Imam Bukhari narrates: Sulaiman bin Harb narrated to us, he said: Hammad bin Zaid narrated to us from Ayyub from Muhammad from Hazrat Abu Hurairah, may Allāh be pleased with him, he narrates that

a person stood before the Prophet ﷺ and asked about praying in one cloth. He said: Does every one of you have two cloths? Then a person asked Hazrat Umar, may Allāh be pleased with him, so he said: When Allāh the Exalted has given you abundance, then you should adopt abundance. One person gathered his cloths upon himself and prayed, and one person prayed in a waist-wrap and a sheet, and one person prayed in a waist-wrap and a shirt, and one person prayed in a long coat and a sheet, and one person prayed in trousers and a shirt, and one person prayed in trousers and a long coat, and one person prayed in underwear and a shirt, and I think they said: prayed in underwear and a sheet.