Suicide is an absurd solution; he is quite mistaken in thinking that it will give him peace. He will only carry his difficulties with him into a more miserable condition of existence beyond and bring them back to another life on earth. The only remedy is to shake off these morbid ideas and face life with a clear will for some definite work to be done as the life's aim and with a quiet and active c...ourage.
Sadhana has to be done in the body, it cannot be done by the soul without the body. When the body drops, the soul goes wandering in other worlds − and finally it comes back to another life and another body. Then all the difficulties it had not solved meet it again in the new life. So what is the use of leaving the body?
Moreover, if one throws away the body willfully, one suffers much in the other worlds and when one is born again, it is in worse, not in better conditions.
The only sensible thing is to face the difficulties in this life and this body and conquer them.

Letters On Yoga , Volume-24 , SABCL