While originally in his conception the language spoken by the Noldor (second clan of Elves, hence the name Noldorin in the Etymologies), Tolkien later decided it was the language of the Sindar. For this reason it is called Noldorin in the oldest material. Tolkien based the structure of his Noldorin/Sindarin (but not vocabulary) on Welsh, and indeed, Sindarin has many of the mutations that characterise the Celtic languages.
Sindarin plurals are characterised by "i-affection", as Tolkien called it. The Sindarin term for this is prestanneth (disturbance, affection) and the English term is "umlaut", a German word used to describe much the same process. What it all comes down to is this: All Sindarin words form their plurals like English man/men and goose/geese -- by changing the vowels in the word. The reason for this was that the primitive plural ending "-i" affected the vowels in the word by making them closer to itself. Having done its dirty work, it disappeared. So Sindarin plurals no longer have "i" at the end, but still have its "residue".
Sindarin has a complex series of mutations. These occur when a short phrase (usually a preposition) occurs before the mutated word, changing its (the mutated word's) first consonant. Many times, the preposition also changes. Also, mutation occurs in many other places (to mention a few, in compounds (elvellyn, from mellyn, "friends") or in direct objects).
Sindarin verbs are also quite complex. There are strong and weak verbs, also called i-stems and a-stems respectively. Just like English (and German) strong and weak verbs, the strong ones are more "irregular" than the weak ones. Sindarin also has quite a large number of irregular verbs.
Sindarin is one of the two languages developed by Tolkien (the other is Quenya) that is developed enough that we can write texts that are quite large in size.
See also: Middle-earth
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Languages of Middle-earth, Quenya