Here is my first attempt at converting 128-bit xmm to 256-bit ymm (AVX). Although the new subroutines compile OK in FASM, I have not run the .exe file, as I have no AVX processor yet.
I noticed the conversion is very straightforward, although instructions do not seem to wrap easily across the 128-bit boundry.
Does anyone know if this will run on Windows XP, as I have heard windows 7 may be required for AVX.

Can't check myself now, but could you use the Software Development Emulator and tells us how it works with your program

Great idea!. The program is now working fine on the SDE (after a little de-bugging!).
If you want to try it download the SDE and run my net.bat (everything has to be in the same directory)
The net.bat program runs
sde.exe -- avx-ok-Network.exe
The -- is very important else it won't work

I can't believe you made a neural network in asm. I'm working on one in C++ and the concept is still confusing.

has Core i7 support instructions AVX?

nope

http://en.wikipedia.org/wiki/Advanced_Vector_Extensions#CPUs_with_AVX

I'm not sure but looking at this

http://msdn.microsoft.com/en-us/library/ff919571%28v=vs.85%29.aspx

it seems with the advent of Sandy Bridge (i5/i7) and AVX being officially launched in the next few days that W7 will not be AVX ready until SP1 is released.

Will Vista get support?

running 8kB application only after waste 10-15 GB of disk space + few hours/days when installing, configuring, looking for drivers (w2k8 R2 SP1) ...

just my theoretical ideas and thoughts:

1.
OS is necessary to switch threads and save/restore thread context (= registers) at switches
older OS-es don't save/load YMM registers when switching threads
that doesn't hurt if only 1 thread using YMM regs is scheduled on CPU - even more threads may run on SMP you just assign execution of every YMM thread to only one CPU/core - set thread affinity

2.
I didn't study these registers yet, but YMM may be disabled at CPU by default and it requires to enable some bit(s) in control register (CR) or MSR
It is possible to do it using small driver (about 2-3 kB) to enable this/these bit(s) for older OS-es - I may strip such skeleton from my x64 bit projects (I can't remember just now whether I downported to 32 bit OS also) and adapt it in few minutes, just PM me which registers and which bits

I guess using the both above things may allow YMM app to run on older OS
You only need to buy new CPU with AVX (+ motherboard + RAM + ...) - personally I would prefer costless emulator(s) than wasting money for new HW until the price of new HW becomes more acceptable or my old HW dies which forces me to buy the newer one

Umm, I was under the impression it was to do with (not) saving ymm during context switch but I'm not sure. Wouldn't that require a kernel change with the dispatcher? and in that case wouldn't it mean older versions requiring MS to do likewise for the respective kernels? In other words it would be up to MS to provide support unless some clever guy (not me ) can patch the kernel.

I've read that W7 supports AVX with SP1 but you can already download the RC - http://www.bit-tech.net/news/bits/2010/10/27/windows-7-sp1-rc-released/1

The pricing varies, but i3 2100 http://ark.intel.com/Compare.aspx?ids=53422,52214,37147 + any *67 mobo will set you free of about $300. Its about 250€ and up here in Estonia so prices can vary very much.