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My dreams are inhabited by Will Gates. He is weeping. His brown squirrel's face is squashed. He resembles a baby struggling to be born. With his fists he tries to wipe away his tears. And then he gets up onto my coach, sitting beside the coachman, and is driven away.

Will Gates. I loved you most dearly, Will.

When Will had gone, I begun to walk quite fast away from Whitehall and in an easterly direction, as if vainly trying to follow the coach. The winter night had come on and the streets were black and I was soon lost. But then, hurrying on down narrow street after narrow street, I saw in front of me the great bulk of the Tower. I had had no intention of arriving there, but my distracted mind perceived it all at once as a place of refuge. To the guards I announced that I had been sent by the King, to cast my eye upon the lions and leopards that he keeps chained up there, and they let me go in.

I knew my way to the dungeon where the animals were penned. I took a torch from an iron sconce and followed my own shadow down into the damp bowels of the Tower where, even at midsummer, no light falls on the stones and where, it is said, the ghosts of the dead Kings of England find themselves paraded with hundreds of their ancient enemies, as in some circus they did not expect. And there I saw the lions, who have the names of Kings, Henry and Edward and Charles and James, pacing round, the flesh of their shanks very meagre and their great fur collars mangy. And it was at that moment and not at any moment before (neither upon leaving the King's garden, nor upon saying adieu to Will and my coachman) that I felt the full terror of my fall.

I stood quite still a great while. I watched the lions, but they never once regarded me, not even to growl or snarl at the torchlight. I thought: I would rather be one of you in this pen than be Merivel. I thought: You have no memory of Africa or sunlight or a Time Before. So I would rather be you.

Quite late, with the streets silent save for the shouting of a trundle of drunks, I arrived at Rosie Pierpoint's door. I knocked and heard my knock like an echo. And as I waited, I remembered the Japanese purse and the thirty shillings and the half-written letter I had never sent.

When she came to the door, she held a shawl round her and she looked afraid. Pretty Rosie. With her I had first discovered the sweetness of oblivion.

But then she grinned. "Sir Robert," she said, "where is your wig?"

I had lost it. So it seemed. I had no recollection of taking it off.

I woke when she rose, at the first faint tracing of daylight. And I understood this small matter: that the poor use time differently from me. They are unable to prolong day with manufactured light, the cost of candles and oil being too great.

I lay on my truckle bed and watched her. She poured cold water into a bowl and took up some rags and washed herself, her face and her breasts and her belly and her cunt and the backs of her knees. And this secret toilette in the half light moved me very much. I wished to be of use to her (having been none that night in bed), so I got up and pulled on my stockings and my shirt and went down to her laundry room and broddled the fire of her stove and tipped in fresh coal, yet performing this task lamentably, sending chunks of coal skittering onto the floor, which I was then compelled to retrieve one by one with my hands. And I remembered – from my time at Cambridge and my rooms in Ludgate – how the black dust of coal is not like a dust but like a paste, moist and sticky, and if you keep in a coal fire you must be forever washing.

The sun got up above the river, but lay flat behind a mist. Rosie made a milk porridge and I tried for her sake to eat some of this stuff, but it and the tin spoon made a grey tableau before me and I heard in my mind the sobbing and lamenting of the old Merivel for the colours and brightness of things now lost.

We had not spoken to Pierpoint, only of me and my troubles. But now, eating her porridge greedily, she began, to my astonishment, upon a little eulogy for her dead husband, telling me how strong a man he was and how indifferent to rich people and how loyal to the river and the other river men. While he lived, I wished to say to Rosie, you scarcely had a gentle word for him and lived in fear of his drunken rages and other cruelties. But I did not remark out loud upon this, only noting privately to myself that death can work most extraordinary changes to a person's reputation and all that we have wished someone to be while they lived, they become, the moment they are dead. And so I wondered, if I had been brave enough to throw myself to the lions in the tower and let them eat me for their supper, would the King's exasperation with me be turning now to fond sadness, Celia's loathing of me to a small retrospective love? While Rosie talked of her drowned bargeman, I meditated upon this. Pierpoint had died trying to catch a haddock with his hands, or in other words getting food; in my imagined death, I myself would have become food. Is either death noble, or are both ridiculous and laughable? Could a person of Celia's refinement feel affection for a husband who has been turned first to meat and thence to dung? I did not know. My mind, though very cluttered with questions, had no answers to anything at all. Like the porridge in front of me, my intelligence seemed to be growing cold.

I could not stay with Rosie. Our old amours had been fiery. Now, they, too, were out. I think that all we felt for each other was a sad tenderness. I gave her thirty shillings (I would not lack for money for some while, if I was prudent) and she gave me a little kiss on my cheek that was still mottled by the old imprint of my measles. And we said adieu.

And so I am come to Bath.

The most strange thing about the pain of the individual man is that the world, knowing nothing of it, behaves as if it was not there, going shrieking on and applauding itself, making sport and promenading and telling jokes and falling down with laughter. So, as I enter the Cross Bath and immerse myself, wearing nothing but some unbleached pantaloons, I see that round and above me in the stone galleries fully-clothed people are strolling with a superior air of contentment, gossiping and giggling and fanning themselves and looking upon the bathers with an elegant nonchalance. They know nothing of what has befallen me. They could not imagine that in these waters, which smell most curiously of boiled egg, I am trying to cure myself of being Merivel.

I look round at my fellow bathers. The Cross Bath is divided: men on one side, women on the other. In my line of men, I see one elderly creature with his wig still unwisely in place on his head. If he has come for a cure for vanity, he is already inhibiting its efficacy.

Opposite me, the women appear most strange. For modesty, they wear peculiar yellow garments made of stiff canvas which, the moment they are submerged, inflate like balloons. I cannot take my eyes from them. I imagine them so filled with air that they will begin to bob about and then come floating towards me, helpless on the bubbling current of the bath. I can even feel the press of them round me, these balloons of women, and I fashion for the King (as my mind is so much in the habit of doing) some second-rate joke that plays on the word "prick".

But then I see that not only with my joke am I in error: I have perceived the women wrongly. Their skirts and bodices are not filled up with air, but with water. They are not light, but heavy – so heavy they are tethered to their seats, as if by an anchor. If we all stayed in the Cross Bath till nightfall, the women would ever remain separate from us. Unless, of course, the King were to come down and get into the water. Then, I believe the women would break free like minnows from their birth sacs and come wiggling towards him.

I pass very long hours sitting still in the water; I try to feel the process of cleansing occurring. I force myself to visit, in my mind, all the rooms at Bidnold one by one. I stand in each doorway and watch as all my possessions are removed and then the furnishings and the carpets and the wall-hangings so that the room has no hint of my presence in it anywhere. And then I imagine the waters of Bath flowing into it and staining it a sulphurous yellow and then withdrawing like the sea on an ebb tide. And so the room is no longer a room, but only a washed and empty place.