The large amount of glass in a sliding patio door often causes the room where it's located to become cold in the winter. A poorly-insulated glass door can even have a build-up of frost on the inside in the dead of a really cold winter. There are several things you can do to minimise this problem, short of actually replacing the door.
Install or replace weatherstripping to cut down on drafts. Weatherstripping is the black rubbery material that helps seal the gaps when the door closes. Open the door and look at the edge right where it fits when it's closed. If the weatherstripping is damaged, remove it by pulling it out, and replace it with new weatherstripping you can buy at a hardware store. Push the weatherstripping into the groove made to hold it, starting at the top and moving down, or starting at one end and moving toward the other side.
Install insulating window film. Buy a kit at a home improvement store that contains everything you need to do this. The plastic is clear and allows you to see out of the window, and lets light in. It will, however, prevent you from using the door. Clean the surface around the window, and attach double-sided tape all the way around it. Cut the plastic to size, if necessary, and attach the plastic to the double-sided tape, starting at the top. Use the blow dryer to shrink the plastic and get rid of the wrinkles.
Insulate the window with insulating window treatments. Buy and install one of a number of types of window treatments that will insulate your window. Choices include an insulating drapery or window quilt, or window blinds with an insulating feature, such as honeycomb shades or vertical blinds. Read product information to determine the R-value of each model you are considering. The highest R-value has the most insulating value. If the window faces north, keep the window treatment closed all the time during winter. If it gets some sunlight, open it to let the sun in and close it once the sun has passed that part of the house.
Make an insulating panel to cover the window. Buy a panel of insulating material, which is very lightweight and easy to work with. You can cover the entire window, or just the part that doesn't open, depending on your preference. Measure the sliding door and decide how tall and wide to make your insulating panel. The panel should sit on the floor and extend above the top of the door frame. It should extend beyond the side of the window, and either be wide enough to cover the entire door, or stop where the door starts and just cover the non-opening part of it. Cut the insulating panel to the correct size, and then cut four pieces of 1 by 3 inch lumber the same length as the four sides of the panel. Make a frame with the lumber, and attach it to the panel with glue or duct tape. Paint the outside of the panel a neutral colour and place it against the window, making sure it fits as tightly as possible.