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Current Cognition: Suicide is an answer to problem of severe depression.
Changed Cognition: Severe depression is a familial, chemical illness for which
many medications are available; Medication coupled with therapy are effective treatments for depression; Suicide effects family members forever (not just the guilt, but the loss of a loved one); Their live are forever changed. There is hope for the severely depressed. Suicide is permanent.
This is simplistic, I know and only designed to demonstrate the cognitive behavioral process. I don't know how your therapy is conducted but this kind of thought changing can be the focus of therapy, if you want to change the thought. If we change our way of thinking about something (suicide is the only solution to no, it is not there is hope), it might change the way be feel (relieve hopelessness, the core of depression).