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There are a number of factors that have influenced club design, particularly irons. These are the nature of the terrain in which they were used, the technology available to make them, the rules set up to govern what could or could not be used, and in recent years, physics and computer aided design. A major influence has been the golf ball itself. New club styles have tended to follow innovations in ball design.
Firstly, terrain. The early irons were used somewhat sparingly because they could easily destroy the "feathery" golf balls of the day (to about 1850). Most shots were accomplished by a range of wooden clubs. The "rutting iron" was used to extract balls that had landed in cart wheel ruts. Wooden clubs in a variety of shaft lengths and face lofts were used for most shots.
Second, technology. Iron clubs were made by blacksmiths until perhaps the 1870s. As a result they were rather crude, heavy implements with massive hosels (shanks). They were hard to use and when drop forging became widely available, the mass of the clubs decreased considerably. The words "hand forged" on the back of hickory shaft clubs in the 1900s was in fact a misnomer, as the only thing done by hand by that time was the impressing of the makers name and cleek mark.
The advent of drop forging in the late 1800s meant better iron clubs could be mass produced in factories. Wooden headed clubs were usually hand made by the local golf professionals until perhaps 1910, when factories started to make them due to the huge demand, as a result of golf's enormous growth in popularity.
The period from 1900 to 1930 was marked by many innovations in club design, such as the hollow faced irons (which didn't work), Walter Hagen's sand iron with the extended flange (still universal in one form or another, though without the concave face), a club that could be adjusted to give different lofts, the drilled hosels of the "Maxwell" irons intended to lighten the club head, and experimentation with a variety of alloys. There were many bizarre clubs made in this period, such as the "giant niblicks" whose faces measured over 6 inches (15cm) across!
Probably the most important change was the move from smooth faces on the irons to the grooves we use today. This started around 1908. The designers realised that you could get more backspin on a ball with a grooved club, and that this led to more distance. The coming of the modern golf ball in 1905, which displaced the solid "gutty", went hand in hand with this.
Steel shafts were introduced in the US in around 1925, and became standard everywhere from the mid 1930s, as they did not break like hickory shafts and could be produced reliably with uniform feel in matched sets.
Since the 1980s, computers have been used increasingly to design clubs and balls. Materials such as graphite shafts and titanium "metal woods" have come into widespread use in the last 20 years. Just how much help they give the average golfer is a matter for debate!
The coming of the steel shaft in the late 1920s led to a more uniform club style, and this was aided by the third factor, the regulation of what was allowed. Many of the more peculiar items were ruled out, such as the adjustable loft club. There have been many advances materials that could be used in golf balls, but in the interest of a "level playing field", most of these have been ruled illegal.
The history of regulations of golfing equipment is as complex as any part of the history of golf. As innovations were introduced, they were looked at by the world's golfing authorities - the US Golf Association and the Royal and Ancient Golf Club at St Andrews - to see if they gave the user an unfair advantage. If so the innovation was either ruled out or its application controlled within defined limits - for example the width and depth of club face grooves.