Howto output plot to pdf, eps or svg ?

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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..

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.