Samkhya philosophy teaches that the Self of all is eternal and immortal and that the world of objects is transitory and changeable. Samkhya is a philosophy, whereas yoga is the profound science of sadhana [practices] that applies that philosophy. Samkhya and yoga go hand in hand; without sadhana, philosophy remains mere speculation, and without philosophy, sadhana remains without a goal. When Samkhya and yoga are combined, one experiences the philosophical truths directly; they are no longer mere intellectual concepts. By practicing yoga one can apply the philosophical truths of Samkhya in his daily life.
The path of yoga teaches those disciplines of sadhana that help the aspirant in self-unfoldment. Yoga in action means well-disciplined and skillful action done in a non-attached way, without any expectation of the fruits of one's action. [In the Bhagavad Gita] Sri Krishna, the exemplary teacher of yoga science, explains how to develop equanimity and perform actions skillfully. In the Isha Upanishad the Vedic sages advocate the same way of performing actions: "Find delight by renouncing the fruits of your actions. Do not covet. If you wish to live a long life, learn to perform your actions without attachment."
Yoga sadhana alone has explored all the unknown levels of life and is thus useful for knowing the levels of the unconscious and for training the totality of the mind. Although modern depth psychology has come a long way in the last one hundred years in its recognition and exploration of a few of the layers of the unconscious mind, there is no training program in an of the educational and therapeutic systems of the world that can help one know the unconscious to the extent that yoga science can. If one does not know himself on all dimensions, how can he understand his relationships in the external world? Sadhana alone is the way of knowing, understanding, and analyzing the internal states and one's relationship to the external world.
While treading the path of the inner world, the sadhaka comes in touch with those potentialities that guide him unconsciously, or sometimes through dreams, and at other times consciously. Fearlessness thus increases, and self-reliance is strengthened. He is fully protected by the finer forces that exist, although he is not aware of them because of his extroverted nature. No danger can ever befall the sincere sadhaka in his exploration of the inner realms. The sadhaka is completely protected if he is fully dedicated to the goal of Self-realization.