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The algorithm is deceptively simple. First of all, you are working in the complex plane, not the real plane. Without going into the specific math, for each point you are plotting, you iterate the equation until it either escapes an outer boundary (distance from zero,zero) or you've reached a large set number of maximum iterations. The drawing is done by coloring that dot black (usually) if it reaches maximum iterations - those points are part of the set (the bug). If it escapes, the iteration at which it escaped is the color in the color table (often a gradient) corresponding to that iteration.
Now for what it REALLY is. The Mandelbrot set is the map of all points for which the corresponding Julia set is connected. The Julia sets are plotted using the same approach as Mandelbrot but with a slightly different equation. Connected means exactly what it sounds like - all of the points are connected by some thread. That isn't always obvious in a plot, but mathematically it is true. For example, if you start at 0,0 and plot Julia sets moving along the X axis (the vertical i axis staying at 0), the Julia set will be a big black blob becoming sort of a rounded upright rectangle. At the point right in the butt crack of the huge cardioid, the Julia set moves from connected to disconnected. At that point and outward, it looks like four quadrants of old-style telephone receivers.
If you trace around the outside of the Mandelbrot set plotting Julia sets, they sort of fold over to the left over the top and get wider. When you reach the far left tip, they are like a long stream of bubbles. Continuing around the bottom, it reverses (they're symmetrical with respect to the X axis).
Another interesting fact. If you map the perimeter of the Mandelbrot set onto a circle, the intersections of major features are all rational fractions (not what you would expect. The large circle attached to the cardioid connects at 1/3 and 2/3 (top and bottom). Just some weird trivia.
I started studying these about 1986 and did my mathematics seminar on the sets. I had my Apple II, my C=64, and three Apple II GI(?) systems going at the college almost around the clock for weeks. A buddy of mine had just gotten a Mac II and we wrote an animation program that plotted zooms and played them back (not in real time - the plots took hours each). It had like 36 frames for the Mandelbrot and 56 for the Julia sets. The "escape from the butt crack" I described above is the one we used for the Julia sets.
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