PDO lets us open the connection as a persistent connection.
This means that rather than establishing a new connection with each request, the connection to the database is cached and reused.
Persistent connection consumes a lot less memory and CPU time.
Establishing a persistent connection is simple, just pass the relevant parameter in the initialization.
For example, instead of
$dbh = new PDO('mysql:host=localhost;dbname=test', $user, $pass);
$dbh = new PDO('mysql:host=localhost;dbname=test', $user, $pass, array(PDO::ATTR_PERSISTENT => true));
A more complete analysis can be found here: http://blog.shay.co/pdo-persistent-connection-analysis/