Producing the fastest possible executable - c++

I have a very large program which I have been compiling under visual studio (v6 then migrated to 2008). I need the executable to run as fast as possible. The program spends most of its time processing integers of various sizes and does very little IO.
Obviously I will select maximum optimization, but it seems that there are a variety of things that can be done which don't come under the heading of optimization which do still affect the speed of the executable. For example selecting the __fastcall calling convention or setting structure member alignment to a large number.
So my question is: Are there other compiler/linker options I should be using to make the program faster which are not controlled from the "optimization" page of the "properties" dialog.
EDIT: I already make extensive use of profilers.

Another optimization option to consider is optimizing for size. Sometimes size-optimized code can run faster than speed-optimized code due to better cache locality.
Also, beyond optimization operations, run the code under a profiler and see where the bottlenecks are. Time spent with a good profiler can reap major dividends in performance (especially it if gives feedback on the cache-friendliness of your code).
And ultimately, you'll probably never know what "as fast as possible" is. You'll eventually need to settle for "this is fast enough for our purposes".

Profile-guided optimization can result in a large speedup. My application runs about 30% faster with a PGO build than a normal optimized build. Basically, you run your application once and let Visual Studio profile it, and then it is built again with optimization based on the data collected.

1) Reduce aliasing by using __restrict.
2) Help the compiler in common subexpression elimination / dead code elimination by using __pure.
3) An introduction to SSE/SIMD can be found here and here. The internet isn't exactly overflowing with articles about the topic, but there's enough. For a reference list of intrinsics, you can search MSDN for 'compiler intrinsics'.
4) For 'macro parallelization', you can try OpenMP. It's a compiler standard for easy task parallelization -- essentially, you tell the compiler using a handful of #pragmas that certain sections of the code are reentrant, and the compiler creates the threads for you automagically.
5) I second interjay's point that PGO can be pretty helpful. And unlike #3 and #4, it's almost effortless to add in.

You're asking which compiler options can help you speed up your program, but here's some general optimisation tips:
1) Ensure your algorithms are appropriate for the job. No amount of fiddling with compiler options will help you if you write an O(shit squared) algorithm.
2) There's no hard and fast rules for compiler options. Sometimes optimise for speed, sometimes optimise for size, and make sure you time the differences!
3) Understand the platform you are working on. Understand how the caches for that CPU operate, and write code that specifically takes advantage of the hardware. Make sure you're not following pointers everywhere to get access to data which will thrash the cache. Understand the SIMD operations available to you and use the intrinsics rather than writing assembly. Only write assembly if the compiler is definitely not generating the right code (i.e. writing to uncached memory in bad ways). Make sure you use __restrict on pointers that will not alias. Some platforms prefer you to pass vector variables by value rather than by reference as they can sit in registers - I could go on with this but this should be enough to point you in the right direction!
Hope this helps,
-Tom

Forget micro-optimization such as what you are describing. Run your application through a profiler (there is one included in Visual Studio, at least in some editions). The profiler will tell you where your application is spending its time.
Micro-optimization will rarely give you more than a few percentage points increase in performance. To get a really big boost, you need to identify areas in your code where inefficient algorithms and/or data structures are being used. Focus on those, for example by changing algorithms. The profiler will help identify these problem areas.

Check which /precision mode you are using. Each one generates quite different code and you need to choose based on what accuracy is required in your app. Our code needs precision (geometry, graphics code) but we still use /fp:fast (C/C++ -> Code generation options).
Also make sure you have /arch:SSE2, assuming your deployment covers processors that all support SSE2. This will result is quite a big difference in performance, as compile will use very few cycles. Details are nicely covered in the blog SomeAssemblyRequired
Since you are already profiling, I would suggest loop unrolling if it is not happening. I have seen VS2008 not doing it more frequently (templates, references etc..)
Use __forceinline in hotspots if applicable.
Change hotspots of your code to use SSE2 etc as your app seems to be compute intense.

You should always address your algorithm and optimise that before relying on compiler optimisations to get you significant improvements in most cases.
Also you can throw hardware at the problem. Your PC may already have the necessary hardware lying around mostly unused: the GPU! One way of improving performance of some types of computationally expensive processing is to execute it on the GPU. This is hardware specific but NVIDIA provide an API for exactly that: CUDA. Using the GPU is likely to get you far greater improvement than using the CPU.

I agree with what everyone has said about profiling. However you mention "integers of various sizes". If you are doing much arithmetic with mismatched integers a lot of time can be wasted in changing sizes, shorts to ints for example, when the expressions are evaluated.
I'll throw in one more thing too. Probably the most significant optimisation is in choosing and implementing the best algorithm.

You have three ways to speed up your application:
Better algorithm - you've not specified the algorithm or the data types (is there an upper limit to integer size?) or what output you want.
Macro parallelisation - split the task into chunks and give each chunk to a separate CPU, so, on a two core cpu divide the integer set into two sets and give half to each cpu. This depends on the algorithm you're using - not all algorithms can be processed like this.
Micro parallelisation - this is like the above but uses SIMD. You can combine this with point 2 as well.

You say the program is very large. That tells me it probably has many classes in a hierarchy.
My experience with that kind of program is that, while you are probably assuming that the basic structure is just about right, and to get better speed you need to worry about low-level optimization, chances are very good that there are large opportunities for optimization that are not of the low-level kind.
Unless the program has already been tuned aggressively, there may be room for massive speedup in the form of mid-stack operations that can be done differently. These are usually very innocent-looking and would never grab your attention. They are not cases of "improve the algorithm". They are usually cases of "good design" that just happen to be on the critical path.
Unfortunately, you cannot rely on profilers to find these things, because they are not designed to look for them.
This is an example of what I'm talking about.

Related

What string search algorithm does strstr use?

I was reading through the String searching algorithm wikipedia article, and it made me wonder what algorithm strstr uses in Visual Studio? Should I try and use another implementation, or is strstr fairly fast?
Thanks!
The implementation in visual studio strstr is not know to me, and I am uncertain if it is to anyone. However I found these interesting sources and an example implementation. The latter shows that the algorithm runs in worst case quadratic time wrt the size of the searched string. Aggregate should be less than that. The algorithmic limit of non stochastic solutions should be that.
What is actually the case is that depending the size of the input it might be possible that different algorithms are used, mainly optimized to the metal. However, one cannot really bet on that. In case that you are doing DNA sequencing strstr and family are very important and most probably you will have to write your own customized version. Usually, standard implementations are optimized for the general case, but on the other hand those working on compilers know their shit n staff. At any rate you should not bet your own skills against the pros.
But really all this discussion about time to develop is hurting the effort to write good software. Be certain that the benefit of rewriting a custom strstr outweigh the effort that is going to be needed to maintain and tune it for your specific case, before you embark on this task.
As others have recommended: Profile. Perform valid performance tests.
Without the profile data, you could be optimizing a part of the code that runs 20% of the time, a waste of ROI.
Development costs are the prime concern with modern computers, not execution time. The best use of time is to develop the program to operate correctly with few errors before entering System Test. This is where the focus should be. Also due to this reasoning, most people don't care how Visual Studio implements strstr as long as the function works correctly.
Be aware that there is line or point where a linear search outperforms other searches. This line depends on the size of the data or the search criteria. For example, linear search using a processor with branch prediction and a large instruction cache may outperform other techniques for small and medium data sizes. A more complicated algorithm may have more branches that cause reloading of the instruction cache or data cache (wasting execution time).
Another method for optimizing your program is to make the data organization easier for searching. For example, making the string small enough to fit into a cache line. This also depends on the quantity of searching. For a large amount of searches, optimizing the data structure may gain some performance.
In summary, optimize if and only if the program is not working correctly, the User is complaining about speed, it is missing timing constraints or it doesn't fit in the allocated memory. Next step is then to profile and optimize the areas where most of the time is spent. Any other optimization is futile.
The C++ standard refers to the C standard for the description of what strstr does. The C standard doesn't seem to put any restrictions on the complexity, so pretty much any algorithm the finds the first instance of the substring would be compliant.
Thus different implementations may choose different algorithms. You'd have to look at your particular implementation to determine which it uses.
The simple, brute-force approach is likely O(m×n) where m and n are the lengths of the strings. If you need better than that, you can try other libraries, like Boost, or implement one of the sub-linear searches yourself.

gsl_complex vs. std::complex performance

I'm writing a program that depends a lot on complex additions and multiplications. I wanted to know whether I should use gsl_complex or std::complex.
I don't seem to find a comparison online of how much better GSL complex arithmetic is as compared to std::complex. A rudimentary google search didn't help me find a benchmarks page for GSL complex either.
I wrote a 20-line program that generates two random arrays of complex numbers (1e7 of them) and then checked how long addition and multiplication took using clock() from <ctime>. Using this method (without compiler optimisation) I got to know that gsl_complex_add and gsl_complex_mul are almost twice as fast as std::complex<double>'s + and * respectively. But I've never done this sort of thing before, so is this even the way you check which is faster?
Any links or suggestions would be helpful. Thanks!
EDIT:
Okay, so I tried again with a -O3 flag, and now the results are extremely different! std::complex<float>::operator+ is more than twice as fast as gsl_complex_add, while gsl_complex_mul is about 1.25 times as fast as std::complex<float>::operator*. If I use double, gsl_complex_add is about 30% faster than std::complex<double>::operator+ while std::complex<double>::operator* is about 10% faster than gsl_complex_mul. I only need float-level precision, but I've heard that double is faster (and memory is not an issue for me)! So now I'm really confused!
Turn on optimisations.
Any library or set of functions that you link with will be compiled WITH optimisation (unless the names of the developer are Kermit, Swedish Chef, Miss Peggy (project manager) and Cookie Monster (tester) - in other words, the development team is a bunch of Muppets).
Since std::complex uses templates, it is compiled by the compiler settings you give, so the code will be unoptimized. So your question is really "Why is function X faster than function Y that does the same thing, when function X is compiled with optimisation and Y is compiled without optimisation?" - which should really be obvious to answer: "Optimisation works nearly all of the time!" (If optimisation wasn't working most of the time, compiler developers would have a MUCH easier time)
Edit: So my above point has just been proven. Note that since templates can inline the code, it is often more efficient than an external library (because the compiler can just insert the instructions straight into the flow, rather than calling out to another function).
As to float vs. double, the only time that float is slower than double is if there is ONLY double hardware available, with two functions added to "shorten" and "lengthen" between float and double. I'm not aware of any such hardware. double has more bits, so it SHOULD take longer.
Edit2:
When it comes to choosing "one solution over another", there are so many factors. Performance is one (and in some cases, the most important, in other cases not). Other aspects are "ease of use", "availability", "fit for the project", etc.
If you look at ONLY performance, you can sometimes run simple benchmarks to determine that one solution is better or worse than another, but for complex libraries [not "real&imaginary" type complex numbers, but rather "complicated"], there are sometimes optimisations to deal with large amounts of data, where if you use a less sophisticated solution, the "large data" will not achieve the same performance, because less effort has been spent on solving the "big data" type problems. So, if you have a "simple" benchmark that does some basic calculations on a small set of data, and you are, in reality, going to run some much bigger datasets, the small benchmark MAY not reflect reality.
And there is no way that I, or anyone else, can tell you which solution will give you the best performance on YOUR system with YOUR datasets, unless we have access to your datasets, know exactly which calculations you are performance (that is, pretty much have your code), and have experience with running that with both "packages".
And going on to the rest of the criteria ("ease of use", etc), those are much more "personal opinion" based, so wouldn't be a good fit for an SO question in the first place.
This answer depends not only on the optimization flags, but also on the compiler used to compile GSL library and your particular code. Example: if you compile gsl with gcc and your program with icc, then you may see a (significant) difference (I have done this test with std::pow vs gsl_pow). Also, the standard makefile generated by ./configure does not compile GSL with aggressive float point optimizations (example: it does not include fast-math flag in gcc) because some GSL routines (differential equation solver for example) fail their stringent accuracy tests when these optimizations are present.
One of the great points about GSL is the modularity of the library. If you don't need double accuracy, then you can compile gsl_complex.h, gsl_complex_math.h and math.c separately with aggressive float number optimizations (however you need to delete the line #include <config.h> in math.c). Another strategy is to compile a separate version of the whole library with aggressive float number optimizations and test if accuracy is not an issue for your particular problem (that is my favorite approach).
EDIT: I forgot to mention that gsl_complex.h also has a float version of gsl_complex
typedef struct
{
float dat[2];
}
gsl_complex_float;

When should I use ASM calls?

I'm planning on writing a game with C++, and it will be extremely CPU-intensive (pathfinding,genetic algorithms, neural networks, ...)
So I've been thinking about how to tackle this situation best so that it would run smoothly.
(let this top section of this question be side information, I don't want it to restrict the main question, but it would be nice if you could give me side notes as well)
Is it worth it to learn how to work with ASM, so I can make ASM calls in C++,
can it give me a significant/notable performance advantage?
In what situations should I use it?
Almost never:
You only want to be using it once you've profiled your C++ code and have identified a particular section as a bottleneck.
And even then, you only want to do it once you've exhausted all C++ optimization options.
And even then, you only want to be using ASM for tight, inner loops.
And even then, it takes quite a lot of effort and skill to beat a C++ compiler on a modern platform.
If your not an experienced assembly programmer, I doubt you will be able to optimize assembly code better than your compiler.
Also note that assembly is not portable. If you decide to go this way, you will have to write different assembly for all the architectures you decide to support.
Short answer: it depends, most likely you won't need it.
Don't start optimizing prematurely. Write code that is also easy to read and to modify. Separate logical sections into modules. Write something that is easy to extend.
Do some profiling.
You can't tell where your bottlenecks are unless you profile your code. 99% of the time you won't get that much performance gain by writing asm. There's a high chance you might even worsen your performance. Optimizers nowadays are very good at what they do. If you do have a bottleneck, it will most probably be because of some poorly chosen algorithm or at least something that can be remedied at a high-level.
My suggestion is, even if you do learn asm, which is a good thing, don't do it just so you can optimize.
Profile profile profile....
A legitimate use case for going low-level (although sometimes a compiler can infer it for you) is to make use of SIMD instructions such as SSE. I would assume that at least some of the algorithms you mention will benefit from parallel processing.
However, you don't need to write actual assembly, instead you can simply use intrinsic functions. See, e.g. this.
Don't get ahead of yourself.
I've posted a sourceforge project showing how a simulation program was massively speeded up (over 700x).
This was not done by assuming in advance what needed to be made fast.
It was done by "profiling", which I put in quotes because the method I use is not to employ a profiler.
Rather I rely on random pausing, a method known and used to good effect by some programmers.
It proceeds through a series of iterations.
In each iteration a large source of time-consumption is identified and fixed, resulting in a certain speedup ratio.
As you proceed through multiple iterations, these speedup ratios multiply together (like compound interest).
That's how you get major speedup.
If, and only if, you get to a point where some code is taking a large fraction of time, and it doesn't contain any function calls, and you think you can write assembly code better than the compiler does, then go for it.
P.S. If you're wondering, the difference between using a profiler and random pausing is that profilers look for "bottlenecks", on the assumption that those are localized things. They look for routines or lines of code that are responsible for a large percent of overall time.
What they miss is problems that are diffuse.
For example, you could have 100 routines, each taking 1% of time.
That is, no bottlenecks.
However, there could be an activity being done within many or all of those routines, accounting for 1/3 of the time, that could be done better or not at all.
Random pausing will see that activity with a small number of samples, because you don't summarize, you examine the samples.
In other words, if you took 9 samples, on average you would notice the activity on 3 of them.
That tells you it's big.
So you can fix it and get your 3/2 speedup ratio.
"To understand recursion, you must first understand recursion." That quote comes to mind when I consider my response to your question, which is "until you understand when to use assembly, you should never use assembly." After you have completely implemented your soution, extensively profiled its performance and determined precise bottlenecks, and experimented with several alternative solutions, then you can begin to consider using assembly. If you code a single line of assembly before you have a working and extensively profiled program, you have made a mistake.
If you need to ask than you don't need it.

Operations speed

I'm coding a game and it's very important to make speed calculations in render-code.
How can I get the speed of some operations?
For example, how to know whether multiplying is faster then sqrt, etc? Or I have to make tests and calculate the time.
Programming language is c++, thanks.
This kind of micro-optimisation is just the thing to waste your time for minimal gain.
Use a profiler and start by improving your own algorithms and code wherever the profiler tells you that the game is spending most of its time.
Note that in some cases you may have to overhaul the whole software - or a major part of it - in order to implement a more efficient design. In that case the profiler results can be misleading to the inexperienced. E.g. optimising a complex computation may procure minimal gain, when compared to caching its result once and for all.
See also this somewhat related thread.
Determining the speed of a particular operation is often known as profiling.The best solution for profiling an operation is to use a profiler. Visual Studio has a good profiler. Linux has gprof . If your compiler doesn't have a profiler, it might be worthwhile purchasing a compiler that does if you will often be profiling your code.
If you have to get by without using a professional profiler, then you can usually get by embedding your own into your program
check this out for codes of some profilers.
Your best bet is to use a tool like AQTime and do a profiling run. Then you will know where to spend your time optimizing. But doing it prematurely or based on guess work likely wont get you much, and just complicate your code or break something. The best thing is to take any floating point calculations, especially sin, cos and the like, and sqrt out of any loops if you can.
I once had something like this:
for i = 0 to nc
for j = 0 to nc
aij = sqrt(a[i]*b[j])
which calculates nc*nc square roots. But since sqrt(a*b) is equal to sqrt(a)*sqrt(b), you can precompute the square roots for all the a's and b's beforehand so the loop then just becomes what is shown below. So instead of nc*nc square roots, you have 2*nc square roots.
for i = 0 to nc
for j = 0 to nc
aij = asqrt[i]*bsqrt[j]
The question you are asking is highly dependent on the platform you are developing for at the hardware level. Not only will there be variation between different chipsets (Intel / AMD) but there will also be variations on the platform (I suspect that the iPhone doesn't have as many instructions for doing certain things quicker).
You state in your question that you are talking about 'render code'. The rules change massively if you're talking about code that will actually run on the GPU (shader code) instead of the CPU.
As #thkala states, I really wouldn't worry about this before you start. I've found it not only easier, but quicker to code it in a way that works first, and then (only if it needs improving) rewriting the bits that are slow when you profile your code. Better algorithms will usually provide better performance than trying to make use of only specific functions.
In the game(s) that we're developing for the iPhone, the only thing that I've kept in mind are that big math operations (sqrt) are slow (not basic maths) and that for loops that run every frame can quickly eat up CPU. Keeping that in mind, we've not had to optimise hardly any code - as it's all running at 60fps anyway - so I'm glad I didn't worry about it at the start.

What language/platform would you recommend for CPU-bound application?

I'm developing non-interactive cpu-bound application which does only computations, almost no IO. Currently it works too long and while I'm working on improving the algorithm, I also think if it can give any benefit to change language or platform. Currently it is C++ (no OOP so it is almost C) on windows compiled with Intel C++ compiler. Can switching to ASM help and how much? Can switching to Linux and GCC help?
Just to be thorough: the first thing to do is to gather profile data and the second thing to do is consider your algorithms. I'm sure you know that, but they've got to be #included into any performance-programming discussion.
To be direct about your question "Can switching to ASM help?" the answer is "If you don't know the answer to that, then probably not." Unless you're very familiar with the CPU architecture and its ins and outs, it's unlikely that you'll do a significantly better job than a good optimizing C/C++ compiler on your code.
The next point to make is that significant speed-ups in your code (aside from algorithmic improvements) will almost certainly come from parallelism, not linear increases. Desktop machines can now throw 4 or 8 cores at a task, which has much more performance potential than a slightly better code generator. Since you're comfortable with C/C++, OpenMP is pretty much a no-brainer; it's very easy to use to parallelize your loops (obviously, you have to watch loop-carried dependencies, but it's definitely "the simplest parallelism that could possibly work").
Having said all that, code generation quality does vary between C/C++ compilers. The Intel C++ compiler is well-regarded for its optimization quality and has full support not just for OpenMP but for other technologies such as the Threading Building Blocks.
Moving into the question of what programming languages might be even better than C++, the answer would be "programming languages that actively promote / facilitate concepts of parallelism and concurrent programming." Erlang is the belle of the ball in that regard, and is a "hot" language right now and most people interested in performance programming are paying at least some attention to it, so if you want to improve your skills in that area, you might want to check it out.
It's always algorithm, rarely language. Here's my clue: "while I'm working on improving the algorithm".
Tweaking may not be enough.
Consider radical changes to the algorithm. You've got to eliminate processing, not make the processing go faster. The culprit is often "search" -- looping through data looking for something. Find ways to eliminate search. If you can't eliminate it, replace linear search with some kind of tree search or a hash map of some kind.
Switching to ASM is not going to help much, unless you're very good at it and/or have a specific critical path routine which you know you can do better. As several people have remarked, modern compilers are just better in most cases at taking advantages of caching/etc. than anyone can do by hand.
I'd suggest:
Try a different compiler, and/or different optimization options
Run a code coverage/analysis utility, and figure out where the critical paths are, and work on optimizing those in the code
C++ should be able to give you very near the best possible performance from the code, so I wouldn't recommend switching the language. Depending on the app, you may be able to get better performance on multi code/processor systems using multiple thread, as another suggestion.
While just switching to asm won't give any benefits, since the Intel C++ Compiler is likely better at optimizing than you, you can try one of the following options:
Try a compiler that will parallelize your code, like the VectorC compiler.
Try to switch to asm with heavy use of MMX, 3DNow!, SSE or whatever fits your needs (and your CPU). This will give more of a benefit than pure asm.
You can also try GPGPU, i.e. execute large parts of your algorithm on a GPU instead of a CPU. Depending on your algorithm, it can be dramatically faster.
Edit: I also second the profile approach. I recommend AQTime, which supports the Intel C++ compiler.
Personally I'd look at languages which allow you to take advantage of parallelism most easily, unless it's a thoroughly non-parallelisable situation. Being able to bolt on some extra cores and get (if possible!) near-linear improvement may well be a lot more cost-effective than squeezing the extra few percent of efficiency out.
When it comes to parallelisation, I believe functional languages are often regarded as the best way to go, or you could look at OpenMP for C/C++. (Personally, as a managed language guy, I'd be looking at libraries for Java/.NET, but I quite understand that not everyone has the same preferences!)
Try Fortran 77 - when it comes to computations still nothing beats the granddaddy of programming languages. Also, try it with OpenMP to take advantage of multiple cores.
Hand optimizing your ASM code compared to what C++ can do for you is rarely cost effective.
If you've done anything you can to the algorithm from a traditional algorithmic view, and you've also eliminated excesses, then you may either be SOL, or you can consider optimizing your program from a hardware point of view.
For example, any time you follow a pointer around the heap you are paying a huge cost due to cache misses, possibly paging, etc., which all affect branching predictions. Most programmers (even C gurus) tend to look at the CPU from the functional standpoint rather than what happens behind the scenes. Sometimes reorganizing memory, for example by "flattening" or manually allocating memory to fit on the same page can obtain ENORMOUS speedups. I managed to get 2X speedups on graph traversals just by flattening my structures.
These are not things that your compiler will do for you since they are based on your high-level understanding of the program.
As lobrien said, you haven't given us any information to tell you if hand-optimized ASM code would help... which means the answer is probably, "not yet."
Have you run your code with a profiler?
Do you know if the code is slow because of memory constraints or processor constraints?
Are you using all your available cores?
Have you identified any algorithms you're using that aren't O(1)? Can you get them to O(1)? If not, why not?
If you've done all that, how much control do you have over the environment your program is running in? (presumably a lot if you're thinking of switching operating systems) Can you disable other processes, give your process highest priority, etc? What about just finding a machine with a faster processor, more cores, or more memory (depending on what you're constrained on)
And on and on.
If you've already done all that and more, it's certainly possible you'll get to a point where you think, "I wonder if these few lines of code right here could be optimized better than the assembly that I'm looking at in the debugger right now?" And at that point you can ask specifically.
Good luck! You're solving a problem that's fun to solve.
Sometimes you can find libraries that have optimized implementations of the algorithms you care about. Often times they will have done the multithreading for you.
For example switching from LINPACK to LAPACK got us a 10x speed increase in LU factorization/solve with a good BLAS library.
First, figure out if you can change the algorithm, as S.Lott suggested.
Assuming the algorithm choice is correct, you might look a the memory access patterns, if you have a lot of data you are processing. For a lot of number crunching applications these days, they're bound by the memory bus, not by the ALU(s). I recently optimized some code that was of the form:
// Assume N is a big number
for (int i=0; i<N; i++) {
myArray[i] = dosomething(i);
}
for (int i=0; i<N; i++) {
myArray[i] = somethingElse(myArray[i]);
}
...
and converted it to look like:
for (int i=0; i<N; i++) {
double tmp = dosomething(i);
tmp = somethingElse(tmp);
...
myArray[i] = tmp;
}
...
In this particular case, this yielded about a 2x speedup.
As Oregonghost already hinted - The VectorC compiler might help. It does not really parallelize the code though, instead you can use it to leverage on extended command sets like mmx or sse. I used it for the most time-critical parts in a software rendering engine and it resulted in a speedup of about 150%-200% on most processors.
For an alternative approach, you could look into Distributed Computing which sounds like it could suit your needs.
If you're sticking with C++ on the intel compiler, take a look at the compiler intrinsics (full reference here). I know that VC++ has similar functionality, and I'm sure you can do the same thing with gcc. These can let you take full advantage of the parallelism built into your CPU. You can use the MMX, SSE and SSE2 instructions to improve performance to a degree. Like others have said, you're probably best looking at the algorithm first.
I suggest you rethink your algorithm, or maybe even better, your approach. On the other hand maybe what you are trying to calculate just takes a lot of computing time. Have you considered to make it distributed so it can run in a cluster of some sort? If you want to focus on pure code optimization by introducing Assembler for your inner loops then often that can be very beneficial (if you know what you're doing).
For modern processors, learning ASM will take you a long time. Further, with all the different versions of SSE around, your code will end up very processor dependant.
I do quite a lot of CPU-bound work, and have found that the difference between intel's C++ compiler and g++ usually isn't that big (at most 15% or so), and there is no measurable difference between Mac OS X, Windows and Linux.
You are going to have to optimise your code and improve your algorithm by hand. There is no "magic fairy dust" which can make existing code that much faster I'm afraid.
If you haven't yet, and you care about performance, you MUST run your code through a good profiler (personally, I like kcachegrind & valgrind on Linux, or Shark on Mac OS X. I don't know what is good for windows I'm afraid).
Based on my past experience, there is a very good chance you'll find some method is taking 95% of your CPU time, and some simple change or addition of caching will make a massive improvement to your performance. On a similar note, if some method is only taking 1% of your CPU time, no amount of optimising is going to gain you anything.
The 2 obvious answers to "CPU-bound" are:
1. Use more CPU (core)s
2. Use something else.
Using 2 threads instead of 1 will cut the time spent by up to 50%. In comparision, C++ to ASM rarely gives you 5% (and for novice ASM programmers, it's often -5%!). Some problems scale well, and may benefit from 8 or 16 cores. That kind of hardware is still pretty mainstream, so see if your problems fall in that category.
The other solution is to throw more specialized hardware at the task. This could be the vector unit of your CPU - considering Windows=x86/x64, that's going to be a flavor of SSE. Another kind of vector hardware is the modern GPU. The GPU also has its own memory bus, which is quite speedy.
First get the lead out. Then if it's as fast as it can possibly be without going to ASM, so be it. But thinking you have to go to ASM assumes you know what's making it slow, and I'll bet a donut that you're guessing.
If you feel you have optimized your code to a point there is no improvement, increase your CPU's. This can be done on different platforms. One I develop with is Appistry. A few links:
http://www.appistry.com/resource-library/index.html
and you can download the product free from here:
http://www.appistry.com/developers/
I work for Appistry and we have done many installations for tasks that were cpu bound by spreading work out over 10's or 100's of machines.
Hope this helps,
-Brett
Probable small help:
Optimization of 64-bit programs
AMD64 (EM64T) architecture
Debugging and optimization of multi-thread OpenMP-programs
Introduction into the problems of developing parallel programs
Development of Resource-intensive Applications in Visual C++
Linux
Switching to Linux can help, if you strip it down to only the parts you actually need.
CrowdProcess has about 2000 workers you can use to compute your algorithm. The API is extremely simple and we've been observing speedups close to the number of workers. Also you can write Javascript which should make you more productive than C++ or ASM.
So if you're in between C++ or ASM, I'd say you should first use all your CPU cores, then if it's not enough, CrowdProcess should be an interesting platform.
Disclaimer: I built CrowdProcess.
It is hard to produce ASM code that is faster than naive C or C++ code. In most cases if you do this job really well, you probably gain not much than few percents and getting like 10% speedup is considered great success but in most cases it is just impossible.
Compilers are capable of understanding how to compile efficiently. You should profile in order to figure out where to optimize.