set size square
set xrange[-1:1]
set yrange[0:1]
set key at -0.4, 0.96
set xlabel 'x'
set ylabel 'y'
set xtics 0.5
set ytics 0.5
set mxtics 4
set mytics 4
set label "x^2" at 0.5,0.5
set arrow from -0.5,0.0 to 0.4,0.6 lt 2 lw 2
set arrow from 0.0,0.0 to 0.5,0.6 nohead lt 3 lw 2
plot x**2 w p pt 1 ps 2, x**0.5 w l lt 1 lw 2
reset
效果如图: