Tutorial on SSE

http://www.neilkemp.us/v3/tutorials/SSE_Tutorial_1.html#H

http://www.cortstratton.org/articles/OptimizingForSSE.php#intro

Good Introduction to SSE2

http://www.tommesani.com/Docs.html

Article on how to optimize programs for processors with SSE2 technology.

http://www.linux-magazine.com/issue/34/SSE2_Processors.pdf

Try to download and run the following demo project.

http://www.codeproject.com/cpp/sseintro.asp

REPORT  PERFORMANCE ON YOUR COMPUTER

Research paper on high performance matrix multiplication

http://www.cs.utexas.edu/~flame/pubs/GOTO_TOMS.pdf