The Merciful, the Compassionate.
Whenever we are deeply impressed by the greatness of something we try to express our feelings by using superlatives. If the use of one superlative does not do full justice to our feelings, we tend to re-emphasize the extraordinary excellence of the object of our admiration by adding a second superlative of nearly equivalent meaning. This would seem to explain the use of the word Rahim following Rahman. The form of the word Rahman connotes intensity. Yet God's mercy and beneficence towards His creatures is so great, so extensive and of such an infinite nature that no one word, however strong its connotation, can do it full justice. The epithet Rahim was therefore added to that of Rahman.