Let me try. Let’s say you have some operator F = crazyweirdblackbox. Like, it exponentiates and does a bunch more complicated things. You can apply this operator to some input function and transform it into some output function. The programming analogy would be some piece of code that works on a lambda and spits out another lambda. The finite-dimensional linear algebra equivalent is a matrix. You would ideally want F to be invertible (or undoable) for all inputs. Just in case.
If g(x) is an eigenfunction of F, then h(x) = F(g(x)) is actually just a rescaled of g(x): h(x) = ag(x), for some constant a. No matter how complicated and hard-to-compute F is, it boils down to just one number a, when acting on some special function g(x).
So what? This only applies to special g(x), and not any choice for g. Let’s say that I have some special function y(x) that isn’t necessarily g(x). But I have a whole bunch of eigenfunctions of F called g_k(x). If I knew that F was linear (kind of a prerequisite for computing eigenfunctions anyway), then I can decompose some output function y(x) into a weighted sum of g_k: y(x) = sum([w_k g_k(x) for k in range(infinity)]).
Some abuse of Python list comprehension there.
So instead of evaluating F, which might be very hard computationally or numerically, we can instead do a for-loop over potentially easier functions g_k. And store some weights w_k that essentially describe how F transformed an input function into y. Easy-peasy.
And maybe I don’t want to evaluate the entire sum. So I could choose to evaluate only the “important” terms in the sum to approximate y(x).
The entirety of signal processing, much of quantum mechanics, much of electromagnetism, and many other partial differential equations can fit into this framework. And we use PDEs to describe F when we really have no idea how to even to write it down. But we can still compute eigenfunctions and therefore make progress in evaluating F since we know the effect of F on certain special functions.
It's been 15 years since I was in my EE degree, and I learned all this stuff to the point of intuition. Since then I've been a C-monkey at megacorp and not doing any real math beyond simple geometry.
