Jeśli musisz to zrobić z wiersza poleceń, po prostu skopiuj, dostosuj i wklej ten fragment:
mysql -e "CREATE DATABASE \`new_database\`;"
for table in `mysql -B -N -e "SHOW TABLES;" old_database`
do
mysql -e "RENAME TABLE \`old_database\`.\`$table\` to \`new_database\`.\`$table\`"
done
mysql -e "DROP DATABASE \`old_database\`;"