Madurai is one of the important holy places to worship Lord Shiva. There are totally five sabhas for the Dancing diety. First and the second being the ' Kanaka Sabha' and ' Ratna Sabha ' in Swamy Sannathi. Third is the 'Rajatha Sabha' in Velliambalam. Fourth being the 'Deva Sabha' in Hundred Pillars Mandapam. Fifth being the 'Chitra Sabha' in Thousand Pillars Hall.

Pathanjali and Vyakirapathar came for Meenakshi's marriage. They used to eat only after seeing the dance of Lord Shiva in Thillai. They wanted to go to Thillai even on that day. But, Lord Somasundarar did not permit them to leave Madurai without having food. The Lord himself danced making them realise that he was the one who danced in Thillai.

The Pandiyan King Rajasekarapandian was an expert in various arts except Bharatha Nattiyam. So, he appointed a teacher and started learning the art. He felt the pain on his legs. Then, he realised that the Lord will also experience the pain as he danced continuously in Velliambalam. He performed prayers and requested the Lord to change the position of his legs while dancing so that he could not feel the pain.

He also promised that he will die if the Lord does not accept his request. In acceptance to his request, Lord Shiva changed his legs' position and performed the Paramananda Thandavam . In Thillai and other holy places, the Lord appears in the dancing posture with his right legs on the ground. But in Madurai, he poses with his left legs on the ground. The dancing posture of 'Ambalavanan' (Lord Shiva) with ten hands can be seen only in Velliambalam. Lord Shiva performed seven types of dance. Among them, the dance he performed in Madurai came to be known as 'Paramananda Thandavam' and also 'Chokka Thandavam' .