Using Matplotlib, I want to plot a 2D heat map. My data is an n-by-n Numpy array, each with a value between 0 and 1. So for the (i, j) element of this array, I want to plot a square at the (i, j) coordinate in my heat map, whose color is proportional to the element's value in the array.

How can I do this?

The imshow() function with parameters interpolation='nearest' and cmap='hot' should do what you want.

import matplotlib.pyplot as plt
import numpy as np

a = np.random.random((16, 16))
plt.imshow(a, cmap='hot', interpolation='nearest')
plt.show()