Draw a heat map of linkage disequilibrium R^2s from 10,000 SNPs

Question

[Huichen03]

I am trying to analyze the correlation structures among SNPs in genes, so I would like to generate heatmaps of the linkage disequilibrium measure R^2. It is useful when the genes include hundreds of SNPs. But I am not sure how to do that with a gene include 10,000+ SNPs? Is there a way to draw heatmaps with 10,000 SNPs?

Thank you in advance!!