Putting newline in matplotlib label with TeX in Python?

How can I add a newline to a plot's label (e.g. xlabel or ylabel) in matplotlib? For example,

plt.bar([1, 2], [4, 5])
plt.xlabel("My x label")
plt.ylabel(r"My long label with $\Sigma_{C}$ math \n continues here") 

Ideally I'd like the y-labeled to be centered too. Is there a way to do this? It's important that the label have both TeX (enclosed in '$') and the newline.

You can have the best of both worlds: automatic "escaping" of LaTeX commands and newlines:

plt.ylabel(r"My long label with unescaped {\LaTeX} $\Sigma_{C}$ math"
           "\n"  # Newline: the backslash is interpreted as usual
           r"continues here with $\pi$")

(instead of using three lines, separating the strings by single spaces is another option).

In fact, Python automatically concatenates string literals that follow each other, and you can mix raw strings (r"…") and strings with character interpolation ("\n").

Your example is exactly how it's done, you use \n. You need to take off the r prefix though so python doesn't treat it as a raw string

plt.bar([1, 2], [4, 5])
plt.xlabel("My x label")
plt.ylabel(r"My long label with $\Sigma_{C}$ math" + "\n" + "continues here")

Just concatenate the strings with a newline that isn't in raw string form.

The following matplotlib python script creates text with new line

ax.text(10, 70, 'shock size \n $n-n_{fd}$')

The following does not have new line. Notice the r before the text

ax.text(10, 70, r'shock size \n $n-n_{fd}$')