Summary: I want to take advantage of compiler optimizations and processor instruction sets, but still have a portable application (running on different processors). Normally I could indeed compile 5 times and let the user choose the right one to run.

My question is: how can I can automate this, so that the processor is detected at runtime and the right executable is executed without the user having to chose it?

I have an application with a lot of low level math calculations. These calculations will typically run for a long time.

I would like to take advantage of as much optimization as possible, preferably also of (not always supported) instruction sets. On the other hand I would like my application to be portable and easy to use (so I would not like to compile 5 different versions and let the user choose).

Is there a possibility to compile 5 different versions of my code and run dynamically the most optimized version that's possible at execution time? With 5 different versions I mean with different instruction sets and different optimizations for processors.

I don't care about the size of the application.

At this moment I'm using gcc on Linux (my code is in C++), but I'm also interested in this for the Intel compiler and for the MinGW compiler for compilation to Windows.

The executable doesn't have to be able to run on different OS'es, but ideally there would be something possible with automatically selecting 32 bit and 64 bit as well.

Edit: Please give clear pointers how to do it, preferably with small code examples or links to explanations. From my point of view I need a super generic solution, which is applicable on any random C++ project I have later.

Edit I assigned the bounty to ShuggyCoUk, he had a great number of pointers to look out for. I would have liked to split it between multiple answers but that is not possible. I'm not having this implemented yet, so the question is still 'open'! Please, still add and/or improve answers, even though there is no bounty to be given anymore.

Thanks everybody!