My application benefits greatly from advanced CPU features that gcc can access when it is run with -march native. Docker can smooth over differences in OS, but how does it handle different CPUs? To build an application that can run on any CPU I would have to build for amd64, losing out on a lot of performance. Is there a good way to distribute Docker images when the application needs to be compiled separately for each CPU architecture?
Docker doesn't handle CPU at all. It is just a composition of kernel namespacing, FS system layering (e.g. UnionFS) and process quoting.
When you run something on a docker container it is just an executable running on your OS, without virtualisation, it has access only to a selected set of kernel objects (e.g. devices) and it is chrooted to a FS hierarchy resulting from overlaying vary FSs (including the one in the docker container).
Hence, Docker doesn't handle the CPU at all, it is completely orthogonal to your problem.
As Peter commented there are essentially two ways to CPU-dispatch:
The main issue is that sometime ISA extensions are orthogonal and this makes the combinations (i.e. the number of libraries/binaries) grow exponential. So, considering that you are dealing with the Docker's userbase you can simplify the approach a bit (if combinations are a problem):
amd64, one for amd64-avx, one for amd64-avx2-aesni-tsx and similar. The idea being to create only a few containers that covers all, most and few of your users.EDIT
As BeeOnRope pointed in the comments, Dockers has a version running on Windows. It uses Hyper-V to run a Linux VM with the Linux version of docker.
As Hyper-V is a native VMM, apart from an extra layer, the same considerations apply.
Similarly, there is a macOS version too. This time it uses an hypervisor framework based on xhyve.
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