Design code to fit in CPU Cache?

At least with a typical desktop CPU, you can't really specify much about cache usage directly. You can still try to write cache-friendly code though. On the code side, this often means unrolling loops (for just one obvious example) is rarely useful -- it expands the code, and a modern CPU typically minimizes the overhead of looping. You can generally do more on the data side, to improve locality of reference, protect against false sharing (e.g. two frequently-used pieces of data that will try to use the same part of the cache, while other parts remain unused).

Edit (to make some points a bit more explicit):

A typical CPU has a number of different caches. A modern desktop processor will typically have at least 2 and often 3 levels of cache. By (at least nearly) universal agreement, "level 1" is the cache "closest" to the processing elements, and the numbers go up from there (level 2 is next, level 3 after that, etc.)

In most cases, (at least) the level 1 cache is split into two halves: an instruction cache and a data cache (the Intel 486 is nearly the sole exception of which I'm aware, with a single cache for both instructions and data--but it's so thoroughly obsolete it probably doesn't merit a lot of thought).

In most cases, a cache is organized as a set of "lines". The contents of a cache is normally read, written, and tracked one line at a time. In other words, if the CPU is going to use data from any part of a cache line, that entire cache line is read from the next lower level of storage. Caches that are closer to the CPU are generally smaller and have smaller cache lines.

This basic architecture leads to most of the characteristics of a cache that matter in writing code. As much as possible, you want to read something into cache once, do everything with it you're going to, then move on to something else.

This means that as you're processing data, it's typically better to read a relatively small amount of data (little enough to fit in the cache), do as much processing on that data as you can, then move on to the next chunk of data. Algorithms like Quicksort that quickly break large amounts of input in to progressively smaller pieces do this more or less automatically, so they tend to be fairly cache-friendly, almost regardless of the precise details of the cache.

This also has implications for how you write code. If you have a loop like:

for i = 0 to whatever   step1(data);   step2(data);   step3(data);end for

You're generally better off stringing as many of the steps together as you can up to the amount that will fit in the cache. The minute you overflow the cache, performance can/will drop drastically. If the code for step 3 above was large enough that it wouldn't fit into the cache, you'd generally be better off breaking the loop up into two pieces like this (if possible):

for i = 0 to whatever    step1(data);    step2(data);end forfor i = 0 to whatever    step3(data);end for

Loop unrolling is a fairly hotly contested subject. On one hand, it can lead to code that's much more CPU-friendly, reducing the overhead of instructions executed for the loop itself. At the same time, it can (and generally does) increase code size, so it's relatively cache unfriendly. My own experience is that in synthetic benchmarks that tend to do really small amounts of processing on really large amounts of data, that you gain a lot from loop unrolling. In more practical code where you tend to have more processing on an individual piece of data, you gain a lot less--and overflowing the cache leading to a serious performance loss isn't particularly rare at all.

The data cache is also limited in size. This means that you generally want your data packed as densely as possible so as much data as possible will fit in the cache. Just for one obvious example, a data structure that's linked together with pointers needs to gain quite a bit in terms of computational complexity to make up for the amount of data cache space used by those pointers. If you're going to use a linked data structure, you generally want to at least ensure you're linking together relatively large pieces of data.

In a lot of cases, however, I've found that tricks I originally learned for fitting data into minuscule amounts of memory in tiny processors that have been (mostly) obsolete for decades, works out pretty well on modern processors. The intent is now to fit more data in the cache instead of the main memory, but the effect is nearly the same. In quite a few cases, you can think of CPU instructions as nearly free, and the overall speed of execution is governed by the bandwidth to the cache (or the main memory), so extra processing to unpack data from a dense format works out in your favor. This is particularly true when you're dealing with enough data that it won't all fit in the cache at all any more, so the overall speed is governed by the bandwidth to main memory. In this case, you can execute a lot of instructions to save a few memory reads, and still come out ahead.

Parallel processing can exacerbate that problem. In many cases, rewriting code to allow parallel processing can lead to virtually no gain in performance, or sometimes even a performance loss. If the overall speed is governed by the bandwidth from the CPU to memory, having more cores competing for that bandwidth is unlikely to do any good (and may do substantial harm). In such a case, use of multiple cores to improve speed often comes down to doing even more to pack the data more tightly, and taking advantage of even more processing power to unpack the data, so the real speed gain is from reducing the bandwidth consumed, and the extra cores just keep from losing time to unpacking the data from the denser format.

Another cache-based problem that can arise in parallel coding is sharing (and false sharing) of variables. If two (or more) cores need to write to the same location in memory, the cache line holding that data can end up being shuttled back and forth between the cores to give each core access to the shared data. The result is often code that runs slower in parallel than it did in serial (i.e., on a single core). There's a variation of this called "false sharing", in which the code on the different cores is writing to separate data, but the data for the different cores ends up in the same cache line. Since the cache controls data purely in terms of entire lines of data, the data gets shuffled back and forth between the cores anyway, leading to exactly the same problem.

Here's a link to a really good paper on caches/memory optimization by Christer Ericsson (of God of War I/II/III fame). It's a couple of years old but it's still very relevant.

A useful paper that will tell you more than you ever wanted to know about caches is What Every Programmer Should Know About Memory by Ulrich Drepper. Hennessey covers it very thoroughly. Christer and Mike Acton have written a bunch of good stuff about this too.

I think you should worry more about data cache than instruction cache — in my experience, dcache misses are more frequent, more painful, and more usefully fixed.