Why do "Heavy Applications" take lot of time on 1st time Load

... like AutoCAD. When I first try to open it, it takes ages, but when I close it and then open it again, it opens without much fuss.

I'm sure it has something to do with cache management. I'm not much aware of how cache memory gets managed.

Why can't this cache data be permanently put on my PC (at least for some programs) so that it doesn't have to reload every time the PC boots up?

Any good links about this topic would be welcome.
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Because RAM needs power to hold data, once you turn your computer off it starts disappearing into the aether. Your harddrive does not require power to hold data, but takes a lot longer to access that data (compared to RAM).
Oh yes.. thank you!
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