The hypocaust was an underfloor heating system used in Ancient Rome.
Hot air and smoke circulated in the underground space of buildings and in some of them the walls were also heated with the use of pipes.
The heat came from a furnace. It was an expensive method so it was usually applied in baths, public buildings and homes of the rich.
Such systems were later used in the rest of Europe, western Asia and northern Africa.
[Source: en.wikipedia.org]
