There's been some really interesting work done on suicide in Nazi Germany. When considering suicide, as an "illness" or as a product of it's context. A purely pathological view of suicide negates any questions regarding the choice and historical context. On the other hand, since the late 19th century, suicide has been also seen as a lack of integration with society and as a state of the wellbeing of a society. It could be divided into three categories: egoistic, altruistic, and anomic. The first, egoistic comes from a lack of integration with society (e.g. by being different), altruistic is about the betterment of society and anomic means from a complete turnover of norms and values. [1]

All three have relevance when considering Nazi Germany. [2]

• Nazi Germany encouraged the idea of altruistic suicide in soldiers (although towards the end of war, also in civilians drafted in the guerrilla war). However, as suicide was seen as selfish, this was typically called a hero's death, rather than suicide!
• Egoistic suicide would apply most to those who killed themselves because of society. That has been considered to apply for those the Nazi regime prosecuted. However, there has been considerable debate if suicide under what is effectively duress, is suicide in the same way. Obviously, being a mostly ethical question, there is no clear conclusion. Other specific examples would be the fear of retribution & the fear of the Red Army (see link below) as well as fear of air raids which for example caused suicide rates to spike in 1943. [2b]
• Anomic suicide refers to changes in norms and values, so when, towards the end of the Nazi regime soldiers, generals and Hitler himself knew that the coming world would be a very different one, this was too much for the to cope with. The spike in suicides in Berlin in 1945 is generally attributed to this, with an especially high spike in April. [3] [3b]

Suicides in Germany had been increasing since the end of WWI. The devastating end of the war, the terrible living conditions post-war and following the depression and the new reforms in government meant that life was difficult and strange for many Germans. Germany had higher suicide rates than the UK and France but lower than Austria which also suffered post WWI. [4]

It should be noted that counting suicides in Germany is very difficult as recording practices were not what they are today. In Catholic areas, suicides would often be recorded as an accident [5] while Nazi's were more likely to attribute deaths of Jews to suicide while not recording other suicides as such (to promote the view that society was healthy and happy).

Lastly, it is interesting to note that after the war, suicide rates fell in West Germany but not in East Germany.

As you asked specifically about soldiers, you may also find this thread interesting: "Why did the Nazi leadership commit suicide on defeat? Had any losing war leaderships ever done this before?" It deals with the thread of the Red Army who were in propaganda depicted as incredibly ruthless (a view certainly based on reality). Especially women suicides around that time are attributed to the threat of rape in the aftermath of the war. [6]

[1] Emilie Dunkan: His Life and Work (1973) by Steven Lukes

[2] Suicide in Nazi Germany (2009) by Christian Goeschel (Introduction & chapter 1)

[2b] Suicide in Nazi Germany (2009) by Christian Goeschel (Chapter 6)

[3] Suicide in Nazi Germany (2009) by Christian Goeschel (Figures 13 and 15 & chapter 5)

[3b] Suicide at the End of the Third Reich (2006) Christian Goeschel in the Journal of Contemporary History

[4] Suicide in Nazi Germany (2009) by Christian Goeschel (Figures 1 and 3 & chapter 1)

[5] Imperial Culture in Germany, 1871-1918 (2003) by Matthew Jeffries (Chapter 1)

[6] Suicide at the End of the Third Reich (2006) Christian Goeschel in the Journal of Contemporary History