Have you used any profiling tool like Intel Vtune analyzer?
What are your recommendations for a C++ multi threaded application on Linux and windows? I am primarily
You can try out AMD CodeXL's CPU profiler. It is free and available for both Windows and Linux.
AMD CodeXL's CPU profiler replaces the no longer supported CodeAnalyst tool (which was mentioned in an answer above given by timday).
For more information and download links, visit: AMD CodeXL web page.