The preliminary activities of the way of yoga are āsana, prāṇāyāma, pratyāhāra, dhyāna, dhāraṇā, etc. Mahārāja Dhṛtarāṣṭra was to attain success in those preliminary actions because he was seated in a sanctified place and was concentrating upon one objective, namely the Supreme Personality of Godhead (Hari). Thus all his senses were being engaged in the service of the Lord. This process directly helps the devotee to get freedom from the contaminations of the three material modes of nature.
(Srimad Bhagavatam------1:13:54------purport).

Yoga is practiced in eight different stages: yama, niyama, āsana, prāṇāyāma, pratyāhāra, dhāraṇā, dhyāna and samādhi. Yama and niyama mean practicing the controlling process by following strict regulations, and āsana refers to the sitting postures. These help raise one to the standard of faithfulness in devotional service. The practice of yoga by physical exercise is not the ultimate goal; the real end is to concentrate and to control the mind and train oneself to be situated in faithful devotional service.
(Srimad Bhagavatam------3:27:6------purport).

As far as the inhabitants of Siddhaloka are concerned, they are endowed with all mystic powers. The yogīs in this planet practice the eightfold yogic mysticism—namely yama, niyama, āsana, prāṇāyāma, pratyāhāra, dhāraṇā, dhyāna and samādhi. By regularly practicing the yogic processes one after another, the yogīs attain various perfections; they can become smaller than the smallest, heavier than the heaviest, etc. They can even manufacture a planet, get whatever they like and control whatever man they want.
(Srimad Bhagavatam------4:18:19------purport).

King Pṛthu's activities took place in Satya-yuga, and in this age this practice of yoga is misunderstood by fallen souls who are not capable of practicing anything. Consequently the śāstras enjoin: kalau nāsty eva nāsty eva nāsty eva gatir anyathā. The conclusion is that unless the karmīs, jñānīs and yogīs come to the point of devotional service to Lord Kṛṣṇa, their so-called austerities and yoga have no value. Nārādhitaḥ: if Hari, the Supreme Personality of Godhead, is not worshiped, there is no point in practicing meditational yoga, performing karma-yoga or culturing empiric knowledge. As far as prāṇāyāma is concerned, chanting of the holy name of the Lord and dancing in ecstasy are also considered prāṇāyāma. In a previous verse, Sanat-kumāra instructed Mahārāja Pṛthu to engage constantly in the service of the Supreme Lord, Vāsudeva:
yat pāda-paṅkaja-palāśa-vilāsa-bhaktyā
karmāśayaṁ grathitam udgrathayanti santaḥ
Only by worshiping Vāsudeva can one become free from the desires of fruitive activities. Outside of worshiping Vāsudeva, the yogīs and jñānīs cannot attain freedom from such desires.
tadvan na rikta-matayo yatayo 'pi ruddha-
sroto-gaṇās tam araṇaṁ bhaja vāsudevam
(S.B.4:22:39)
Here the word prāṇāyāma does not refer to any ulterior motive. The actual aim is to strengthen the mind and senses in order to engage them in devotional service. In the present age this determination can be very easily acquired simply by chanting the holy names—Hare Kṛṣṇa, Hare Kṛṣṇa, Kṛṣṇa Kṛṣṇa, Hare Hare/ Hare Rāma, Hare Rāma, Rāma Rāma, Hare Hare.
(Srimad Bhagavatam------4:23:8------purport).

The Supreme Lord personally intervenes and arranges for His surrendered devotee's success in spiritual life. Is there any doubt that once the Lord's divine energy is active, all our artificial endeavors are most insignificant and futile? The Lord's inconceivable potency that descends to bless us with spiritual perfection shows the magnitude and glory of His potencies. Certainly there are other methods for spiritual advancement, such as rāja-yoga, by which one can become equipoised, or difficult prāṇāyāma exercises, severe austerities, and renunciation, and these practices are very powerful. But when the Lord's divine potency acts, they all seem extremely ineffectual compared to the process of surrender, which invokes that potency. All these other methods, though very potent, are human endeavors. So how can they compare with the Supreme Lord's divine potency? With this divine potency the Lord blesses particular persons in particular circumstances.
(Renunciation through Wisdom).

The sages say that when we surrender to the Lord, we will clearly see how the He personally makes arrangements for us, even in small matters. Then we will easily see how with His omnipotent supreme intelligence He is assisting us out of love. So it is unnecessary to waste time in further speculation. We have to vanquish illusion, develop equanimity and spontaneity, and practice bhakt-yoga. Then a supremely powerful force will gradually transform our material existence into spiritual existence. All our misconceptions, accumulated over millions of lifetimes, will be rectified in a short time. Hence we need not become anxious because of a lack of time. The eightfold yoga practice—yama, niyama, āsana, prāṇāyāma, and so on—gives quick results, and one feels that he is doing something substantial. However, although such efforts may certainly make one materially proficient, they are nevertheless simply human endeavors. They are totally distinct from the activities carried out by the Lord's potency. The Supreme Lord's energy often works in subtle ways, but where it ultimately takes us is inconceivable to the human mind.
(Renunciation through Wisdom).

Unless one is transcendentally situated, it is not possible to cease from sense enjoyment. The process of restriction from sense enjoyment by rules and regulations is something like restricting a diseased person from certain types of eatables. The patient, however, neither likes such restrictions nor loses his taste for eatables. Similarly, sense restriction by some spiritual process like aṣṭāṅga-yoga, in the matter of yama, niyama, āsana, prāṇāyāma, pratyāhāra, dhāraṇā, dhyāna, etc., is recommended for less intelligent persons who have no better knowledge. But one who has tasted the beauty of the Supreme Lord Kṛṣṇa, in the course of his advancement in Kṛṣṇa consciousness, no longer has a taste for dead, material things.
(Bhagavad-Gita-------2:59------purport).

This system of yoga for controlling the breathing process is called prāṇāyāma, and in the beginning it is practiced in the haṭha-yoga system through different sitting postures. All of these processes are recommended for controlling the senses and for advancement in spiritual realization. This practice involves controlling the airs within the body so as to reverse the directions of their passage. The apāna air goes downward, and the prāṇa air goes up. The prāṇāyāma-yogī practices breathing the opposite way until the currents are neutralized into pūraka. equilibrium. Offering the exhaled breath into the inhaled breath is called recaka. When both air currents are completely stopped, one is said to be in kumbhaka-yoga. By practice of kumbhaka-yoga. one can increase the duration of life for perfection in spiritual realization. The intelligent yogī is interested in attaining perfection in one life, without waiting for the next. For by practicing kumbhaka-yoga. the yogīs increase the duration of life by many, many years. A Kṛṣṇa conscious person, however, being always situated in the transcendental loving service of the Lord, automatically becomes the controller of the senses.
(Bhagavad-Gita-------4:29------purport).