Suicide solves nothing – it only brings one back to life with the same difficulties to be faced in worse conditions. If one wishes to escape from life altogether, it can only be by the way of complete inner renunciation and merging oneself in the Silence of the Absolute or by a bhakti that becomes absolute or by a karmayoga that gives up one’s own will and desires to the will of the Divine.
Ref: Letters on Yoga – II