how to see the correlation graph when there is lot of variables?
You are trying to get a look at ~8 millions coefficients at once, I am afraid there isn't a single technique that would really help that.

However you might want to investigate your correlation structure. The first step to do that would be to do some correlation based clustering. In Python, you might want to plot your dendograms : https://docs.scipy.org/doc/scipy/reference/generated/scipy.cluster.hierarchy.dendrogram.html This will allow you to observe sub-clusters of correlation. Further investigations will depend on what you are trying to achieve.