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I know Rudra is Lord Shiva. But why is Lord Shiva called as Rudra deva?

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The reason why Shiva is called Rudra is described in this chapter of the Shatapatha Brahmana of the Rig Veda:

[Brahma] said to him, 'My boy, why criest thou, when thou art born out of labour and trouble?' He said, 'Nay, but I am not freed from (guarded against) evil; I have no name given me: give me a name!' Hence one should give a name to the boy that is born, for thereby one frees him from evil;--even a second, even a third (name), for thereby one frees him from evil time after time.

He said to him, 'Thou art Rudra' And because he gave him that name, Agni became suchlike (or, that form), for Rudra is Agni: because he cried (rud) therefore he is Rudra. He said, 'Surely, I am mightier than that: give me yet a name!'

He said to him, 'Thou art Sarva.' And because he gave the him that name, the waters became suchlike, for Sarva is the waters, inasmuch as from the water everything (sarva) here is produced. He said, 'Surely, I am mightier than that: give me yet a name!'

He said to him, 'Thou art Pasupati.' And because he gave him that name, the plants became suchlike, for Pasupati is the plants: hence when cattle (pasu) get plants, then they play the master 3 (patîy). He said, 'Surely, I am mightier than that: give me yet a name!'

He said to him, 'Thou art Ugra.' And because he gave him that name, Vâyu (the wind) became suchlike, for Ugra is Vâyu: hence when it blows strongly, they say 'Ugra is blowing.' He said, 'Surely, I am mightier than that: give me yet a name!'

He said to him, 'Thou art Asani.' And because he gave him that name, the lightning became suchlike, for Asani is the lightning: hence they say of him whom the lightning strikes, 'Asani has smitten him.' He said, 'Surely, I am mightier than that: give me yet a name!'

He said to him, 'Thou art Bhava.' And because he gave him that name, Parganya (the rain-god) became suchlike; for Bhava is Parganya, since everything here comes (bhavati) from the rain-cloud. He said, 'Surely, I am mightier than that: give me yet a name!'.

He said to him, 'Thou art Mahân Devah (the Great God).' And because he gave him that name, the moon became suchlike, for the moon is Pragâpati, and Pragâpati is the Great God. He said, 'Surely, I am mightier than that: give me yet a name!'

He said to him, 'Thou art Îsâna (the Ruler).' And because he gave him that name, the Sun became suchlike, for Îsâna is the Sun, since the Sun rules over this All. He said, 'So great indeed I am: give me no other name after that!'

This chapter of the Srimad Bhagavatam gives the same explanation:

There was much anger generated in the mind of Brahmā, which he tried to control and not express. Although he tried to curb his anger, it came out from between his eyebrows, and a child mixed blue and red was immediately generated. After his birth he began to cry: O destiny maker, teacher of the universe, kindly designate my name and place. The all-powerful Brahmā, who was born from the lotus flower, pacified the boy with gentle words, accepting his request, and said: Do not cry. I shall certainly do as you desire. Thereafter Brahmā said: O chief of the demigods, you shall be called by the name Rudra by all people because you have so anxiously cried. My dear boy, I have already selected the following places for your residence: the heart, the senses, the air of life, the sky, the air, the fire, the water, the earth, the sun, the moon and austerity.... My dear boy Rudra, you have eleven other names: Manyu, Manu, Mahinasa, Mahān, Śiva, Ṛtadhvaja, Ugraretā, Bhava, Kāla, Vāmadeva and Dhṛtavrata.

So the original meaning of Rudra is "the crier", because Shiva cried as soon as he was born. Of course, just like the names Vishnu and Narayana (which I discuss here), various mystical interpretations of the name have arisen that have little connection to its etymological origins.

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The Best definition of Lord Rudra is given by Lord Krishna himself in Harivamsha Parva [2.74 section] of Mahabharata:

रुद्रो देव त्वं रुदनाद् रावणाञ्च
रोरुयमाणो द्रावणाच्चवातिदेवः ।

Lord Rudra, You are the one who cry, who makes other cry and who removes the cry of Samsara (misery of Samsara).

Rudra who cries:

Rudra takes birth as son of Lord Brahma and just after his birth he cries fiercely. He cries to give knowledge about misery of Samsara to people. Then Brahma gives him 8 Names and he enters the creation by 8 different forms. This manifestation is known as Ashtamurti manifestation of Rudras. Just after his birth he is named as Rudra, Bhava, Sarva, Ugra, Bhima, Pasupati, Mahadeva and Ishana.

This is described in Satapatha Brahmana of YajurVeda, Shiva Purana, Vishnu Purana, Srimad Bhagvatam and other Puranas also. For eg. In Yajurveda Satapatha Brahmana:

He said to him, 'Thou art Rudra' And because he gave him that name, Agni became suchlike (or, that form), for Rudra is Agni: because he cried (rud) therefore he is Rudra. He said, 'Surely, I am mightier than that: give me yet a name!'

Rudra who makes other cry:

There are 11 Rudras also called Ekadash Rudra. They rule in Prana and Mind of any living thing. As 11 Rudras are present in prana and mind, so they often manifest when exalted Supreme personalities become angry:
For eg we have many scripture telling they emerge from:

wrath of Brahma.
wrath of Vishnu. [S.B.2.10.43]
wrath of Shiva.
wrath of Sesha Naga[S.B.5.25.3]...etc

As they are already present in Prana and mind of every living being, they simply manifest from there.
It is described in BrihadAranyaka Upanishad:

कतमे रुद्रा इतिः दशेमे पुरुषे प्राणाः आत्मैकादशः ते यदास्माच्छरीरान्मर्त्यादुत्क्रामन्त्यथ रोदयन्ति, तद्यद्रोदयन्ति तस्माद्रुद्रा इति ।।

‘Which are the Rudras ?’ ‘The ten pranas in the human body, with the mind as the eleventh. When they depart from this mortal body, they make one’s relatives weep. Because they then make them weep, therefore they are called Rudras.

Rudra who removes Cry:

He is the Unborn Rudra who removes the misery of Samsara. He is ParaBrahman and saguna Upasak also call him SadaShiva.

Sri Rudram of YajurVeda states:

या ते रुद्र शिवा तनूरघोरापापकाशिनी
Salutation to your Auspicious and benign form which destroys the sin.

Also,

नमः सोमाय च रुद्राय च [SriRudram YajurVeda]
Salutation to him who is with Uma and who destroys the misery of Samsara.

He is the one who provides immortality by giving moksha:

मृत्युर्मुक्षिय मामृतात् ।। [RigVeda 7.59.12]
who Gives moksha and Immortality

He is the one who remains as self of all beings or Antaryami of their self:

देवानां हृदयभ्यो। [YajurVeda SriRudram]
who is on the heart of Devas.(as their self)

He is the one who is the Lord of the world:

भवस्य हेत्यै जगताम् पतये नमः । [Sri Rudram]
Salutations to him who being the cause is the Lord of the Universe.

He himself is in the form of Vishnu:

नमो शिपिविष्टाय चः। [Sri Rudram]
Salutations to him who is in the form of Vishnu.

He is the one and only one without second:

एको हि रुद्रो न द्वितियाय [Svetasvatara Upa.]
Rudra is truly one and only one without second.

He is the one who bestows power to the Gods:

यो देवानां प्रभवश्रोच्वश्रच्  विश्वाधिपो रुद्रो महर्षि । [Svetasvatara Upa.]
He, the omniscient Rudra, the creator of the gods and the bestower of their powers, the support of the universe,

One becomes immortal by knowing him:

त्वं ज्ञात्वामृता भवन्ती । [Svetasvatara Upa.]
knowing you one becomes Immortal.

As a Conclusion:

Thus there are various types of Rudras. Some are who manifested as Ashtamurti form from Brahma, some are Ekadash Rudra (11 Rudras) who Rules Prana and Mind of beings, Ekadash Rudras also Run Pralaya during night of Brahma. There is also one Rudra who has no beginning and end. He is eternal and he is the self of all.

These all are generally represented by the Single Name Rudra in Vedas. So, one has to understand from the description to which Rudras it is adressed.

To remove the confusion Puranas elaborate the concepts and names of 11 Rudras are also assigned.
Mahabharat assigns names of 11 Rudras as:

They were Mrigavayadha, Sarpa, Niriti of great fame: Ajaikapat, Ahivradhna, and Pinaki, the oppressor of foes; Dahana and Iswara, and Kapali of great splendour; and Sthanu, and the illustrious Bharga. These are called the eleven Rudras. [Sambhava Parva chapter 66]

The names of Ashtamurti form are assigned as:

Rudra, Bhava, Sarva, Ugra, Bhima, Pasupati, Mahadeva, Ishana

The Supreme Brahman who is the self of all is generally described as Linga form or also as SadaShiva. SadaShiva has five heads. They are:

Sadyojata, Aghora, Vamadeva, Tatpurusha, Ishana

The above five faces are also described in Taittariya Aranyaka of YajurVeda. Srimad Bhagvatam 8.7 also clearly describes SadaShiva: for eg. S.B. 8.7.29 states:

O lord, the five important Vedic mantras are represented by your five faces, from which the thirty-eight most celebrated Vedic mantras have been generated. Your Lordship, being celebrated as Lord Śiva, is self-illuminated. You are directly situated as the supreme truth, known as Paramātmā.

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There's a subtle difference between Shiva and Shankara or Rudra. Shiva is Supreme Purusha while Shankara aka Rudra is human manifestation of Supreme Purusha Shiva. Shankara or Rudra is generally depicted as wearing snake over his neck with a trident in his hand. Supreme Purusha Shiva, as formless, is generally worshipped in Linga form.

This answer explains how Sadasiva (Supreme Brahman) manifested himself into universe and other Gods. Lord Brahma asked his four Kumaras to help in creation process but they were unwilling to assist him. This is explained in Chapter 15 Manifestation of Rudra in Rudra Samhita Section 1 - Creation of Shiva Purana .

Brahma continued the story to his son Narada,

  • When i became nearly unconscious on account of excess fury and agitation, drops of tears fell from my eyes.
  • I was instructed by Vishnu to perform the penance of Shiva.Accordingly i performed a severe penance.
  • While i was performing penance for creation, the merciful Lord Shiva of Trinity, came out of spot called AVIMUKHA between eyebrows and the nose. He manifested himself as Half woman and Half man in full potency.
  • On seeing the unborn Lord Shiva, a mass of refulgence, the consort of Uma, the omniscient,the creator of everything,famous as Nilalohita, straight in front of me I saluted him with great devotion and was highly delighted. I told the lord," Please create various subjects".
  • On hearing my words, Lord of the Lords, Rudra, created many ganas identical with Himself.

Later Rudra or Shankara stopped creating Ganas identical to him, at behest of Brahma, as they are immortal. Brahma alone created mortal beings thereafter.

This is Shiva-Shakti manifestation in Ardanareeswara form (half male and half female).

In chapter Half-female incarnation of Shiva in Satarudrasamhita of Shiva Purana (Page: 1075), Brahma asked Ardhanareeswara Rudra to help in creation as subjects were not multiplying. Shiva separates Shakti from him, as women or female energy is needed for copulation, so that species can multiply.

Nandi said,

  • When subjects created by him did not multiply, he was very much distresses and worried.
  • Then a celestial voice said- "carry out creation produced by couples". On hearing it Brahma pondered over the creation produced by couples in order to carry it out.
  • Brahma then performed a penance to Shiva, who was united with Shakti called as Sivaa.
  • Lord Shiva satisfied with penance assumed the well wishing form of Isaana- the perfect consciousness, and in the guise of half male and half female of Shiva approached Lord Brahma.
  • Lord Shiva detached her (Shakti) from his body and gave this energy to Brahma to create women.

With this power (Shakti), Brahma created women and creation became copulatory. Now, human form of Shiva, Rudra or Shankara was left. Later Shakti was born as Sati devi and reborn as Parvathi Devi, to unite with Shiva.

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    thanks. Your answer carries that flair which is essential (and much needed) to understand our śāstras. Thanks for taking the pain in going about giving so much. This only shows your bhakti towards the Lord. I have a question. Some scholars assert that Rudra is different to Maheśvara (where the former is said to be actually Brahma's son). I would like to know more about it in case you know the answer. – VinayaŚiṣya May 9 '16 at 6:56
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    @The Destroyer Very Informative answer :) – SwiftPushkar Jul 9 '16 at 6:04

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