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Im really new to the portable amp.
and would like to know that other than increasing the volume what else can it do?
why would some amp cost so much more?
What are the components that an amp consist of?
lastly is am amp required for my se535? cause its pretty loud on its own already.
If yes what amp would you recommend?
A headphone amplifier is an electronic circuit designed to take in a signal (a voltage level, which changes over time, which comes from the source) and replicate this signal on the output, optionally scaled to be greater or lesser in magnitude so louder or quieter but hopefully the same exact shape as the original. Headphones generally have fairly low impedances compared to a lot of other electronics, like 12-600 ohms, so they demand a decent amount of current depending on the model. Thus maintaining a perfect copy of the input on the output is not possible; to do a reasonably good job, you need specialized electronics with the right properties that can handle that kind of load.
Any headphone jack has some kind of integrated headphone amp behind it. A dedicated amplifier with a more sophisticated design may have better performance characteristics than another one or especially something cheap integrated into another general-purpose audio chip: less noise, less distortion driving all kinds of different headphones at all kinds of different volumes, a flatter frequency response, and so on. There are tradeoffs to be made with respect to performance, cost, size, power consumption (thus battery life), headphone safety, and so on. For example, some devices use a DC blocking capacitor between the amp output and the headphone jack, allowing them to use a simpler power supply scheme that conserves energy and reduces cost, and makes sure they have to worry about DC offset frying some headphones; this is at the expense of a little bit of added distortion and low-frequency rolloff, particularly when using lower-impedance headphones.
Most portable amps are either based on some op amps or more dedicated headphone amplifier chips. These contain complex circuits involving transistors and other electronic elements inside. Mostly you'll see transistor-based active electronics, resistors, and capacitors inside a headphone amp. It's often not so much the cost of components that's so high for a typical portable headphone amp, but rather the time it takes to do the design, maybe production costs (many companies aren't selling that many amps, so cost per unit is higher than it is in commodity items), and something left to make a profit. In a portable amp, the cost of the battery and enclosure may actually be relatively high compared to the other components.
Some amplifiers also give you some controls to alter the sound, like EQ options or crossfeed.
A dedicated amplifier may have better control over the SE535 and give you a somewhat cleaner or otherwise different experience that you might like. This may or may not result in a different or improved perception of "depth" or "synergy" or whatever else.
Actually, one of the biggest advantages a dedicated amp can give you with sensitive IEMs is a different way to control the volume. By turning the volume down on the source, in software, you're throwing away some of the bit depth of the music, thus making it a bit noisier and more or less dropping some of the details. If you leave the volume up on the player but bring the volume back down on the amp, you're no longer throwing away that information.
Note that something like a $15 FiiO E5 would give you that advantage. Also, every effect mentioned above may not be a huge deal in practice and may not even be audibly different in many situations. A lot of people have wonderful things to say about amplifiers and differences with amplifiers, partially because they expect to hear these differences when they buy an expensive new toy, not necessarily because they are that significant or even real. Also, consider that most people who don't hear such differences, don't bother posting somewhere like head-fi: there are some people out there who are "amp non-believers" and claim all amps sound the same. The truth is probably somewhere in the middle. There are differences, sometimes very obvious differences in some scenarios (and the science backs this up), but these are often exaggerated. The majority of head-fi opinions about amps are sometimes at odds with what is fairly established and accepted knowledge about the human auditory system, psychoacoustics, and electrical theory.