mysql_connect() and mysql_pconnect() both are working for database connection but with little difference. In mysql_pconnect(), ‘p’ stands for persistance connection.

When we are using mysql_connect() function, every time it is opening and closing the database connection, depending on the request .

But in case of mysql_pconnect() function,
First, when connecting, the function would try to find a (persistent) connection that’s already open with the same host, username and password. If one is found, an identifier for it will be returned instead of opening a new connection.
Second, the connection to the SQL server will not be closed when the execution of the script ends. Instead, the connection will remain open for future use (mysql_close() will not close connection established by mysql_pconnect()).

mysql_pconncet() is useful when you have a lot of traffice on your site. At that time for every request it will not open a connection but will take it from the pool. This will increase the efficiency of your site. But for general use mysql_connect() is best.