MySQL rename database command was added in MySQL 5.1.7 but was found to be dangerous and was removed in MySQL 5.1.23. It was intended to enable upgrading pre-5.1 databases to use the encoding implemented in 5.1 for mapping database names to database directory names (see Section 8.2.3, “Mapping of Identifiers to File Names”). However, use of this statement could result in loss of database contents, which is why it was removed. Do not use RENAME DATABASE in earlier versions in which it is present.
You can rename a mysql database like this:
mysql -p <enter password> create database new_database; quit mysqldump old_database -p | mysql -D new_database -p <enter password> mysql -p drop database old_database;