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Ashtanga yoga  means "eight-limbed yoga," as described by the Maharshi Patanjali in the Yoga Sutras.

consists of the following eight spiritual practices:

1) Yama 2) Niyama 3) Asana 4) Pranayama 5) Pratyahara 6) Dharana 7) Dhyana 8) Samadhi.

My question is - In which puranas we find the description and procedure of " Ashtanga Yoga"

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Ashtanga Yoga is described by Devi (the mother) to Himalaya in Devi Bhagavatam, Seventh Book, Chapter XXXV in details.

हिमालय उवाच

योगं वद महेशानि सांगं संवित्प्रदायकम् ।

कृतेन येन योग्योऽहं भवेयं तत्त्वदर्शने ॥ 1 ॥

Himalaya said: "O Maheswari Now tell me the Yoga with all its Angas (limbs) giving the knowledge of the Supreme Consciousness so that, I may realise my Self, when I practise according to those instructions.”

श्रीदेव्युवाच

न योगो नभस: पृछे न भूमी न रसातले ।

ऐक्यं जीवात्मनोराहुर्योगं योगविशारदा: ।।2।।

तत्प्रत्यूहा: षडाख्याता योगविध्न करानघ ।

कामक्रोधौ लोभमोहौ मदमात्सर्यसंज्ञकौ ॥ 3 ।।

Sri Devi said: "The Yoga does not exist in the Heavens; nor does it exist on earth or in the nether regions (Patala). Those who are skilled in the Yogas say that the realisation of the identtily between the Jivatma and the Paramatma is 'Yoga.

योगागैरेव भित्त्वा तान्योगिनो योगमाप्नुयु ।

यमं नियममासनप्राणायामौ ततः परम् ।। 4 ।।

प्रत्याहारं धारणाख्यं ध्यानं साध समाधिना ।

अष्टांगान्याहुरेतानि योगिनां योगसाधने ॥ 5 ॥

अहिंसा सत्यमस्तेयं ब्रह्मचर्यं दयाऽऽर्जवम् ।

क्षमा धृतिर्मिताहार: शौचं चेति यमा दश । 6 ॥

तपः संन्तोष आस्तिक्यं दानं देवस्य पूजनम् ।

सिद्धांत श्रवणं चैव ह्रीर्मतिश्च जपो हुतम् ॥ 7 ॥

O Sinless One. The enemies to this Yoga are six; and they are lust, anger, greed ignorance, Vanity and jealousy. The Yogis attain the Yoga when they become able to destroy these six enemies by practising the accompaniments to Yoga. Yama, Niyama, Asana, Prāņāyāma, Pratyāhāra, Dhāraņā, Dhyana, and Samadhi, these are the eight limbs of Yoga. Yama includes Ahirinsa (non-injuring; nonkilling); truthfulness; Asteyam (non-stealing by mind or deed); Brahmacarya (continence); Daya (mercy to all beings); Uprightness; forgiveness, steadiness; eating frugally, restrictedly and cleanliness (external and internal).

दशैते नियमाः प्रोक्तकां मया पर्वतनायक ।

पदासन स्वस्तिक च भद्र वज्रासन तथा । 8 ।

वीरासनमिति प्रोक्तं क्रमादासनपञ्चकम् ।

ऊर्वोरुपरि विन्यस्य सम्यक्पादतले शुभे । 9 ॥

अंगुष्ठैौ च निबध्नीयाद्धस्ताभ्यां व्युत्क्रमात्ततः ।

पद्मासनमिति प्रोक्तं योगिनां हृदयङ्गमम् ॥ 10 ॥

These are ten in number. Niyama includes also ten qualities: (1) Tapasya (austerities and penances); (2) Contentment; (3) Āstikya (faith in the God and the Vedas, Devas, Dharma and Adharma); (4) Charity (in good causes); Worship of God; hearing the Siddhantas (established saying) of the Vedas; Hri or modesty (not to do any irreligious or blameable acts); Sraddha (faith to go do good works that are sanctioned); (9) Japam (uttering silently the mantrams, Gayatris or saying of Puranas) and (10) Homam (offering oblations daily to the Sacred Fire. There are five kinds of Asanas (Postures) that are commendable: Padmasana, Svastikāsana, Bhadrāsana. Vajrāsana and Vīrāsana. Padmāsana consists in crossing the legs and placing the feet on the opposite thighs (the right foot on the left thigh and the left foot on the right thigh) and catching by the right hand brought round the back, the toes of the right foot and catching by the left hand brought round the back the toes of the left foot; sitting then straight and with ease. This is recommended by the Yogis (and by this one can raise oneself in the air).

जानूर्वोरन्तरे सम्यक्कृत्वा पादतले शुभे ।

ऋतुकायो विशेद्योगी स्वस्तिकं तत्प्रचक्षते। 11 ।

सीवन्याः पार्श्वयोन्यस्य गुल्फयुग्मं सुनिश्चितम् ।

वृषणाधः पादपाष्णीं पार्षिणभ्यां परिबन्धयेत् ॥ 12 ॥

भद्रासनमिति प्रोक्तं योगिभिः परिपूजितम् ।

ऊर्वोः पादौ क्रमान्यस्य जान्वोः प्रत्यङ्मुखांगुली ॥ 13 ।।

Place the soles of the feet completely under the thighs, keep the body straight, and sit at ease. This is called the Svastikasana. Bhadrasana consists in placing well the two heels on the two sides of the two nerves of the testicles near the anus an catching by the two hands the two heels at her lower part of the testicles then sitting at ease. This is very much liked by the Yogis.

करौ विदध्यादाख्यातं वज्रासनमनुत्तमम् ।

एक पादमधः कृत्वा विन्यस्योरु तथोत्तरे। 14 ।

ऋजुकायो विशेद्योगी वीरासनमितीरितम् ।

Vajrasana (diamond seat) consists in placing the feet on the two thighs respectively and placing the fingers below the thighs with the hands also there, and then sitting at ease. Virasana consists in Sitting cross on the hams in placing the right foot under the right thigh and the left foot under the left thigh and sitting at ease with body Straight.

इडयाऽऽकर्षयेद्वायुं ब्राह्यं षोडशमात्रया ।। 1 5 ॥

धारयेत्पूरितं योगी चतु:षष्ठया तु मात्रया ।

सुषुम्नामध्यगं सम्यग्द्वात्रिंशन्मात्रया शनैः ॥ 16 ॥

नाङया पिङ्गलया चैव रेचयेद्योगवित्तमः ।

Taking in the breath by the Ida (the left nostril) so long as we count Om' sixteen, retaining it in the Suşumnā so long as we count “Om” sixty-four times and then exhaling it slowly by the Pinglala nādī (the right nostril) as long as we count “Om” thirty-two times. (The first process is called Piiraka, the second is called Kumbhaka, and the third is called Reacaka).

प्राणायाममिमं प्राहुर्योगशास्त्रविशारदाः । 17 ।

भूयो भूयः क्रमात्तस्य ब्राह्यमेवं समाचरेत् ।

मात्रावृद्धिक्रमेणौव सम्यग्द्वादश षोडश । 18 ।

This is called one Pranayama by those versed in the Yogas. Thus one should go on again with his Pranayama. At the very beginning, try with the number twelve, i.e., as we count “Om’ twelve times and then increase the number gradually, to sixteen and so on.

जपध्यानादिभिः सार्धं सगर्भं तं विदुर्बुधाः।

तदपेतं विगर्भ च प्राणायामं परे विदुः । 19 ॥

Pranayama is of two kinds: Sagarbha and Vigarbha. It is called Sagarbha when Pranayama is performed with repeating the Ista Mantra and Japam and meditation. It is called Vigarbha Pranayama when 'Om is simply counted and no other Mantram.

क्रमादभ्यस्यतः पुंसो देहे स्वेदोद्भमोऽधमः ।

मध्यमः कंपसंयुक्तो भूमित्यागः परो मतः ॥ 20 ॥

उत्तमस्य गुणावाप्तिर्यावच्छीलनमिष्यते ।

When this Pranayama is practised repeatedly, perspiration comes first when it is called of the lowest order, when the body begins to tremble, it is called middling, and when one rises up in the air, leaving the ground, it is called the best Pranayama. (Therefore one who practises Pranayama Ought to continue it till he becomes able to rise in the air).

इन्द्रियाणां विचरतां विषयेषु निरर्गलम् ॥ 21 ॥

बलादाहरणां तेभ्यः प्रत्याहारोऽभिधीयते ।

Now comes Pratyahara. The senses travel Spontaneously towards their objects, as if they are Without anyone tos check. To curb them perforce and to make them turn backwards from those objects is called Pratyahara.

अङ्गुष्ठगुल्फजानूरुमूलाधारलिंगनाभिषु ॥ 22 ॥

हृद्ग्रीवाकण्ठदेशेषु लम्बिकायां ततो नसि ।

भूमध्ये मस्तके मूर्टिन द्वादशान्ते यथाविधि। 23 ।

धारणां प्राणामरुतो धारणेति निद्यते ।

To hold the Prana Vayu on toes, heels, knees, thighs, Secrum, genital organs, navel, heart, neck, throat, the Soft palate, nose, between the eyebrows, and on the top of the head, at these twelve places respectively is called the Dharana.

समाहितेन मनसा चैतन्यांतरवर्तिना । 24 ।

आत्मन्यभीष्टदेवानां ध्यानं ध्यानमिहोच्यते ।

समत्वभावना नित्यं जीवात्मपरमात्मनोः ॥ 25 ॥

समाधिमाहुर्मुनयः प्रोक्तमष्टागलक्षणम् ।

इदानीं कथये तेऽहं मन्त्रयोगमनुत्तमम् । 26 ॥

विश्वं शरीरमित्युक्तं पञ्चभूतात्मकं नग ।

चन्द्रसूर्याग्नितेजोभिजवब्रहौक्यरूपकम् ॥ 27 ॥

Concentrate the mind on the consciousness inside and then meditate the Ista Devata Within the Jĩvãtmã. This is the Dhyãna. Samãdhi is identifying always the Jīvātmā and Paramātmā. Thus the Sages say. (Samadhi is of two kinds (I) Samprajnata, or Savikalpak and (2) Nirvikalpak. When the ideas the Knower, Knowledge and the Thing Known, remain separate in the consciousness and yet the mind feels the one Akhanda Saccidananda Brahma and his heart remains, there, that is called Samprajnata Samadhi; and when those three vanish away and the one Brahma remains, it is called Asamprajñata Samadhi). Thus I have described to you the Yoga with its eight limbs. O, Mountain. This body composed of the five elements, and with Jiva endowed with the essence of the Sun the Moon, and the Fire and Brahmain it as one and the same, is denominated by the term “Višva.”

ŚĀṆDILYA-UPANISHAḌ OF AṬHARVAṆAVEḌA, Chapter I also deals with Ashtanga Yoga.

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AFAIK,more than one Puranas describe about the Ashtanga Yoga.

The Linga Puarana in the Ashtanga Yoga-the Significant Means of Shiva Tatwa chapter contains the details:

To control the activities or goings on in the mind is Yoga. The Ashtanga or Eight-Limbed Yoga comprises of Yama- Niyama- Aasana- Pranaayama- Pratyahara-Dharana-Dhyana-Samadhi. Yama is denoted by good behaviour comprising Ahimsa (Non-Violence), Satya (Truth), Asteya (stealing), Brahmacharya (avoidance of sex) and Aparigraha or Excessive acquisition. Basic Niyamas is in fact an extension of Yama: To refrain from hurting or torturing co-Beings physically or mentally is Ahimsa; to convey whatever is seen, heard, and believed is Satya unless it does not hurt any body is known as Satya; to desist stealing of other’s property by deed, thought or otherwise is called Asteya; to negate from relationship with another female or in respect of a female wih another male, excepting the wedded woman or man as the case may be and this should be observed by vision, thought or deed is called Brahmacharya or celibacy; and to abstain from excessive acquisition of materials far and above one’s needs in the short run of time is stated to be Aparigraha. Besides the above General Principles, Niyamas also involve the specific deeds viz. Shoucha or Physical Cleanliness,Yagna-Tapa or meditation, Daana or charity, Swadhyaya or Memorising or Reciting the Scriptures, Indriya Nigraha or Control of Physical Limbs, Vratas like Chandrayana as also or to perform formal worship directed to specific Devatas and purposes,, Upavaasa or Fasting, Snaana or Formal Bathing besides Tirtha Seva and ‘Aniccha’or General Disinterestedness and abstinence; these are the Ten Niyamas. The next component of the Ashtanga Yoga denotes as Aasana which not only includes the right posture of formal seating like of Padmasana followed by ‘Bahyatantara Shuchi’ or external and internal cleanliness, Shiva Puja starting from Brahmanas, Agni, Varuna with other Devas climaxing with Parama Shiva. Included in the Aaasana are Japa, Swadhyaya, and Tapas etc; Japa should be of Panchakshari viz. Om Namassivaya Mantra and Swadhyaya is of Omkara and of Vedas and other Scriptures. Japa and Swadhyaaya are of three kinds: Vaachaka, Maanasika and Upaamsaka (Oral, mind-borne and Upaamshak or as guided by Guru). The next step is Pranayama or to practise interruptions of Prana or life-air or merely stated as the breathing processes of ‘Manda’ or mild, ‘Madhyama’ or medium and ‘Uttamaa’ or the best of variations; these interruptions comprise twelve units each of ‘Uchhvaasa’ or inhaling and ‘Nishvasa’ or exaling in the mild category, while these two holdings of breath would be for twenty four units in either case in respect of medium category and thirty units in either case in the best category. ‘Yogaabhyaas’ or the practice of Yoga besides providing happiness and peace of mind would cure several physical weaknesses to rectify respiratory and digestive imbalances, bring about shine of body and mind, cleanse up blood and its circulation and sharpness of thinking. Yoga unifies and balances of the ten kinds of ‘Vaayus’ or Airs in the human system viz. Praana-Apaana-Samaana- Udaana-Vyaana-Naaga-Kurma-Kukara-Devadutta and Dhananjaya. The air that enables vital functions of the human body, respiration and general activity is Praana; the air that is generated by the food intake down in the digestive process is Apana; the air that controls the involuntary movements of the body, circulation of blood,and flow of sweat from glands to skin and creating diseases is Vyaana; the air that controls the bubbling in the ‘marmaavaya’or the secret part is Udaana; the Equalising air balancing the body parts and stimulating digestive fluid is called Samaana; Udgaar (dakaar) is the wind called Naga; the wind enabling ‘Unmeelana’ or of the opening of eyes is Kurma; Kakara Vayu creates hunger, Devadatta created yawning and Dhananjaya Vayu creates high-pitch sounds and also remains with the body for a while even after death. Thus four kinds of Siddhis viz. Shanti, Prashanti, Deepti and Prasada are achieved by the Yoga. Pranaayama also achieves the generation of Tatwas viz. Vivaswara, Mahaan, Mana, Brahma, Smriti, Khyati, Ishwar, Mati and Buddhi. Pratyahara demolishes sins; Dharana facilitates the holding up of the crucial state of balance; Dhyana or meditation of Ishwara bestows the devastation of poisons like Vishayas or worldly matters; Samadhi leads to Prajna or Self-Consciousness. Thus Yoga aided by ‘Asana’ leads to the dynamic circle of Praanayama-Pratyahara-Dharana-Dhyana culminating in Samadhi.

The Agni Purana contains the details in this chapter:

The Devi Bhagawata Purana also describes the methods in its Ashtanga� ( Eight Limbed) Yoga� Practice � Rules and Regulations chapter:

.......Himavantha emboldened himself as to how he could recall Her Physical Form from time to time. Maha Devi suggested that the only plausible way to retain Her image would be through Yoga Practice. The basic step in Yoga is to integrate the Jeevatma with Paramathma� and win over the �Arishat Varga� or the Six enemies of lust, anger, greediness, infatuation, ego and envy. Then one follows ‘Yama’ ( the tenfold practice of ‘Ahimsa’or nonviolence, ‘Satyam’ or truthfulness, ‘asteyam’ or non-pilfering of mind and deed; ‘Brahmacharya’ or celibacy, ‘Mita Ahara’ or frugal eating, ‘Bahya anthara Suchi’ or external and internal cleanliness, ‘Naithikitha’ or morality, ‘Daya’ or mercy, ‘Kshamata’ or pardon and ‘Sthirata’ or stability), ‘Niyama’ ( the ten fold practice of ‘Tapasya’ or atonement, ‘Astikyatha’ or unflinching faith in God, Vedas, Devas and Virtue; ‘Santhushti’ or contentment, ‘Danaseelatha’ or charity for good causes,‘ Puja’ or worship of Almighty, ‘Siddhanta Acharana’ or practice of established precepts, ‘Hri’or refrain from evil acts, ‘Sraddha’ or fortitude in performing acts of faith, ‘Japam’ or repetitive and silent utterances of Manthras, Gayatri, and prayers; and ‘ Homams’ or daily oblations to Sacred Fire) and five ‘Asanas’ or postures viz. 1)‘Padmasana’ comprising of crossing the legs and drawing the feet of legs on the opposite thighs and simultaneously cathcing the toes of the right leg with the right hand right round the back and vice versa and sitting upright with ease ( Note: As this posture is practised only by expert Yogis, it would be sufficient to cross the hands on opposite thighs without streching the hands from the back); 2) ‘Swastikasan’ or place the soles of the feet completely under the thighs and sit erect; 3)‘Bhadrasan’ or placing the two heels on the two sides of the two nerves of the testicles near the anus and catching the two heels by the two hands at the lower parts of the testicles and sitting at ease. ........ The Nirvikalpik Samadhi sounds like Aham Brahma Asmi, or God is me! Maha Bhagavati thus described in brief the pracitice of Ashtanga Yoga or the Eight Limbed Yoga practice viz. Yama, Niyama, Asana, Pranayama, Pratyahara, Dharana, Dhyana, and Samadhi.

  • BTw there can be more Puranas than those 3 which have the details..but will have to check to ensure.. – Rickross Nov 19 '16 at 8:32
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I would like to provide this answer as a supplementary to above two answers.

Shreemad Bhagvat Purana also talks about the Procedure of "Astanga Yoga" Both yogic as well as spiritual procedures are described in (3rd Skanda chapter 28) Chapter 28 is fully dedicated to "Astanga Yoga"

These are some of the shlokas describing it-:

शुचै देशे प्रतिष्ठाप्य विजितासन आसनं ।
  तस्मिन स्वस्ति समासीन ऋतुकाय: समभ्यसेत ।।8।।
  प्राणस्य शोधयेन्मार्ग पूरकुंम्भक रेचकै
  प्रतिकूलेंन वा चित्तम यथा स्थिरमचंचलमं ।।9।।

Meaning- Initially do the "Asanajaya" , then prepare the seat (Asana) at the place where to study the "Pranayaama" by keeping body straight and steady. First perform "Puraka" by left nostril followed by "Kumbhaka" and "Rechaka" by right nostril.

प्राणायामैर्दहेदोषानन्धरणभिश्र्च किल्बिषान् ।
  प्रत्याहारेण संसर्गान्ध्यानेनानीश्वरान् गुणान् ।।11।।
 
Meaning - A yogi should remove "Vaata & Pitta" by "Pranayama" , sin by "Dharana" , material desire by "Pratyahara" and anger-jealousy etc by "Dhyana"
 
यदा: मन: स्वम वीरजं योगेन सुसमाहितंम् ।
  काष्ठां भागवतो ध्याये त्स्वनासाग्रावलोकन:

Meaning - While practicing yoga when our heart (Chitta चित्त) will be pure & concentrated ,then by stedying on tip of the Nose perform "Dhyanam"

SB Skanda 3 Chapter28

The detail description of Astanga Yoga is also found in Shiva-Maha Purana ( Vayaviya Samhita ,Uttara Bhaga ,Chapter 37) Name of the chapter is The Yogic practices and their usages.

अष्टांङ्गो वा षडङ्गो वा सर्वयोग: समासत: । यमश्र्च नियमश्चैव स्वस्तिकाद्यम तथाssसनम ॥14॥ प्राणायाम:प्रत्याहारो धारणा ध्यानमेव चसमाधिरिती योगाङ्गोन्यष्टावुक्तानि सुराभि: ॥15॥

Meaning - Irrespective of it's the "Sadanga" or "Astangayoga". All the Yogas are "Yama ,Niyama ,Asana ,Pratyahara ,Pranayama,Dharna,Dhyana",as have brought out by people of learning.

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