An eigenfunction is a function that, when acted upon by an operator, produces a scalar multiple of itself, analogous to eigenvectors in linear algebra. The operator transforms functions within a vector space, and the process of finding eigenvalues and eigenfunctions is known as diagonalization. This concept is crucial in solving Partial Differential Equations (PDEs), as it allows for the expression of complex functions using series of eigenfunctions. In Quantum Mechanics, eigenvalues represent allowed energy levels, while eigenstates correspond to probability distributions of a system. Applications of eigenfunctions can be observed in physical systems, such as the vibration modes of a string, where eigenvalues indicate permissible frequencies.