Set fonts in matplotlib graphs equal to tex document

There is matplotlib2tikz, which creates a TikZ/pgfplots file that can be \input in your document. I don't know how well it works, having never used matplotlib, but I have used matlab2tikz from the same author, and that works well. Also, I do not know if matplotlib2tikz supports all the different kinds of plots that matplotlib can create – in the Matlab case there are some limitations I believe.

Edit: For reference, here is a brief explanation of installation and use.

Having downloaded the files from github, navigate to the folder in a command line, and run python setup.py install to install matplotlib2tikz.

In your Python script add from matplotlib2tikz import matplotlib2tikz, and add matplotlib2tikz('filename.tex') after your plot, e.g.

from numpy import arange
from matplotlib2tikz import matplotlib2tikz
import matplotlib.pyplot as plt

x = arange(0,10,0.5)

plt.plot(x,x**2)
plt.title("A lovely plot")
plt.ylabel("$y=x^2$")
matplotlib2tikz('test.tex')

You can also specify the width and height of the plot in the Python script, as mentioned in the readme of matplotlib2tikz.

Matplotlib now includes a PGF backend as of the 1.2 release. See this GitHub issue.