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There are great dangers in the indiscriminate practice of yoga breathing exercises. Even the one given in Vivekananda's books causes much havoc among Western students and in his later years Vivekananda himself greatly regretted having published it. Breath control is a sharp-edged instrument which can be very serviceable and yet at the same time very dangerous. A safe exercise which may be practised without a teacher is that given in Dr. Brunton's books. An abnormal nervous condition and ganglion trouble may well result from the ill-informed experiment of holding the breath.
-- Notebooks Category 5: The Body > Chapter 6 : Breathing Exercises > # 24