In terms of the eyeshadow spectrum, purple can almost be compared to the likes of blue—the rep it held in the '80s can lead some to believe that it will always be the most garish shade in the palette, although with careful application and skilled blending, the finished effect can actually be super-sophiticated.
Case in point: Jada Pinkett Smith's amethyst eye from last night's CMT Music Awards. Though the idea would typically be to avoid going with a coordinating dress and shadow combo, the smoky finish keeps the look from appearing deliberately matchy-matchy.
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To get an intense color payoff like Pinkett Smith's violet shade, consider wetting your makeup brush before applying the shadow. By adding water or another mixing medium, the powder formula is transformed into a vivid cream, which can be layered on as you see fit.
Start by applying a shadow primer or concealer over your lids to create an even canvas, then mix the shadow with a small amount of water until you get a workable cream texture. Pat the color onto your lids, then use a blending brush dipped in translucent powder to blur the edges. With a pointed shadow brush, pick up a small amount of black shadow and work it into the outer V of your eyes—less is more, considering it's always easier to add more black shadow than remove excess. With a matte brown slightly darker than your own skin tone, blend over the smoky area until the color is diffused, and finish with liner and mascara.