There are several options for doing yoga in Lima. No matter what is your style, you should be able to find a nice place to practice.
If you stay in Miraflores, the so considered “save” area in Lima frequently used as a base to stay for tourists, you will have plenty of places within walking distance.
For Asthtanga students, I would recommend AshtangaYogaPeru. They have daily Mysore classes and also lead courses. In case you are a resident in Lima, your first class is for free.
I tried out one of the studios called LimaYoga. There are two in Miraflores, one called Miraflores and the other one named Schell (in the street with the same name). The studios are franchise companies so quality might vary. I was fine with the Schell one. It is a quite small studio, but the teacher and the people working there were super friendly. The studio has two small rooms. I did the class called “traditional” which was basically a nicely held Hatha class.
The teacher had a nice and calm voice. The only thing I didn´t like so much was that even though we were only 10 to 15 people she didn´t walk much around and didn´t correct us. The most positive thing for me in small classes is usually the ability to align every student, but unfortunately she didn´t to much. In her favor I must say that she was pregnant and that this might have been the reason. The class itself felt good and afterwards I was relaxed anyways.
The studio itself has no changing room, only two toilets where you are able to change cloth though its a bit fresh. So best case go there already dressed up for yoga.
In case you have a mat, bring it, as it costs 5 Soles if you would like to rent one. They also have a shop where you can buy some yoga cloth, mats and accessories.