Creating LaTeX math macros within Sphinx

Aha, i found a solution that works with the Sphinx pngmath extension. It's the trick that Sage (open source mathematics software) uses; inspiration from http://www.sagemath.org/doc/reference/sage/misc/latex_macros.html.

To add your own Latex macros to a Sphinx document:

1) Make a file, say 'latex_macros.sty', containing your macros (one per line), and put it in, say, the same directory as your Sphinx conf.py file;

2) Add the following code to your Sphinx conf.py file:

# Additional stuff for the LaTeX preamble.
latex_elements['preamble'] = '\usepackage{amsmath}\n\usepackage{amssymb}\n'

#####################################################
# add LaTeX macros 

f = file('latex_macros.sty')

try:
    pngmath_latex_preamble  # check whether this is already defined
except NameError:
    pngmath_latex_preamble = ""

for macro in f:
    # used when building latex and pdf versions
    latex_elements['preamble'] += macro + '\n'
    # used when building html version
    pngmath_latex_preamble += macro + '\n'

#####################################################

To add to @Keta's answer since Aug 2018 and this commit (https://github.com/sphinx-doc/sphinx/pull/5230/files) you can use mathjax_config in the conf.py according to the documentation (http://www.sphinx-doc.org/en/master/usage/extensions/math.html?#confval-mathjax_config)

So for example the following can be added,

mathjax_config = {                  
    "TeX": {                        
        "Macros": {                 
            "RR": '{\\bf R}',       
            "bold": ['{\\bf #1}',1] 
            }                       
        }                           
    }                               

If you are using MathJax, here's a possible solution. I'm still looking for a nicer solution, but it might help if you need a quick hack.

1. Create a file under the directory specified in the html_static_path configuration option (typically _static), say mathconf.js. This will contain the JS configuration for MathJax. For instance (from the MathJax documentation):

   MathJax.Hub.Config({
     TeX: {
       Macros: {
         RR: '{\\bf R}',
         bold: ['{\\bf #1}', 1]
       }
     }
   });
   

   You can add more commands following the syntax above. The contents shown define the macros \RR and \bold{#1}, this last one accepting one argument.

2. Add a layout.html file at the _templates directory. The idea is to extend the current theme, so it searches the previous MathJax configuration file. Thus, the contents are:

   {% extends "!layout.html" %}
   {% set script_files = script_files + ["_static/mathconf.js"] %}
   

   Note that in this case it is the _static directory, because in this case it refers to where to search after the build. Sphinx will have moved the file from html_static_path to the _static directory under the build directory.

If you're using the pngmath extension, you can put that in the preamble by inserting this into the conf.py script:

pngmath_latex_preamble = r"\newcommand{\cG}{\mathcal{G}}"