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Remember that pranayama is not a stand-alone yogic practice. In the system of ashtanga yoga, it is preceded by sustained practice of yamas and niyamas, shatkarmas and asanas, and is followed by pratyahara, dharana, dhyana and samadhi. A balanced, sequential movement from gross to subtle, from annamaya kosha to anandamaya kosha, is the aim. In the Hatha Yoga Pradipika (1:67) it has been said:
पीठानि कंभकाश्चित्रा दिव्यानि करणानि च।
सर्वाण्यपि हठाभ्यासे राजयोगफलावधिः॥ Asanas, various types of kumbhaka (pranayama) and the other various means of illumination should all be practised in the hatha yoga system until success in raja yoga is attained.
In this context, the aim of pranayama is to perfect pratyahara, which in the traditional texts has been described as not just sense withdrawal, but the state where we perceive every sensory input as a manifestation of the Supreme, and have expanded the pranic capacity to the extent that we can retain the breath for three hours. The Shiva Samhita (3:57) states:
याममात्रं यदा धत्तुं समर्थ: स्यात्तदाद्भुतः । प्रत्याहारस्तदैव स्यान्नांतरा भवति ध्रुवम् ॥
When one attains the power of holding the breath for three hours, then certainly the wonderful state of pratyahara is reached without fail.
The practice of yoga, in fact, begins when we come to the pranayama series. With the practice of asanas, we arrive at the state where we are able to work with the energies controlling the body. With pranayama, through the breath, we develop an awareness of the subtle force within the body, and directing the mind to become aware of the subtle activities is the beginning of yoga.