I'm a student; and students can download a free version of Inventor from Autodesk (but I want to mention the download size is 12 gigabytes
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Autodesk Inventor is really awesome. I've constructed various things with this program; for example an own version of T. Grandin's squeeze machine (yes, I like deep pressure)
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This program can also do static analysis of parts and assemblies (using FEM; finite element method). That's very useful: With FEM, it's possible to test the mechanical strength of a construction before building it, and to see the weak points of it
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I wish I had known about this much earlier. I get to use CAD for free because I'm a student? This is awesome.