Howto output plot to pdf, eps or svg ?

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Yes, you can save plots to those formats. Here's an example

sage: p = plot(x^2, x)
sage: p.save('test.pdf')
sage: p.save('test.eps')
sage: p.save('test.svg')

It works for any of Sage's Graphics objects.

If the saveing function cannot work well, you can try to use a pdf converter control to transfer pdf to plot, beside to plot, pdf to html or image is also allowed..