The Roman History · Amm. 29.1.39

And he, abandoning life as an imperious mistress, and defying the sudden destruction thus coming on him, was burnt without giving any sign of shrinking; imitating, in his death, the philosopher Peregrinus, surnamed Proteus, who having determined to quit the world, at the quinquennial games of Olympia, in the sight of all Greece, mounted a funeral pile which he had built himself, and was there burnt alive.

Ammianus Marcellinus · translated by C. D. Yonge · 1911 reprint
C. D. Yonge translation (preface dated February 1862); G. Bell and Sons, 1911; Project Gutenberg #28587
Passage preview. Read in context for the complete text, notes and references.