I know there are several questions about this in stackoverflow, but the current solution still has some problems.
I am following the solution provided by http://nbviewer.ipython.org/github/dpsanders/matplotlib-examples/blob/master/colorline.ipynb using LineCollection
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Actually it works. But when I save the figure into PDF file. After zooming in, it looks not very good. The size of PDF file is hundreds of times of simply plot without changing color. I understand why it looks like this. Is there any idea to plot the color-line smoother?