Never heard of a quad core that doesn't allow power management of individual cores or a mobo chipset that doesn't allow that. I've seen a lot of 'entry' level mobos for under $75 which have core related PM enabled. That feature has been around for quite a while (I've been using it on quads for over 2 years.).
I believe even the really basic intel 'quad' (core duo? Which is really 2x 2 cores) allows core power management.
Don't see how shutting down cores would 'improve' performance of software in normal circumstances. Its coded to use x cores, single, double, multi, so the software is generally going to ignore what it doesn't use I think, active core or not.
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That aside I found that using the CPU control app does impact my overall system performance. On auto it does seem to effectively pipe-line stuff to the less used cores. I think this is especially useful in ref to active background apps whilst CM is running.
However I am finding it difficult to definitively benchmark CMSF in the different CPU states.
e.g. running a saved wego turn in - auto; with specific cores assigned; or w/out core management.
I can see <70fps when theres a lot going on & in a relatively slow scene the gain is 10-20% according to Fraps.
Running the game in real-time I see no slow-downs & it seems to perform best with cpu control on auto rather than me forcing it to use only cores 3 & 4 for example.
Calculation time for turns seems quicker but I haven't put it to the stopwatch. Time to load a few more saves I guess.
I guess the main thing is it isn't 'hurting' it, I have maxed all settings & enabled vga driver side optimisation - quality optimized & multisampling at max Q etc.