Srimad Bhagvata Mahapurana: Book 4: Chapter 23: Verses 1-14
King Prthu practises asceticism and departs for the other world
Maitreya began again : A man of (great) self-control and a (true) protector of his subjects, Prthu (the son of Vena) had himself fostered his own creation (in the shape of the various crops and the numerous towns and villages founded and populated by him), made (necessary) provision for the maintenance of (all) mobile (animate) and immobile (inanimate) creatures, lent his support to the practice of virtue by the virtuous and (fully) discharged the commission of the Lord, for which he was born on this earth. Realizing, one day, that he had grown old, he entrusted the earth, (who was a daughter to him and) who was weeping as it were out of grief at her separation (from him), to the care of his sons and repaired unattended to a hermitage alongwith his consort, while his subjects stood disconsolate.
Uninterruptedly observing his rules of self-discipline there too, he embarked on (a course of) severe asceticism, highly approved of by anchorites, with the same earnestness as he had erstwhile evinced in the conquest of his own ancestral dominion. Subsisting on bulbs, roots and fruits (to begin with), he ate dried leaves for sometime, contented himself with water alone for some fortnights and thereafter lived on air (alone). Leading the life of a hermit, the dauntless Prthu basked in the heat of five fires (one in each of the four quarters with the sun shining overhead) in summer, exposed himself to hard showers during the rains, stood immersed in water up to his neck in the last two months of winter and slept on the bare ground (all the year round). Practising forbearance with (strict) control over his speech and senses, he observed (a vow of) complete celibacy, controlled his vital airs and did the highest form of austerity, seeking (thereby) to please Sri Krsna. His (stock of) Karma having been burnt as a result of that asceticism, gradually developed to perfection, and his mind (thus) purged of all impurities, he thoroughly subdued his senses and mind by controlling the breath and was (thereby) able to cut asunder the bonds of his Vasanas (latent desires). Prthu (the foremost of men) now adored the Supreme Person through that very Yoga (mode of worship) which the divine sage Sanatkumara had taught him as the best means of realizing the Self, Ever engaged in duties sacred to the Lord and striving with utmost reverence the pious soul developed exclusive devotion to the Lord, who is no other than Brahma (the Absolute).
His mind having been transformed into pure Sattva (Sattva unmixed with Rajas and Tamas) through worship of the Lord, he attained wisdom, coupled with dispassion and sharpened by that devotion, which had been supplemented by constant and perfect remembrance of the same Lord; and through such wisdom he was able to tear off the veil of egotism (which conceals the true nature of the Jiva), the origin of all doubt (and misapprehension). Having got rid of his self-identification with the body and realized the true nature of the Self, and freed of all cravings he gave up ( the pursuit of) even that wisdom by which he had been able to tear off the veil of egotism. For, so long as a striver does not take delight in the stories of Sri Krsna (who had Gada for His elder brother), he will not cease to be led astray by the (minor) achievements of Yoga (concentration of mind). Having thus irrevocably fixed his mind on the Supreme Spirit and become one with the Infinite, that great hero cast off his body at the (proper) time. Closely pressing the anus with his heels and slowly forcing up the breath (from the MuIadhara or the mystical circle situated in the space between the generative organ and the anus), he held it (first) at the
navel and (then) at other places, such as the heart, the chest, the throat and the space between the eyebrows.