Lets face it, constructing a million 2d shapes is always going to be slow. 
If you create a PDF then it will be multiple megabytes and it will 
stress-test your PDF viewer. Might also be a challenge to print. Not 
impossible, but not very handy either. For example, here is a plot that 
contains about 120k points that I did a few days ago using matplotlib (that 
is, not using Sage's 2d plotting but directly constructing a matplotlib 
figure):

http://www.stp.dias.ie/~vbraun/t/points_120k.pdf

Now you want more than an order of magnitude more points. 

The only fast way would be to construct a bitmap directly, and avoiding 
vector graphics. You can easily find examples of constructing bitmaps from 
numpy arrays, say, if you ask Google.


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