As you know, PHP automatically cleans up after you whenever a script ends, and connections to databases are no different - you open a connection each time your script starts, and close it when the script finishes, which can be quite a speed hit. However, there is an alternative: persistent connections. These are opened by the first PHP script that requires them, and stay open across PHP scripts, thereby eliminating the need to constantly open and close database connections.
Many people have problems with persistent connections timing out unexpectedly, so you should try them out on a test server before implementing them on your site.
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