I also noticed that these arrows are small when use show() too.
I tried this in jupyter notebook, that I installed via pip in virtual environment created with conda.

I think it is the same bug as in issue #6035 (the size of the arrow head depends on the DPI value) , so it should be fixed for mpl 2 (PR #6504), but I am not sure the fix was backported to the 1.5 branch.
If you have access to the latest beta version of mpl (2.0.4), you might want to give it a try.

@afvincent, I will try beta soon and will give answer. Thanks.

@AndreWin Did you have the opportunity to check with the new RC1 of matplotlib 2.0? It seems to me that the problem of the DPI-dependent arrow head size is not present anymore.

However, during my own tests with RC1, the tick direction was not outward (but there is an easy fix for that) and the grid behavior was weird:

Here is a possible workaround:

# -*- coding: utf-8 -*-

import matplotlib.pyplot as plt
from mpl_toolkits.axes_grid.axislines import SubplotZero

fig = plt.figure()
ax = SubplotZero(fig, 111)
_ = fig.add_subplot(ax)

for direction in ["xzero", "yzero"]:
    ax.axis[direction].set_visible(True)
    ax.axis[direction].set_axisline_style("->")
    # Set outward ticks
    ax.axis[direction].major_ticks.set_tick_out(True)
    ax.axis[direction].minor_ticks.set_tick_out(True)

for direction in ["top", "bottom", "left", "right"]:
    ax.axis[direction].set_visible(False)
ax.axis["yzero"].set_axis_direction("left")

plt.plot([0,1], [0,1], c="blue", lw=2)
_ = plt.title(u"График")
_ = plt.xlabel(u"Ось x")
_ = plt.ylabel(u"Ось y")

ax.minorticks_on()

# Workaround: as ax.grid(True) seems to be buggy, manually create a custom grid
# 1- Set the desired lower bound for each axis (here 0.0)
xlims = [0.0, ax.get_xlim()[1]]
ylims = [0.0, ax.get_ylim()[1]]
# 2- For each axis, get the (major) relevant tick locations
#    and draw a collection of lines
grid_style = dict(color='Black', lw=0.5, linestyles=':')  # 1.5.3-like style
xticks = [val for val in ax.xaxis.get_ticklocs() if xlims[0] < val <= xlims[1]]
ax.vlines(xticks, ymin=ylims[0], ymax=ylims[1], **grid_style)
yticks = [val for val in ax.yaxis.get_ticklocs() if ylims[0] < val <= ylims[1]]
ax.hlines(yticks, xmin=xlims[0], xmax=xlims[1], **grid_style)

for ext in ['png', 'svg', 'pdf']:
    plt.savefig("workaround_test_chart."+ext, dpi=300)
plt.show()

Hello, @afvincent. Sorry that didn't answer for a long time. I didn't find how to install beta version of maptlotlib in my environment created with conda.
Thank you very much for workarrond! :)
Best regards, Andrey.

@AndreWin http://matplotlib.org/style_changes.html (link in the banner on the top of all matplotlib.org pages now).

@tacaswell, many thanks :)
I'll try it now.

End of arrows works now (version 2.0.0rc1). But I try to understand, why in my code

_ = plt.xlabel("Ось x")
_ = plt.ylabel("Ось y")

but I see "Ось x" on vertical axis... O_o

Full code is in my first message here.

Best regards, Andrey.

I can reproduce the xlabel/ylabel issue, I suspect there is a bug in from mpl_toolkits.axes_grid.axislines import SubplotZero but I have not tracked it down. I can not reproduce this xlabel/ylabel issue with fig, ax = plt.subplots() source Axes objects.

As a side note, the default font supports Cyrillic out of the box in 2.0.

I'm not sure if this is expected when using SubplotZero, but you can use:

ax.axis['xzero'].set_label("Ось x")
ax.axis['yzero'].set_label("Ось y")

to get the correct labels.

@tacaswell, when I replaced

fig = plt.figure()
ax = SubplotZero(fig, 111)
_ = fig.add_subplot(ax)

to

fig, ax = plt.subplots()

I got error TypeError: 'method' object is not subscriptable on line

ax.axis[direction].set_visible(True)

Full code:

# fig = plt.figure()
# ax = SubplotZero(fig, 111)
# _ = fig.add_subplot(ax)
fig, ax = plt.subplots()

for direction in ["xzero", "yzero"]:
    ax.axis[direction].set_visible(True)
    ax.axis[direction].set_axisline_style("->")
for direction in ["top", "bottom", "left", "right"]:
    ax.axis[direction].set_visible(False)
ax.axis["yzero"].set_axis_direction("left")
ax.grid(True)
ax.minorticks_on()

plt.plot([0,1], [0,1], c="blue", lw=2)
_ = plt.title("График")
_ = plt.xlabel("Ось x")
_ = plt.ylabel("Ось y")
# ax.axis['xzero'].set_label("Ось x")
# ax.axis['yzero'].set_label("Ось y")

for ext in ['png', 'svg', 'pdf']:
    plt.savefig("test_chart."+ext)
plt.show()
plt.close()

the default font supports Cyrillic out of the box in 2.0.

Really? Cool!!!! ^_^

@QuLogic, your workaround works nice! Many thanks! :)

Closing as fixed in 2.0, but created a new issue to track the SubplotZero axis not being labeled correctly.

See http://matplotlib.org/2.0.0rc1/users/dflt_style_changes.html#normal-text re the font.