Yoga mats do come in many thicknesses and the one linked is the thickest one ive seen... But if that's too thick did you look at the other sizes?
Why not check with flooring departments?
insulation/noise canceling whatever... foam (some has a moisture barrier) used to lay on the floor prior to laying down hardwood or laminate?
http://www.homedepot.ca/product/1-4-...l-4-x-4/984956
http://www.homedepot.ca/product/10-x...nate-fl/925454
Many many many thicknesses and styles of this stuff.
None of what it seems like your looking for, is anything like high density foam that you first seemed to ask for, so it may be hard to people to help you out here if their not sure what you're looking for.