A clue about the exceptional control the yogis had over body and mind comes from biographies on Alexander the Great (356 – 323 BC), who invaded India in the 4th century BC. His men found fifteen naked monks sitting motionless on sunbaked rocks so hot that no one of the Macedonian soldiers could step on it without shoes. The soldier in charge asked the monks to share some of their wisdom. They responded by saying that no one wearing their elaborate clothing could be taught philosophy. They should first be naked and learn to sit peacefully on broiling rock. Another of the group of monks was willing to meet Alexander. One of them asked for a great pyre to be built. The monk mounted the pyre, assumed the cross-legged seated posture and set himself on fire. While flames wrapped around him, he continued to sit motionless, until his body had turned to ashes.
"The Great World History Book"