The nymphaeum is a room usually built in this characteristic shape (i.e. semi-circular and vaulted). It typically contains a fountain, flowers, plants, and statues of nymphs and river-gods. The murmur and coolness of the water combined with the scent of the flowers create a very refreshing environment. It is thought that the the two vaulted structures on either side of the main entrance of Trajan's Baths were nymphaea; see this this view of the model.
This photo is from the Nymphaeum at Hadrian's Villa in Tivoli. The beauty of a Nymphaeum was frequently enhanced with marine mosaics, like this one from Hadrian's Villa, and this mosaic of a sea-nymph from the seaport of Ostia. (Navigation aid: layout of the virtual Baths of Trajan)