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Seems that some are still having this problem (as was I, which led me here). I found my answer elsewhere, but wanted to post it here in case it will help others. I could connect to the remote MySQL server via the command line mysql tool, but web applications (like Magento) could not. Turns out it was being blocked by SELinux on the web server machine. For CentOS 6, you can run the command, ‘setsebool -P httpd_can_network_connect_db 1’, which will give Apache permission to make the connection. Hope this helps.
First thing you need to do is check exception.log. There you will see the cause of your pb. In my case it was simply ‘Access denied for user ‘root’@’localhost’ (using password: NO)’, just forgot to fill in the password.