If you want to change the MySQL database connection details such as hostname, database name, username etc of a Magento Store, you need to edit the following file for that. If its in a web server, connect using a FTP software and download the file, edit it and upload back.
/app/etc/local.xml
<connection>
<host><![CDATA[hostname]]></host>
<username><![CDATA[DB username]]></username>
<password><![CDATA[DB pwd]]></password>
<dbname><![CDATA[DB name]]></dbname>
<active>1</active>
</connection>
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If you want to change database name of Magento that is easy. First create a new database and transfer data from old database to new database.
Now change the name from Magento configuration. For that you have to make changes in local.xml available at ‘magento/app/etc/local.xml’ and change here.
