Bhagavatapurana 11.31.21

11.31.21

arjunaḥ preyasaḥ sakhyuḥ kṛṣṇasya virahāturaḥ /
ātmānaṃ sāntvayām āsa kṛṣṇa-gītaiḥ sad-uktibhiḥ //

consorts also embraced that body and entered into fire: Vasudeva’s wives also embraced his body and Krishna’s daughters-in-law embraced Pradyumna and others; Krishna’s wives Rukmani and others also with their hearts given to Him entered fire: Arjuna grieved at the separation from His most beloved friend Krishna comforted himself with the wise sayings of Krishna Himself: for the relations that had their races cut off, Arjuna caused the rites to be duly performed.