title: In matplotlib, how can I plot a multi-colored line, like a rainbow
body: <p>I would like to plot parallel lines with different colors. E.g. rather than a single red line of thickness 6, I would like to have two parallel lines of thickness 3, with one red and one blue. 
  Any thoughts would be appreciated.<br>
  Merci</p>
  
  <p>Even with the smart offsetting (s. below), there is still an issue in a view that has sharp angles between consecutive points. </p>
  
  <p>Zoomed view of smart offsetting: 
  <a href="https://i.stack.imgur.com/sVjtR.png" rel="noreferrer"><img src="https://i.stack.imgur.com/sVjtR.png" alt="issue with sharp angles in line"></a></p>
  
  <p>Overlaying lines of varying thickness:
  <a href="https://i.stack.imgur.com/QL9RQ.png" rel="noreferrer"><img src="https://i.stack.imgur.com/QL9RQ.png" alt="the inbuilt linewidth functionality sorts this automatically, somehow"></a></p>