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What would be the fastest way to take an array containing about $n=10^6$ to $10^7$ elements and plot a two-dimensional histogram with A x B bins? ListDensityPlot is taking upwards of half-an-hour. Should I be using compiled code?

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One way is to use Interpolation on your histogram data and use DensityPlot. Some more useful tips here (possible duplicate?): mathematica.stackexchange.com/a/7556/5 –  rm -rf Jun 29 '13 at 5:20

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