SB 4.23.6
grisme pañca-tapa viro
varsasv asarasan munih
akantha-magnah sisire
udake sthandile-sayah
Translation by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada:
Following the principles of forest living and the footsteps of the great sages and munis, Prthu Maharaja accepted five kinds of heating processes during the summer season, exposed himself to torrents of rain in the rainy season and, in the winter, stood in water up to his neck. He also used to simply lie down on the floor to sleep.
Purport by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada:
These are some of the austerities executed by the jñanis and yogis, who cannot accept the process of bhakti-yoga. They must undergo such severe types of austerity in order to become purified from material contamination. Pañca-tapah refers to five kinds of heating processes. One is enjoined to sit within a circle of fire, with flames blazing from four sides and the sun blazing directly overhead. This is one kind of pañca-tapah recommended for austerity. Similarly, in the rainy season one is enjoined to expose himself to torrents of rain, and in winter to sit in cold water up to the neck. As far as bedding is concerned, the ascetic should be content with simply lying on the floor. The purpose for undergoing such severe austerities is to become a devotee of the Supreme Personality of Godhead, Krsna, as explained in the next verse.