dark region around the borders. The gure also show the obtained -image when the image has
been considered reected across its borders, i.e. symmetric padding. The dierence between the
circular padding and the symmetric padding is not as visible, but looking close we see that the
resulting -images are not equal.
When using this method for natural images it is not certain that considering the image peri-
odic will give a good result. For natural images we might want to use the symmetric padding, or
perhaps let pixels outside the borders replicate the nearest image value.
48 CHAPTER 7. RESULTS
Figure 7.2: Regression lines for neighbourhood sizes i = 1, 3, 7, 15, 31, 64 using the square,
diamond and disc shaped neighbourhoods. The slopes of the regression lines are 2, 1.858, 1.974
for the square, diamond and disc shape respectively.
7.2.4 Sizes of neighbourhoods for estimation of the local dimension
It was mentioned earlier in section 6.1.1 that when estimating the value for a point, the sizes
of the neighbourhoods considered are related to localization. When this multifractal approach is
used in for example edge detection, very small neighbourhoods must be used to nd the localized
singularities. For these kinds of applications the maximum size of neighbourhoods may not be
larger than about 9 pixels. In our case we however seem to need larger neighbourhood sizes to get
expected results for the generated images.
In [28] the neighbourhood sizes i = {1, 3, 5} are used for the local dimension, boxes of sizes
j = {1, 2, 4, 6, 8, 12, 14, 16} are used for calculating the box dimension and the values are divided
into R = 100 equally large subranges. Let us see what happens when we try our method with
these settings. Figure 7.4 shows the result for two dierent images of size 64 64 together with
their corresponding theoretical spectra, and we see that we are not getting expected results. The
spectra are much too low and much too wide, and comparing them to their theoretical spectra
through the dened comparison method, we get measures like ( = 44.647, f = 84.530) and
( = 4.725, f = 84.678) respectively.
The obtained
min
and
max
values are only aected by the choice of the neighbourhood sizes.
If we try to nd a linear set with i = 2p + 1, p = 0, 1, 2 . . . , giving us correct values of
min
and
max
we nd that we must use a maximum size of about i = 39 for images of size 64 64.
Figure 7.5 shows the result for the same two images, and the obtained dierence in will now be
= 0.0486 and = 0.00410 respectively. If we let the maximum size be larger than i = 39,
we get a width that is to narrow compared to the theoretical spectra. (The results are not exactly
the same for images generated from dierent probabilities, and the optimal values diers slightly.
The general result is however similar for all images of the same size).
In section 6.1.1 we saw that a linear set of neighbourhood sizes would not be evenly divided over the
7.2. EFFECTS OF DIFFERENT PARAMETERS FOR THE GENERATED IMAGES 49
Figure 7.3: Eects of dierent kinds of padding. Top: The original image, generated by probabil-
ities {0.24, 0.26, 0.23, 0.27}, and the -images obtained when using circular, symmetric and zero
padding respectively. Bottom: The same -images but with the values of shown in the full
magnitude range, i.e. black corresponds to
min
and white to
max
.
Figure 7.4: Result of the implemented method with the following parameter settings: neigh-
bourhood sizes for local dimension i = {1, 3, 5}, sizes of boxes for the box dimension
j = {1, 2, 4, 6, 8, 12, 14, 16} and R = 100. Left: Result for an image generated by
probabilities {0.35, 0.23, 0.17, 0.25}. Right: Result for an image generated by probabilities
{0.24, 0.26, 0.23, 0.27}.
50 CHAPTER 7. RESULTS
Figure 7.5: Result of the implemented method with the following parameter settings: neigh-
bourhood sizes for local dimension i = {1, 3, 5, 7, . . . , 39}, sizes of boxes for the box dimen-
sion j = {1, 2, 4, 6, 8, 12, 14, 16} and R = 100. Left: Result for an image generated by
probabilities {0.35, 0.23, 0.17, 0.25}. Right: Result for an image generated by probabilities
{0.24, 0.26, 0.23, 0.27}.
x-axis in a logarithmic plot, and that a set given from an expression like 2
p
1, p = 1, 2, . . . might
be more appropriate to use, since there will not be any inuential observations in this case. We try
this set with dierent maximum sizes and see that with i = {1, 3, 7, 15, 31, 63} we come close to the
true values of
min
and
max
. The result for the two previous images is shown in Figure 7.6 and in
this case we have = 0.00172 and = 0.0139. The values are about the same for this set
and the linear set but here we avoid inuential observations and have to calculate the measure for
a lot fewer neighbourhood sizes. Looking at the image sizes 128 128 and 256 256 we conclude
that the sets i = {1, 3, 7, 13, 23, 37, 61, 127} and i = {1, 3, 7, 13, 23, 37, 61, 127, 255} will work well
for these image sizes respectively. Thus from now on we will use the set 2
p
1, p = 1, 2, . . . , for i
less than the image size when calculating the local dimension for the generated images.
Figure 7.7 shows how the -images will dier when using small and large sizes of neighbour-
hoods. However, these generated images have a very irregular structure with edges and corners
almost everywhere in the image, which means that we can not that easily interpret the response
to dierent encountered singularities from the -image. Since the maximum size we are looking
at is very big in comparison to the image size, we should however be detecting more widespread
singularities.
7.2.5 Parameters for the estimation of the spectrum
The height and shape of the spectrum is depending both on the sizes of boxes used when calculating
the box dimension and the subdivision of the values. With the box sizes j = {1, 2, 4, 8, 10, 12, 14, 16}
and the uniform division of with R = 100 we obviously do not get a good result.
Using the uniform division of
max

min
with R = 100 gives us a very erratic spectrum. If
we do not determine the ranges in which the values can vary it is not meaningful to use this
high resolution, since the detail of the spectrum is probably showing the uncertainty in the de-
termination of . If we instead let R = 10 we get the result for the previous two images shown
in Figure 7.8, and we see that the shape of the spectra are now smoother. The length of each
subrange will depend on the width of the spectrum, but for these two images each subrange will
7.2. EFFECTS OF DIFFERENT PARAMETERS FOR THE GENERATED IMAGES 51
Figure 7.6: Result of the implemented method with the following parameter settings: neigh-
bourhood sizes for local dimension i = {1, 3, 7, 15, 31, 63}, sizes of boxes for the box dimen-
sion j = {1, 2, 4, 6, 8, 12, 14, 16} and R = 100. Left: Result for an image generated by
probabilities {0.35, 0.23, 0.17, 0.25}. Right: Result for an image generated by probabilities
{0.24, 0.26, 0.23, 0.27}.
Figure 7.7: -images for an image of size 128 128 generated by probabilities
{0.24, 0.26, 0.23, 0.27}. Left: Neighbourhood sizes used are {i = 1, 3, 5}. Right: Neighbourhood
sizes used are {1, 3, 7, 15, 31, 63, 127}.
have a length 0.10 and 0.021 respectively. However, as mentioned in section 6.1.3 the plot
will actually show R + 1 intervals where the length of the rst and last interval together equals
the length of the other intervals. In the gure we can also see that the height is aected by the
division. With larger subranges, each interval will contain more points and when thresholding
the image for each interval the box-dimension will generally become larger.
The height of the spectra are still not very close to the true height, with values of f = 1.114 and
f = 1.034 respectively. We must therefore look at the calculation of the box dimension. Since
52 CHAPTER 7. RESULTS
Figure 7.8: Result of the implemented method with the following parameter settings: neigh-
bourhood sizes for local dimension i = {1, 3, 7, 15, 31, 63}, sizes of boxes for the box di-
mension j = {1, 2, 4, 6, 8, 12, 14, 16} and R = 10. Left: Result for an image generated by
probabilities {0.35, 0.23, 0.17, 0.25}. Right: Result for an image generated by probabilities
{0.24, 0.26, 0.23, 0.27}.
the possible image sizes in this case is 64 64, 128 128 and 256 256, we can use boxes of size
j = 1, 2, 4, 8, 16, . . . up to the image size without having to consider any padding. These box sizes
will all divide the image size. If other box sizes are used we pad the image, to a size divisible by
the box size under consideration, with a value that can not take on, e.g. 1.
Dierent sets of box sizes are tested and to nd out if they give a good estimation of the true
dimension, we calculate the box dimension for three images with known dimension. For image
size 64 64 we look at a binary image with a diagonal (one-pixel wide) line, a homogeneous
white image and an image of the Sierpinski triangle, generated by the method in section 5.2 with
probabilities
_
1
3
,
1
3
, 0,
1
3
_
. With the set of box sizes j = {1, 2, 4, 8, 16, 32, 64} we get very good
approximations of the true dimensions for these images. However, even if using this set will im-
prove the result, shown in Figure 7.9 with f = 0.307 and f = 0.315 respectively, this set still
does not give spectra close to the theoretical one. This could be caused by wrongly estimated
values, but no parameter setting for the local dimension has been found, that in combination with
these box sizes give a good spectrum. Instead the set j = {4, 6, 8, 10, 12, 16, 32, 64} has been used
since it has given a good resulting spectrum in most cases. This set will give a box dimension
of 0.988 for the line image, 1.975 for the homogeneous white image and 1.601 for the Sierpinski
image. We see that these values are quite close to the true dimensions 1, 2 and 1.584. Figure 7.10
shows the nal result for the two images, using the set of box sizes j = {4, 6, 8, 10, 12, 16, 32, 64}
and the comparison to the theoretical spectra will give us ( = 0.00023, f = 0.0363) and
( = 0.00207, f = 0.0242). For images of size 128 128 we use the same set but add the size
128, and for images of size 256 256 we add sizes 128 and 256.
7.2.6 Eects of noise
In real situations, digital images are often aected by dierent types of noise, arising during image
acquisition and/or transmission. To be able to use the multifractal approach in real applications
7.2. EFFECTS OF DIFFERENT PARAMETERS FOR THE GENERATED IMAGES 53
Figure 7.9: Result of the implemented method with the following parameter settings: neigh-
bourhood sizes for local dimension i = {1, 3, 7, 15, 31, 63}, sizes of boxes for the box di-
mension j = {1, 2, 4, 8, 16, 32, 64} and R = 10. Left: Result for an image generated by
probabilities {0.35, 0.23, 0.17, 0.25}. Right: Result for an image generated by probabilities
{0.24, 0.26, 0.23, 0.27}.
Figure 7.10: Result of the implemented method with the following parameter settings: neigh-
bourhood sizes for local dimension i = {1, 3, 7, 15, 31, 63}, sizes of boxes for the box dimen-
sion j = {4, 6, 8, 10, 12, 16, 32, 64} and R = 10. Left: Result for an image generated by
probabilities {0.35, 0.23, 0.17, 0.25}. Right: Result for an image generated by probabilities
{0.24, 0.26, 0.23, 0.27}.
we must look at what eects noise will have on our calculated exponents and spectra.
Recall the denition of a digital grayscale image, dened in chapter 4, section 4.1. By adding
a noise component, (x, y), to our original image f(x, y) we obtain a degraded image, g(x, y). The
statistical behaviour of the intensity values in the noise component may be considered random
variables characterized by a probability density function. Here we will look at Gaussian white
54 CHAPTER 7. RESULTS
noise that is a widely used model of noise [14], characterized by a normal distribution. This type
of noise will aect the regularity of intensity, but not the shape of objects in the image [20].
The Signal-to-noise ratio, SNR, is a term for the power ratio between a signal, i.e. meaning-
ful information, and the background noise. In image processing it is common to dene the SNR
for an image as the ratio of the mean pixel value to the standard deviation of the pixel values
[34]. The more noise we add to an image, the lower the SNR will be. If we add Gaussian noise
with the same mean and variance to dierent images, we do not necessarily get the same SNR
for the dierent images. The eect of this kind of noise will be larger for a dark image compared
to a bright image, and we will thus get a lower SNR for a dark image and a higher SNR for a bright.
Let us look at what happens when we add this kind of noise, with zero mean and varying variances,
to our test images. Since we are using the Sum-measure and noise with mean 0, it is possible for
the positive and negative noise terms to even out within a neighbourhood. However, the neigh-
bourhood size i = 1 will respond directly to all kinds of noise, and strongly inuence the slope of
the linear regression line in the calculation of . In section 6.1.1 we mentioned this as a reason to
why we do not want the observation i = 1 to be an inuential one. When the observation i = 1
responds strongly to noise it will be an outlier in the bi-logarithmic plot, and can be detected by
a method mentioned in [29] described in Appendix, section A.3. To get a somewhat better result
when noise is present in an image, we can examine if the rst observation is an outlier, and if so
remove the observation. Figure 7.11 shows the big inuence an outlier can have on the slope of the
regression line, and the kind of spectrum we can obtain if we do not look for outliers. We see that
Figure 7.11: Calculations for an image of size 128 128 generated by probabilities
{0.35, 0.23, 0.17, 0.25}, degraded by Gaussian noise with mean 0. The SNR is 1.3262. Left: Cal-
culation of an value through linear regression. The rst observation is an outlier. Using this
observation in the regression, we get a line with slope 6.7243. Removing the rst observation will
instead give us a line with slope 1.8337. Right: The obtained spectrum for the image when outliers
are not removed. (Here the spectrum is plotted with a subdivision of with R = 40 since the
distance between
min
and
max
is larger).
the calculated values can become very high and the appearance of the spectrum will not be that
similar to the theoretical one. Even if outliers are removed we can still get these high values of
with enough noise, but to some degree of degradation we get the result shown in Figure 7.13. The
diagrams show how the appearance of a spectrum will change with decreasing SNR (increasing
noise), and that the pattern is similar for both dark and bright images. The largest dierence
will be in the width of the spectrum, but also the general height will increase with the increase of
7.3. RESULTS FOR REAL MEDICAL IMAGES 55
Figure 7.12: Images of size 128 128 degraded by dierent degrees of Gaussian noise with mean
0. Left: Images generated by probabilities {0.35, 0.23, 0.17, 0.25} Top left: Original image with
SNR = 1.317. Top right: SNR = 1.291. Bottom left: SNR = 1.245. Bottom right: SNR = 1.019.
Right: Images generated by probabilities {0.24, 0.26, 0.23, 0.27}. Top left: Original image with
SNR = 5.940. Top right: SNR = 5.105. Bottom left: SNR = 3.870. Bottom right: SNR = 2.592.
noise. We can see that the
min
will stay closer to the true value than the
max
that will obtain
much larger values.
Due to the properties of measures, mentioned in section 3.1, we do not want to deal with negative
intensity values in our implementation. Therefore the intensity of a pixel obtaining a negative de-
graded value will be set to zero. For bright images this will in most cases not cause any problem,
but for darker images this might mean that the noise do not have a mean of exactly zero, since
some negative noise terms are disregarded. We notice that in our case this may aect the result
for the images generated by probabilities {0.35, 0.23, 0.17, 0.25} when the variance of the noise is
big enough.
Let us nally look at the eect of noise for dierent image sizes. We generate images of the
dierent sizes 64 64, 128 128 and 256 256 from the same set of probabilities, and look at
the resulting spectra when the SNR is the same for all images. Figure 7.14 shows the resulting
spectra for images generated from the set {0.24, 0.26, 0.23, 0.27}. It generally seems like the eects
of noise becomes less when the image size grows. The image size 64 64 seems noticeably more
sensitive to noise than the larger images sizes, but the results for the sizes 128128 and 256256
are often quite close.
7.3 Results for real medical images
In this section we are going to look at the results received from running the implemented method
on two types of real medical images, i.e. mammograms and microscopy images of prostate tissue.
The original mammograms are digitized X-ray images of size 10241024 from the MIAS-database
[10], showing the whole breast. The original microscopy images of prostate tissue are by courtesy
56 CHAPTER 7. RESULTS
Figure 7.13: Top: Multifractal spectra obtained for the left images in Figure 7.12. Bottom:
Multifractal spectra obtained for the right images in Figure 7.12.
of Peter Lindberg and Ville Jalkanen, CMTF
1
. The images are of size approximately 2100 2200
and show coloured prostate tissue slices, cut from removed prostates.
Since our method is implemented to deal only with grayscale images we must decide how to
1
Centre for Biomedical Engineering and Physics at Ume University
7.3. RESULTS FOR REAL MEDICAL IMAGES 57
Figure 7.14: Left: The multifractal spectra obtained for images of size 64 64, 128 128 and
256256 respectively, all generated by the set of probabilities {0.24, 0.26, 0.23, 0.27} and degraded
by Gaussian noise with mean 0 to the same SNR.
handle the microscopy images that are in colour. In an RGB colour image it corresponds three
values to each pixel, describing the intensity of the colour components red, green and blue. The
information in an image of this kind can therefore be stored in three matrices of the same size as
the image. It is possible to dene a measure for the intensity values in each matrix, i.e.
R
,
G
and
B
in the same way as we do for a grayscale image. In e.g. [24] the theory for vector-valued
measures is given, saying that we could also consider these measures together in a vector form.
For example we could dene a vector-valued measure = (
R
,
G
,
B
) taking the mean-value
of the three measures. However, we will not look further into this approach here. In this case
the colour images are transformed into grayscale by removing the colour information (hue and
saturation) and keeping only the intensity information.
When running this method for real images we also need to adjust some of the parameters de-
termined in the previous section. We will use the Sum-measure and the square shape like before
but when padding the original image in this case, we choose to reect the image across its borders.
An alternative choice, that seems to give almost the same result for these kinds of images, is to
let pixels outside the borders assume the same value as the nearest border pixel. If we look at the
large neighbourhood sizes for the local dimension, used for the generated images, we obtain the
kind of -image shown in Figure 7.15. In this -image the brightest and darkest pixels do not seem
to lie only around localized singularities like the edges and the structure in the tissue, and it seems
as if we are detecting too big singularities. From now on we will instead use the relatively small
neighbourhood sizes {i = 1, 3, 5, 7} for images of size 128 128 and {i = 1, 3, 5, 7, 9} for images
of size 256 256, to be able to detect edges and small objects in the images. The settings for
the box-dimension will be the same, but when subdividing the -values we use R = 30 to get a
58 CHAPTER 7. RESULTS
Figure 7.15: Left: Original image. Middle: -image obtained when using the same set of neigh-
bourhood sizes as for the generated images for the determination of the local dimension. Right:
-image obtained when using the relatively small neighbourhood sizes {i = 1, 3, 5, 7, 9}. (The -
images are shown in the interval [1.4, 2.4] and values outside this interval will appear as white or
black.)
somewhat higher resolution of the spectrum.
Figure 7.16 show an original mammogram where two squares mark images of size 256 256 for
which we begin to test the implemented method. Figure 7.17 and Figure 7.18 show the obtained
and f() images and the result of thresholding these images at dierent values. Figure 7.17 shows
that we can nd the strongest singularities (with values smaller or larger than 2) around the edge
between the bright and dark regions on the left. This edge can also be found by looking at f()
values close to 1. The relatively homogeneous white region have both values and f() values
close to 2. In the second image we nd the smaller and larger values of around bright structures
in the darker appearing supportive tissue, where we can also nd line-like structures with f()
close to 1. In Figure 7.19 we see the multifractal spectra calculated. The rst image (white square)
is relatively regular and will have a quite symmetric, smooth spectrum. For the second image we
obtain a rather irregular spectrum that will also be wider because of the more variating intensities.
Let us now look at the two original microscopy images shown in Figure 7.20. To see if ob-
tained spectra for dierent kinds of tissue can be distinguished from each other we cut out, from
each of these two images, three smaller images of size 128 128 representing stroma, lipid tissue
(fat) and epithel tissue. Figure 7.21 shows the result for the three images taken from the rst
original microscopy image, representing the dierent tissue types. Figure 7.22 shows the result
for the three images representing the same kinds of tissues, but taken from the second original
microscopy image. All three spectra for tissues from the same image seem to be centered around
the same value close to 2, but there is a relevant dierence in width of the spectra obtained.
For each tissue type we have two corresponding spectra. By looking at these two spectra, from
the two dierent images, we can see that they are close in appearance but not exactly the same.
If we would like to use these spectra to tell the dierent tissues from each other, the variation in
the appearance of the spectra for each kind of tissue can not be too large in comparison to the
dierence between the spectra for the dierent tissues. For each of the three types of tissue, Fig-
ure 7.23 shows an interval in which the appearance of the spectrum may vary, based on the two
corresponding spectra in Figures 7.21 and 7.22. We can see that in this case there is no signicant
overlap between the dierent tissue types, except for in the maximum point of the spectra. This
would imply that we have a large enough dierence between the dierent tissues to be able to tell
them apart by the appearance of their spectra. However, to get a reliable result we would have to
look at more than two images of each type of tissue and consider the variating ways in which an
7.3. RESULTS FOR REAL MEDICAL IMAGES 59
Figure 7.16: An original mammogram of size 1024 1024. The two square show parts of this
mammogram of size 256 256 for which we will run the implemented method.
image of a certain tissue may appear.
Let us nally look at the obtained spectra for dierent types of tissues in the two original mammo-
grams shown in Figure 7.24. In the same way as for the microscopy images we cut out, from each
of these two images, three smaller images of size 128 128 representing dierent types of tissue
in the breast. Figure 7.25 shows the result for the three images taken from the rst mammogram,
representing muscle tissue, supportive tissue and glandular tissue. Figure 7.26 shows the result for
the three images, representing the same kinds of tissues, but taken from the second mammogram.
Also in this case the three spectra for tissues from the same image seem to be centered
around the same value close to 2. The spectra diers in width, but they are all much narrower
than the spectra obtained for the microscopy tissues. Let us also here, for each of the three types
of tissue look at the interval in which the appearance of each spectrum may vary and see if the
dierent spectra overlap each other signicantly. Figure 7.27 shows the intervals and we can see
that also in this case they only overlap in the top of the spectra.
60 CHAPTER 7. RESULTS
Figure 7.17: Top: A part, of size 256 256, taken from the original mammogram shown in Figure
7.16 (white square). Middle: To the left the -image, obtained when running the implemented
method for this part of the mammogram, is shown. The images to the right are binary images
resulting from thresholding the -images at dierent values. Pixels shown in white have values
within the given intervals. Bottom: To the left the f()-image is shown. The images to the right
are binary images resulting from thresholding the f()-images at values close to 1 and close to 2.
Pixels shown in white have values within the given intervals.
7.3. RESULTS FOR REAL MEDICAL IMAGES 61
Figure 7.18: Top: A part, of size 256 256, taken from the original mammogram shown in Figure
7.16 (gray square). Middle: To the left the -image, obtained when running the implemented
method for this part of the mammogram, is shown. The images to the right are binary images
resulting from thresholding the -images at dierent values. Pixels shown in white have values
within the given intervals. Bottom: To the left the f()-image is shown. The images to the right
are binary images resulting from thresholding the f()-images at values close to 1 and close to 2.
Pixels shown in white have values within the given intervals.
62 CHAPTER 7. RESULTS
Figure 7.19: The calculated spectra for the two images from Figure 7.17 and 7.18. The spectrum
for the rst image (white square) is shown with a dotted line.
Figure 7.20: Two original microscopy images of prostate tissue of size approximatley 2100 2200.
The letters mark areas from which we cut out smaller images representing the dierent types of
tissue.
7.3. RESULTS FOR REAL MEDICAL IMAGES 63
Figure 7.21: Images: Top: Images of size 128128 taken from the left microscopy image in Figure
7.20 representing a) lipid tissue, b) stroma and c) epithel tissue. Middle: The corresponding -
images (values are shown in the interval [1.5, 3.3]). Bottom: The corresponding f()-images
(values are shown in the interval [0, 2.4]). Spectra: The multifractal spectra for the images a),
b) and c), calculated by the implemented method.
64 CHAPTER 7. RESULTS
Figure 7.22: Images: Top: Images of size 128 128 taken from the right microscopy image in
Figure 7.20 representing d) lipid tissue, e) stroma and f) epithel tissue. Middle: The corresponding
-images (values are shown in the interval [1.5, 3.3]). Bottom: The corresponding f()-images
(values are shown in the interval [0, 2.4]). Spectra: The multifractal spectra for the images d),
e) and f), calculated by the implemented method.
7.3. RESULTS FOR REAL MEDICAL IMAGES 65
Figure 7.23: For each of the tissue types lipid tissue, stroma and epithel tissue, the gure shows
intervals in which the appearance of the spectrum may vary, based on the two corresponding
spectra in Figure 7.21 and Figure 7.22.
Figure 7.24: Two original mammogram images. The letters mark areas from which we cut out
smaller images representing the dierent kinds of tissue in the breast.
66 CHAPTER 7. RESULTS
Figure 7.25: Images: Top: Images of size 128 128 taken from the left mammogram in Figure
7.24 representing a) muscle tissue, b) supportive tissue and c) glandular tissue. Middle: The
corresponding -images (values are shown in the interval [1.94, 2.08]). Bottom: The corresponding
f()-images (values are shown in the interval [0, 2.4]). Spectra: The multifractal spectra for the
images d), e) and f), calculated by the implemented method.
7.3. RESULTS FOR REAL MEDICAL IMAGES 67
Figure 7.26: Images: Top: Images of size 128 128 taken from the right mammogram in Figure
7.24 representing d) muscle tissue, e) supportive tissue and f) glandular tissue. Middle: The
corresponding -images (values are shown in the interval [1.94, 2.08]). Bottom: The corresponding
f()-images (values are shown in the interval [0, 2.4]). Spectra: The multifractal spectra for the
images d), e) and f), calculated by the implemented method.
68 CHAPTER 7. RESULTS
Figure 7.27: For each of the tissue types the gure shows intervals in which the appearance of
the spectrum may vary, based on the two corresponding spectra in Figure 7.25 and Figure 7.26.
Chapter 8
Conclusions
When looking at the introduction of the multifractal tool to image analysis, we have seen that the
major problem lies in estimating limiting procedures from a discrete space. This problem must be
dealt with in both the ne theory and the coarse theory, but in the ne theory we must make this
kind of estimation on two occasions, i.e. when calculating the local dimension and when calculat-
ing the dimension of each E

set. We have seen a number of proposed methods based on both


approaches, and the best choice of method will be dependent on the application. The coarse theory
can often provide an easy way of calculating a smooth spectrum for an image, describing how the
measure changes globally with the scale considered. Using methods based on the ne theory, the
multifractal spectrum might be more complicated to estimate since both local and global proper-
ties of the measure must be estimated. However, with these methods we obtain (, f()) values in
each point, that can be used to nd particular singularities like edges or small objects in the image.
By implementing a method based on the ne theory, we saw that there were a large number
of parameters that had to be set properly, for an acceptable result to be obtained. The best
parameter setting will be dependent on the kind of image used, the size of the image and the
specic result we are looking for and it seems very dicult to nd a setting that is optimal for
all images considered. The implemented method was tested for the generated images with known
properties and the resulting spectra compared to the theoretical spectra. In this case the most
suited parameter settings found, according to the dened comparison method, were:
circular padding,
square neighbourhood shape,
the Sum-measure,
neighbourhood sizes for estimation of the local dimension for images of size 64 64: i =
{1, 3, 7, 15, 31, 63}, for images of size 128 128: i = {1, 3, 7, 15, 31, 63, 127} and for images of
size 256 256: i = {1, 3, 7, 15, 31, 63, 127, 255}.
uniform subdivision of with R = 10 with corrections for the end points,
box sizes for estimation of the box-counting dimension for images of size 64 64: j =
{4, 6, 8, 10, 12, 16, 32, 64}, for images of size 128 128: j = {4, 6, 8, 10, 12, 16, 32, 64, 128} and
for size 256 256: j = {4, 6, 8, 10, 12, 16, 32, 64, 128, 256}.
The result however diered for images generated from various probabilities, i.e. images with a
dierence in contrast.
Adding Gaussian noise of zero mean to the generated images will give a wider resulting spectra
and also in general a somewhat higher spectra. The
min
value will stay close to the theoretical
69
70 CHAPTER 8. CONCLUSIONS
value compared to the
max
that becomes considerably larger. Images of size 64 64 seems more
sensitive to noise, with the chosen settings, than images of the larger sizes.
The neighbourhood sizes for the determination of the local dimension, used for the generated
images seem to detect too large singularities when considering the real medical images. For these
images it appears as if smaller neighbourhood sizes are better suited. Using a padding that reects
the intensity values across the borders and a subdivision of the values with R = 30 for a higher
resolution of the spectrum also seems more appropriate in this case. For both the microscopy
images and the mammograms we saw that the obtained spectra for dierent tissues appeared to
be centered around the same value. With the resolution of these spectra it is however dicult
to detect small dierences in values, that might be detected with a method better adapted to
these particular applications. The big dierence between the obtained spectra for dierent tissues
were in width. For the examples we looked at it seemed promising to use the general appearance
of the multifractal spectrum to tell dierent tissue types from each other, since the variance in
spectra for each tissue type was small in comparison to the dierence between spectra for the
various tissues. This should however be tested for much more variating appearances of each tissue
type than we have looked at here. Better adapted methods could likely improve the results even
in this aspect.
Acknowledgements
First and foremost I would like to thank my internal supervisor Fredrik Georgsson for his very
instructive supervision and for all his support and encouragement during my work with this thesis.
For help concerning mathematical issues I thank Anders Nilsson and Peter Wingren. Finally,
thanks go to Peter Lindberg and Ville Jalkanen for providing the prostate microscopy images.
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Appendix A
Statistical methods
In this section we look at the use of linear regression to t a straight line to the paired data
(x
1
, y
1
), (x
2
, y
2
) . . . , (x
n
, y
n
) where x is a predictor variable and y is the response variable. Here
we assume that y
i
is the observed value of a random variable Y
i
depending on x
i
according to the
model:
Y
i
= k
0
+k
1
x
i
+
i
, i = 1, 2, . . . , n (A.1)
where
i
is a random error with expected value 0 and variance
2
. The expected value of Y
i
is
thus k
0
+k
1
x
i
, and the true regression line describes the relationship between this expected value
and x
i
. k
0
is the intercept of the true regression line and k
1
its slope.
A.1 Least squares method
Say that we have tted the straight line
y = k
0
+k
1
x
to our data. To see how well this line t the data we look at the deviations between the observed
y
i
s and the corresponding points on the tted line y, i.e. the residuals
y
i
(k
0
+k
1
x
i
), i = 1, 2, . . . , n.
The least squares method gives the best tting line in the sense of minimizing
Q =
n

i=1
[y
i
k
0
+k
1
x
i
]
2
.
A.2 Detecting inuential observations
We will denote the least square line
y =

k
0
+

k
1
x (A.2)
which is an estimate of the true regression line. We denote the tted values of the y
i
by y
i
given
by
y
l
=

k
0
+

k
1
x
i
, i = 1, 2, ..., n. (A.3)
A tted value y
i
can be expressed as a linear combination of all the y
j
as follows:
y
l
=
n

j=1
h
ij
y
j
(A.4)
73
74 APPENDIX A. STATISTICAL METHODS
where h
ij
are functions of the x values. Loosely speaking, h
ij
says how much y
j
inuence the tted
value y
i
. If y
i
is largely determined by y
i
with little contribution from the other y
j
we call the i
th observation inuential. Since h
ii
says how much y
i
depends on y
i
we use this value to measure
if the i th observation is inuential or not. A rule of thumb is to regard any h
ii
> 2(k + 1)/n as
inuential, where k is the number of predictor variables (in this case 1).
A.3 Detecting outliers
We denote the mean of x by x and let
S
xx
=
n

i=1
(x
i
x)
2
.
An outlier is indicated by a large residual, and to see how large a residual is we standardize it.
An estimate of the variance of
i
is given by
s
2
=

2
i
n 2
and the standardized residuals are calculated as

i
=

i
s
_
1
1
n

(x
i
x)
2
S
xx
, i = 1, 2, . . . , n
If |

i
| > 2 the corresponding observation my be regarded an outlier.
Appendix B
Proofs
B.1 Self-similar measures
In this section we look at the self-similar measure from section 5.1 dened by the IFS with
probabilities consisting of the mappings {W
1
, ..., W
N
} with contractivity factors {s
1
, . . . , s
N
} and
associated probabilities {p
1
, . . . , p
N
}. A = spt() is the attractor of the IFS. The multifractal
spectrum of this measure can be obtained by the Legendre transform of the auxillary function
= (q) dened as the positive number satisfying
N

i=1
p
q
i
s
(q)
i
= 1. (B.1)
B.1.1 A unique number of (q) for each q
We prove here that the denition (B.1) gives a unique number of (q) for each value of q.
For each q we dene the function
g() =
N

i=1
p
q
i
s

i
.
We can see that g is a continuous and dierentiable function of . Recall that 0 < p
i
< 1 and
0 < s
i
< 1 for all i. The derivative of g will be
g

() =
N

i=1
p
q
i
s

i
ln(s
i
)
and is negative since each ln(s
i
) < 0. This means that g() is a strictly decreasing function.
Also, as each s

i
0 and so g() 0. When each s

i
and g() .
Combining these observations, we see that g() decreases from large positive values to nearly 0
and for the chosen value of q there can be exactly one value of such that g() = 1. Thus for
each q we have a unique value of (q).
B.1.2 The form of the function
What does the function look like? To answer this question we begin by dierentiating (B.1)
with respect to q. We get
N

i=1
p
q
i
s
(q)
i
(ln(p
i
) + ln(s
i
)

(q)) = 0 (B.2)
75
76 APPENDIX B. PROOFS
and from this equation we can solve for

(q) and get

(q) =

N
i=1
p
q
i
s
(q)
ln(p
i
)

N
i=1
p
q
i
s
(q)
ln(s
i
)
. (B.3)
Since 0 < p
i
< 1 and 0 < s
i
< 1 we see that

(q) < 0, i.e. that (q) is a strictly decreasing


function. We dierentiate (B.2) again and get
N

i=1
p
q
i
s
(q)
i
(ln(s
i
)

(q) + (ln(p
i
) + ln(s
i
)

(q))
2
) = 0. (B.4)
For this to be fullled we must have

0, and the only way for

= 0 is if and only if
ln(p
i
) + ln(s
i
)

(q) = 0 for all i, that is if the quotients


ln(p
i
)
ln(s
i
)
are all equal. When the quotients
are not all equal this tells us that the function is strictly convex.
B.1.3 Equal quotients
ln(p
i
)
ln(s
i
)
We assume now that there are a positive constant c such that
ln(p
i
)
ln(s
i
)
= c for all i. Then we can
write

as

(q) =

N
i=1
p
q
i
s
(q)
i
ln(p
i
)
ln(s
i
)
ln(s
i
)

N
i=1
p
q
i
s
(q)
i
ln(s
i
)
= c

N
i=1
p
q
i
s
(q)
i
ln(s
i
)

N
i=1
p
q
i
s
(q)
i
ln(s
i
)
= c.
This means that (q) is a linear function with slope -c, that is (q) = (0) cq. This gives
directly the multifractal spectrum f() = f(c) = (0) where

N
i=1
s
(0)
i
= 1. It is mentioned
at page 33 that the similarity dimension of the attractor A, D
S
(A) of the underlying IFS is the
unique solution D of the Moran equation
N

i=1
s
D
i
= 1, (B.5)
and that we for an IFS of this kind have D
S
(A) = dim
H
(A) = dim
B
(A). Since A is the support
of the measure, f() gives the dimension of the support, and the multifractal spectrum in this
case only consists of the point (c, dim(spt())).

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