Symmetric Multiprocessing
Symmetric Multiprocessing (or SMP) is one method of having multiple processors in one computer system. In an SMP system (as opposed to a NUMA system) all logical cores are able to see the entire memory for the system. Note that SMP and NUMA are not mutually exclusive however; as Brendan has pointed out on the forums, Intel's Core i7 implements both SMP and NUMA, as well as hyper-threading.
Initialisation of an old SMP system
The startup sequence is different for different CPUs. Intel's system programmer's manual (section 7.5.4) contains the initialization protocol for Intel Xeon processors, and doesn't cover older CPUs. For the generic "all CPU types" algorithm, see Intel's Multi-processor Specification.
For 80486 (with an external 8249DX local APIC), you must use an INIT IPI followed by an "INIT level de-assert" IPI without any SIPI's. This means you can't tell them where to start executing (the vector part of a SIPI) and they always start executing BIOS code. In this case you set the BIOS's CMOS reset value to "warm start with far jump" (i.e. set CMOS location 0x0F to the value 10) so that the BIOS will do a jmp far ~[0:0x0469]", and then put the segment & offset of your AP entry point at 0x0469.
The "INIT level de-assert" IPI isn't supported on newer CPUs (Pentium 4 and Intel Xeon), and AFAIK it is ignored completely on these CPUs.
For newer CPUs (P6, Pentium 4) one SIPI is enough, but I'm not sure if older Intel CPUs (Pentium) or CPUs from other manufacturers need a second SIPI or not. It's also possible that the second SIPI is there in case there's a delivery failure for the first SIPI (bus noise, etc).
I normally send the first SIPI and then wait to see if the AP CPU increases a "number of started CPUs" counter. If it doesn't increase this counter within a few milli-seconds, then I send the second SIPI. This is different to Intel's generic algorithm (which has a 200 micro-second delay between SIPIs), but trying to find a time source capable of accurately measuring a 200 micro-second delay during early boot isn't so easy. I've also found that on real hardware, if the delay between SIPIs is too long (and you don't use my method) an AP CPU can run the OS's early AP startup code twice (which in my case would lead to the OS thinking there's twice as many AP CPUs as there are).
You can broadcast these signals across the bus to start every device that is present. However by doing so you might also enable the processors that were disabled on purpose (because they were defective).