Iamblichus. The Life of Pythagoras . 3-4:

 

Pythagoras had benefited by the instruction of Thales in many respects, but his greatest lesson had been to learn the value of saving time, which led him to abstain entirely from wine and animal food, avoiding greediness, confining himself to nutriments of easy preparation and digestion. As a result, his sleep was short, his soul pure and vigilant, and the general health of his body was invariable.

Enjoying such advantages, therefore, he sailed to Sidon, both because it was his native country, and because it was on his way to Egypt. In Phoenicia he conversed with the prophets who were descendants of Moschus [Moses] the physiologist, and with many others, as well as with the local hierophants. He was also initiated into all the mysteries of Byblos and Tyre, and in the sacred function performed in many parts of Syria. He was led to all this not from any hankering after superstition, as might easily be supposed, but rather from a desire and love for contemplation, and from an anxiety to miss nothing of the mysteries of the divinities which deserved to be learned.

After gaining all he could from the Phoenician mysteries, he found tat they had originated from the sacred rites of Egypt, forming as it were an Egyptian colony…

Here in Egypt he frequented all the temples with the greatest diligence, and most studious research, during which time he won the esteem and admiration of all the priests and prophets with whom he associated. Having most solicitously familiarized himself with every detail, he did not, nevertheless, neglect any contemporary celebrity, whether a sage renowned for wisdom, or a peculiarly performed mystery. He did not fail to visit any place where he thought he might discover something worthwhile. That is how he visited all the Egyptian priests, acquiring all the wisdom each possessed. He thus passed twenty-two year in the sanctuaries of temples, studying astronomy and geometry, and being initiated in no casual or superficial manner in all the mysteries of the gods. At length, however, he was taken captive by the soldiers of Cambyses, and carried off to Babylon. Here he was overjoyed to be associated with the Magi, who instructed him in their venerable knowledge, and in most perfect worship of the gods. T hrough their assistance, likewise, he studied and completed arithmetic, music, and all the other sciences. After twelve years, about the fifty-sixth of his age, he returned to Samos.